AI in Finance
Week 3 - 2.12.2023 + EXAM
TOPICS COVERED IN THIS LECTURE:
Part A: Binary logistic regression
Topic: Classification, Binary logistic regression, Evaluation of binary outcomes (predictions, confusion matrix, ROC curve, loss functions), Data imbalance.
Script: lesson3A.R
Part B: Advanced methods for logistic regression
Topic:
Regularized logistic regression, Bagging, Tree-based methods: classification trees, Bagging decision trees, Random decision forest.
Script: lesson3B.R
SCRIPTS:
Chyba: Odkazovaný objekt neexistuje nebo nemáte právo jej číst.
https://is.muni.cz/el/econ/podzim2023/MKF_AIIF/scripts/week_3/
PRESENTATION:
MIDTERM:
Find the assignment and dataset here:
Here, you will upload your scripts:
Deadline 10.12. 23:59!!
MidTerm
Here, you upload your script file.
FINAL EXAM:
Find the assignment and datasets here:
(choose the folder with today's date)
Please upload your solutions here:
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