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
Description
This repository contains Python, R and STATA code in regard to solve some typical econometrics and machine learning tasks.
Readme 12 MiB
Languages
Jupyter Notebook 97.6%
Stata 2%
Python 0.4%