Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Explores Generalized Linear Models for non-Gaussian data, covering interpretation of natural link function, MLE asymptotic normality, deviance measures, residuals, and logistic regression.
Covers regression analysis for disentangling data using linear regression modeling, transformations, interpretations of coefficients, and generalized linear models.
