Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Discusses kernel methods in machine learning, focusing on kernel regression and support vector machines, including their formulations and applications.
Delves into the intersection of physics and data in machine learning models, covering topics like atomic cluster expansion force fields and unsupervised learning.
Explores overfitting, regularization, and cross-validation in machine learning, emphasizing the importance of model complexity and different cross-validation methods.