Workshops & Courses

Instructors: Joon Park, Yoosoon Chang

Topics Covered:

• Large Dimensional Regression: PCA, Ridge and Lasso
• Reproducing Kernel Hilbert Space: Kernel Method
• Support Vector Machine: Linear and Kernel Trick
• Tree-Based Approach: Random Forest and XGBoost
• Neural Network: Vanilla and Recurrent Form

Workshop Materials

The objective of this course is to prepare the Ph.D. students for their dissertation research in the area of econometrics of big data and machine learning, both theoretical and empirical. Topics include:

• Functional Data Analysis
• Machine Learning

Syllabus

Lecturer: Simon Sokbae Lee (Columbia University)

Lecture Notes and Slides