Maths & Stats

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Courselet

This is the courselet for the paper: Spilak, B., Härdle, W.K. (2021). Tail-Risk Protection: Machine Learning Meets Modern Eco..

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Courselet

This Courselet explains AIC and BIC links it to FPE and applies to bandwidth selection

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Courselet

Introduction to U-Statistics with examples and their properties

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Courselet

Localising Forward Intensities for Multiperiod Default

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• 2 Students
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Courselet

A new semiparametric model for the Amihud illiquidity measure

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• 2 Students
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Courselet

Shapley Values - A Nonparametric Perspective

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Courselet

Brief introduction on the mathematics behind the popular machine learning tool called Support Vector Machine: the Reproducing..