FE 581

Introduction to Financial Engineering.

FE581 SPECIAL TOPICS:DATA MINING IN FINANCE

Source: https://fe.boun.edu.tr/content/course-descriptions

Instructor(s):

• Necati ARAS

Contents [by topics]

R

Contents [by date]

0220 - Introduction

0227 - Classification Tree

• Course Content

• Introduction to R-script

• Introduction to Rpart

0306 - Continueing Trees

0313 - Continueing Trees

0320- tree , bootstrapping, rf

• Inclass: Classification and Regression Tree with tree package

• Cross Validation With Caret and Rpart

• Notes : Classification with Tree package

• Notes: K-Fold Cross Validation and LOOCV

• Notes: Personal Notes for Chapter 5 : Resampling Methods

0403

0410

0424

HW2

MT

0522 - Clustering Methods

0522 - Logistic Regression and Clustering MethodsFinal

Moodle Video Notes on Clustering

Final