Nonparametric RegressionCovers nonparametric regression, scatterplot smoothing, kernel methods, and bias-variance tradeoff.
Supervised Learning in Financial EconometricsExplores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Data-Driven Modeling: RegressionIntroduces data-driven modeling with a focus on regression, covering linear regression, risks of inductive reasoning, PCA, and ridge regression.
Probabilistic Linear RegressionExplores probabilistic linear regression, covering joint and conditional probability, ridge regression, and overfitting mitigation.
Nonlinear ML AlgorithmsIntroduces nonlinear ML algorithms, covering nearest neighbor, k-NN, polynomial curve fitting, model complexity, overfitting, and regularization.