Syllabus
Slides
- Lecture 1: Data Structure and Baseline Forecasting
- Lecture 2: Validation, Overfitting, and Forecast Failure
- Lecture 3: Regularization and Model Stability
- Lecture 4: Nonlinear Forecasting and Risk Control
- Lecture 5: Model Limits and Decision Context
- Lecture 6: Evaluation, Integration, and Future Directions
Lecture Notes
Course works:
All coding examples in class are here
Assignments:
- Assignment 1. Mock Interview Questions 1 (with answers)
- Assignment 2. Mock Interview Questions 2
- Assignment 3. Mock Interview Questions 3
- Assignment 4. Mock Interview Questions 4
Projects:
You may need to choose one of these three projects as your final project based on your interest and major: