Explores the nearest neighbor classifier method, discussing its limitations in high-dimensional spaces and the importance of spatial correlation for effective predictions.
Explores Sum of Squares polynomials and Semidefinite Programming in Polynomial Optimization, enabling the approximation of non-convex polynomials with convex SDP.
Explores supervised learning in financial econometrics, covering linear regression, model fitting, potential problems, basis functions, subset selection, cross-validation, regularization, and random forests.