Machine Learning and Forecasting

Introduction

This course provides a thorough introduction to statistical, machine learning and forecasting techniques. The objective of this course is to present important statistical and machine learning methodologies that can be used to predict or classify outcomes.

Course content

• Fundamental principles of statistical learning and forecasting techniques: bias/variance trade-off, cross validation techniques and pseudo out of sample methods.
• Key machine learning algorithms, including, regression, time series processes, regularization, and classification.
• The perceptron model and the principles of artificial neural networks, such as the multilayer perceptron model.