Covers regression analysis for disentangling data using linear regression modeling, transformations, interpretations of coefficients, and generalized linear models.
Introduces simple linear regression, properties of residuals, variance decomposition, and the coefficient of determination in the context of Okun's law.
Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Covers linear models, including regression, derivatives, gradients, hyperplanes, and classification transition, with a focus on minimizing risk and evaluation metrics.
