Explores model evaluation with K-Nearest Neighbor, covering optimal k selection, similarity metrics, and performance metrics for classification models.
Covers feature extraction, clustering, and classification methods for high-dimensional datasets and behavioral analysis using PCA, t-SNE, k-means, GMM, and various classification algorithms.
Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Introduces decision trees for classification, covering entropy, split quality, Gini index, advantages, disadvantages, and the random forest classifier.