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Read as interactive book


Machine Learning Fundamentals

Advanced Regression Techniques

  • Linear Regression: A recap of linear regression - a core fundamental of machine learning.

  • Local Regression: Local regression is a refinement of linear regression that adapts the model at each point of the prediction.

  • Gaussian Process Regression (GPR): An advanced regression technique that produces not only predictions, but also confidence bounds around them.

  • Dynamically Controlled Kernel Estimation (DCKE): A combination of local regression, control variates and Gaussian process regression to estimate conditional expectations. The method is model free, data-driven an particularly suited for financial applications.

Neural Network Topologies

Training Networks & Optimization Techniques

Basic Examples

Machine Learning & Quantitative Finance

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