This course provides an overview of key advances in continuous optimization and statistical analysis for machine learning. We review recent learning formulations and models as well as their guarantees
This course consists of three parts: an introduction to financial time series data characteristics and analysis, a discussion on econometrics techniques (eg, GARCH models, cointegration, extreme values, truncation), and an exploration of machine learning t ...
The course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications. ...
This course will cover mathematical concepts and efficient numerical methods for geometric computing. We will explore the beauty of geometry and develop algorithms to simulate and optimize 2D and 3D geometric models with an emphasis towards computational d ...