Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Covers the basics of Ordinary Least Squares (OLS) in econometrics, including variable relationships, coefficient determination, and model interpretation.
Explores applying machine learning to atomic scale systems, emphasizing symmetry in feature mapping and the construction of rotationally invariant descriptors.
Explores the application of machine learning in molecular dynamics and materials, emphasizing the creation of meaningful features and the importance of generalizability.
Covers Generalized Linear Models, likelihood, deviance, link functions, sampling methods, Poisson regression, over-dispersion, and alternative regression models.