Short introduction to Reinforcement Learning, mostly Q-learning
This course deals with the intersection of causal inference, especially heterogeneity, and Machine Learning. We will see wh..
We will mainly focus on Latent Dirichlet Allocation (LDA) and its extensions.
Latent Dirichlet Allocation (LDA) extensions
Introduction of Kalman filter including the background, calculation methodology and application.
Presentation of the research paper "Assessing the Quality of Human-Generated Summaries with Weakly Supervised Learning"
A systemic risk management tool
The Shapley Decomposition is a model-agnostic tool which is able give a variable importance measure on a local level.
Financial risk measure FRM (Financial Risk Meter) is proposed for Emerging markets (FRM@EM).