Machine learning in Economics and Finance
- Know the basic problem statements, models and methods of machine learning.
- Be able to apply algorithms for estimating model parameters and building forecasts.
- Have skills in identifying machine learning methods appropriate for the research objective.
- Have skills in identifying statistical outliers and filling in missing values.
- Able to formulate a statement of the problem according to the proposed data. Selects a suitable forecast model for the existing task. Knows basic tests for comparing model quality. Able to use tests to select the most suitable model for the task.
- Able to formulate the statement of the problem of teaching without a teacher according to the proposed data. Selects the appropriate teaching method for the existing task. Knows basic tests for selecting adequate methods and searching for hyperparameters.
- Online courseCompletion of the online courses assigned by the teacher on the datacamp.com platform, performed in electronic format within the deadline set by the teacher.
- HomeworkWritten report in electronic format assigned by the teacher completed in paris or alone. It should be finished and sent by e-mail to the teacher before the deadline set by the teacher. Report includes answers to the questions on the topics of appropriate online-courses.
- ExamWritten report in electronic format completed in pairs or alone. It should be finished and sent by e-mail to the teacher before the deadline set by the teacher (day of the exam). Report includes answers to the list of questions provided to students no later than two weeks before exam.
- Mohammed, Mohssen Khan, Muhammad Badruddin Bashier, Eihab Bashier Mohammed. Machine Learning: Algorithms and Applications. Auerbach Publications © 2017 // https://library.books24x7.com/toc.aspx?bookid=117434
- Lantz, B. (2013). Machine Learning with R : Learn How to Use R to Apply Powerful Machine Learning Methods and Gain an Insight Into Real-world Applications. Birmingham, UK: Packt Publishing. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=656222