UMR CNRS 7253

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Advanced Computational Econometrics: Statistical Learning

Instructor: Thierry Denoeux

Description: This course is an introduction to statistical learning, with examples of application to econometrics.

Program

  1. Introduction to machine learning
  2. Linear classification
  3. Model selection
  4. Splines and generalized additive models
  5. Tree-based and ensemble methods
  6. Kernel-based classification and regression
  7. Neural networks

Recommended reading:

Slides

Exercises

Datasets


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