Carnegie Mellon University

Statistical Machine Learning II

Professor: Max G'Sell

Department: Statistics

Course Number: 46927

Description: The second in a two-course sequence covering statistical machine learning aimed at quantitative finance.  The course further covers methods for regression and classification, along with other advanced topics in statistics and machine learning.  Topics will be drawn from boosting and ensemble methods, support vector machines, mixture models and topic modeling, natural language processing, Markov decision processes and reinforcement learning, and neural networks including the basic ideas underlying deep learning.

Prerequisites: 46921, 46923, 46926