Covers the basics of Ordinary Least Squares (OLS) in econometrics, including variable relationships, coefficient determination, and model interpretation.
Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.
Explores applying machine learning to atomic scale systems, emphasizing symmetry in feature mapping and the construction of rotationally invariant descriptors.
