TA Work
MGTF 405: Business Forecasting, Winter 22, Fall 22
UCSD-Rady
I hold regular discussion sections to go over technical material covered in class. I present and discuss python code related to class material. Here is the Github page, where I keep lecture codes.
Here are some of the topics covered:
- ARIMA
- Model Selection Methods
- Vector Autoregressions (VECM)
- State Space Models
- Regime Switching Models
- Volatility Models (G/ARCH)
- Neural Networks
MGTF 495: Data Science for Finance II, Spring 22, Spring 23
UCSD-Rady
This class covers supervised and unsupervised learning methods applied to financial data. I prepared assigments and lecture codes to support the lectures. Some topics covered in the class are:
- Tree Based Methods
- Logistic Models
- Support Vector Machines
- Time Series Clustering
- Feed-Forward Neural Networks
- Recurrent Neural Networks
- Attention Networks
- Posted on:
- October 2, 2022
- Length:
- 1 minute read, 127 words
- See Also: