MATH-GA.2070-001 Data Science And Data-Driven Modeling (1st Half Of Semester)

---

1.5 points

Course Description

TBA

Prerequisites

This is a half-semester course covering practical aspects of econometrics/statistics and data science/machine learning in an integrated and unified way as they are applied in the financial industry. We examine statistical inference for linear models, supervised learning (Lasso, ridge and elastic-net), and unsupervised learning (PCA- and SVD-based) machine learning techniques, applying these to solve common problems in finance. In addition, we cover model selection via cross-validation; manipulating, merging and cleaning large datasets in Python; and web-scraping of publicly available data.

Recent Offerings

TBA

Sample Exams

TBA

Recommended Texts

TBA