RMI 8300 - Predictive Risk Modeling

3 Credit Hours
Prerequisites: Prerequisite: None.
Corequisites: ECON 8740.
Description
Corequisite: ECON 8740.This course is an applied modeling course which introduces students to statistical learning and predictive analytics. It covers following topics; General Strategies (data pre-processing, over fitting-model tuning), Regression Models (linear regression, partial least squares, penalized models, non-linear models, neural networks, multivariate adaptive regression splines, support vector machines, k-nearest neighbor), Regression Trees (random forest, boosting), Re-sampling Method, Principal Component Analysis and generalized Additive Models. Students will use R and/or SAS for class projects. L