Certificate of Achievement
has completed the following course:
R for Regression and Machine Learning in Investment
Sungkyunkwan University (SKKU)
This course covered the fundamental concepts of machine learning and applied advanced regression methods to real data. The course touched on a range of topics from the analysis of factors to the application of machine learning models. Students had an hands on experience with R, such as analyzing data with the Fama-Macbeth regression model or solving classification problems using logistic regression.
2 weeks, 4 hours per week
Youngju Nielsen
Professor of Financial Economics
Sungkyunkwan University (SKKU)
Transcript
Learning outcomes
- Explain core concepts of machine learning
- Apply regression models to stock market data
- Evaluate in-sample and out-of-sample results to create a model that performs well in real-life
- Create a macro factor model using R programming
Syllabus
- The overall algorithm-driven investment decision-making process using machine learning
- Review of regression methodology
- Analysing data with the Fama-Macbeth Regression method
- Making predictive models
- Solving classification problems with Logistic Regression
Issued on 22nd July 2024
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