Théorie de l'estimation: estimateurs du maximum de vraisemblance, information de Fisher, inégalité de Cramer-Rao, intervalles de confiance.Tests d'hypothèses: cadre de Neyman-Pearson: test du rapport de vraisemblance, tests paramétriques et non-parmétriq ...
This class is an introduction to Machine Learning and High Dimensional Statistics in Finance. We start with purely empirical approach, focusing first on high dimensional regressions then moving to kernel methods and deep learning, and then study equilibriu ...
The course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications. ...