Machine learning in Economics and Finance
- Know the basic problem statements, models and methods of machine learning.
- Able to apply algorithms for estimating model parameters and building forecasts.
- Have skills in identifying machine learning methods appropriate for the research objective.
- Have skills in identifying statistical outliers and filling in missing values.
- Can identify a problem suitable for machine learning
- Analyze data with machine learning tools
- Be able to use the scikit-learn library to train machine learning models.
- Able to formulate a statement of the problem according to the proposed data. Selects a suitable forecast model for the existing task. Knows basic tests for comparing model quality. Able to use tests to select the most suitable model for the task.
- Able to formulate the statement of the problem of teaching without a teacher according to the proposed data. Selects the appropriate teaching method for the existing task. Knows basic tests for selecting adequate methods and searching for hyperparameters.
- Apply basic machine learning tools
- Онлайн-курсПройти два онлайн-курса на платформе DataCamp
- ДКРДомашняя контрольная работа по машинному обучению
- 2023/2024 2nd module0.4 * Экзамен + 0.1 * Семинары + 0.2 * ДКР + 0.3 * Онлайн-курс
- A first course in machine learning, Rogers, S., 2012
- Data mining : practical machine learning tools and techniques, Witten, I. H., 2011
- Foundations of machine learning, Mohri, M., 2012
- Introduction to machine learning, Alpaydin, E., 2020
- Machine learning : the art and science of algorithms that make sense of data, Flach, P., 2014
- Machine learning, Mitchell, T. M., 1997
- Mohammed, Mohssen Khan, Muhammad Badruddin Bashier, Eihab Bashier Mohammed. Machine Learning: Algorithms and Applications. Auerbach Publications © 2017 // https://library.books24x7.com/toc.aspx?bookid=117434
- Trevor Hastie, Robert Tibshirani , et al., The Elements of Statistical Learning: Data Mining, Inference, and Prediction, 2nd edition, 2017. Free from the publisher: https://web.stanford.edu/~hastie/ElemStatLearn/printings/ESLII_print12.pdf
- Lantz, B. (2013). Machine Learning with R : Learn How to Use R to Apply Powerful Machine Learning Methods and Gain an Insight Into Real-world Applications. Birmingham, UK: Packt Publishing. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=656222
- Matt Taddy. (2019). Business Data Science: Combining Machine Learning and Economics to Optimize, Automate, and Accelerate Business Decisions. McGraw Hill.