econometrics-and-machine-learning/Machine Learning for Economics and Finance/README.md

Introduction

This project contains "Machine Learning for Economics and Finance" related material.

Git clone:
git clone https://gitea.weseng.de/mwio/econometrics-and-machine-learning.git

Section outline

• Supervised Learning: Regressions
  • Linear Regression
  • Multilinear Regression
• Supervised Learning: Classification
  • Logistic Regression
• Cross Validation
  • K-fold Cross-validation
• Subset Selection & Shrinkage
  • Lasso Regression, Ridge Regression
• Tree-Based Methods
  • Classification Trees
  • Bagging, Boosting
  • Random Forest
• Deep Learnin
  • Neural Networks