Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Explores overfitting, regularization, and cross-validation in machine learning, emphasizing the importance of model complexity and different cross-validation methods.
Explores Ridge and Lasso Regression for regularization in machine learning models, emphasizing hyperparameter tuning and visualization of parameter coefficients.