Course Description
This course will teach several new techniques, nodewise regression, factor models, and its applications in high dimensional finance. Practical papers on deep learning will also be read. The focus will be both theoretical, and practical will involve learning tools and going over few proofs in a detailed way.
Spring 2025
Instructors
Meeting Patterns
Classes Start:
January 6, 2025
Classes End:
April 22, 2025
Location:
04103 Nelson Hall
Class Days:
M W
Class Start Time:
10:15am
Class End Time:
11:30am
Class Type:
Lecture
Credits:
3.00
Restrictions:
P: ECG 751 Restricted to students in Graduate Economics programs
