S415 Machine Learning in Econometrics
Lecturer | Dr. Jantje Sönksen |
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Level | Master |
Prerequisites | successful participation in either S411 Advanced Time Series Analysis or S422 Advanced Microeconometrics |
Language | English |
Time and place | Monday 08:10-09:50 E09, Mohlstr.36 |
Practical class | Thursday 16-19 c.t. PC-lab (19-04-2018) Friday 09-12 c.t. PC-lab (20-04-2018) Thursday 08-10 c.t. PC-lab (03-05-2018 onwards) |
Exam | written exam |
Credit points | 6 ECTS |
Start of lecture | 16-04-2018 |
Limited Attendance | 25 (application required, see below for details) |
Application
Participation in the course requires prior application. The initial application deadline has passed but there are some seats available. If you are interested in taking the class, please apply by sending your current transcript of records to jantje.soenksen no later than April 12, 2018. Applicants will be informed on the outcome of their application on April 13, 2018. @uni-tuebingen.de
Content
This module illustrates how machine learning techniques can be exploited in economic research and applications. It offers a thorough analysis of a variety of tools in machine learning and links them to econometric analysis. The class focuses on supervised machine learning algorithms such as: decision trees, (logistic) regressions, naïve Bayes, nearest neighbor, neural networks, and support vector machines. The lecture also covers feature selection and hyper-parameter tuning methods. A practical PC-Lab class using Matlab is an essential part of the module.
Practical class
Practical classes on April 19th an 20th deal with a general introduction to Matlab.
Starting week 3, the practical classes will deal with Machine Learning topics.
All students are expected to be present during these sessions.
Literature
will be announced in class