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).
After a general introduction on neural networks, we explain different recurrent neural networksarchitectures such as GRU and..
Possible Approximately Correct Learning
Introduction to Generative Adversarial Networks (GAN) with basic applications
This course includes the work of Kainat Khowaja and her PhD supervisor towards exploring the random forests, and all the rele..
The proposed hybrid EEMD k-factor GARMA-LLWNN based neuro-fuzzy model is simultaneously use the strengths of each model compo..
Features for valuation of real estate are not equally distributed spatially Amenities which contribute to high prices in Neu..
Master thesis presentation
Introduction to Boosting Algorithms
Presentation for the paper "Does non-linear factorisation of financial returns help build better and stabler portfolio?"
This courselet will cover how to assess and capture sentiment with regards to news article publications via supervised machin..
Learning Probability Distributions in Macroeconomics and Finance
Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective