PJalgotrader / ML-USU-SP21

ECN 5090- Machine Learning in Economics and Finance (Python)

Home Page:https://huntsman.usu.edu/directory/jahangiry-pedram

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Machine Learning

Please note that all my new materials are moved to this repository: https://github.com/PJalgotrader/Machine_Learning-USU

🚀 About Me

Pedram Jahangiry, CFA, is a Professional Practice Assistant Professor of Data Analytics and Information Systems in the Huntsman School of Business at Utah State University. Prior to joining the Huntsman School in 2018, Pedram was a research associate within Financial Modeling Group at BlackRock NYC. His current research is involved in machine learning, deep learning and time series forecasting. Pedram is one of the project mentors at the Analytics Solutions Center where they provide significant experiential learning opportunities for students from across USU’s Logan and Statewide campuses by working with corporate partners on analytics projects.

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Topics:

Topics
ML introduction
Python Crash Course
Machine learning concepts (Part 1: Overfitting, Bias-variance trade off, Evaluation metric)
Machine learning concepts (Part 2: Cross validation+ loss functions + Gradient descent and SGD)
Machine learning concepts (Part 3: Putting it all together!)
Linear regression
Polynomial regression
Regularization (Ridge + Lasso + Elastic Net)
Logistic regression
Classification metrics
KNN regression and classification (Theory)
Support Vector Machines
Decision Tree
Random Forest
Boosting
Dimensionality Reduction: PCA
Clustering : K-mean and Hirearchichal

About

ECN 5090- Machine Learning in Economics and Finance (Python)

https://huntsman.usu.edu/directory/jahangiry-pedram


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