ECON 4500: Machine Learning Econometrics

Welcome!

Welcome to ECON 4500: Machine Learning Econometrics.

Have you ever wondered how investment banks and hedge funds predict stock and options prices? Or how Amazon always seems to know exactly what you want to buy? Have you wondered how ChatGPT works or how self-driving cars are being developed? The answer: machine learning algorithms.

This course is about learning how to unlock the power of data to build our own algorithms. The basic idea is this: how can we use information gathered from the past to predict the future? This semester, we will learn how these algorithms are built, which algorithms are best suited for different predictive tasks, and how they fit in with traditional econometric tools used for questions of causality.

I hope you're excited for the journey!

Instructor Information

Nicholas Lacoste

nlacoste1@tulane.edu

Office Hours: Mondays 2:00 - 4:00pm, Tilton Hall 307

Course Information

Classes will meet on Tuesdays and Thursdays from 10:00 - 11:15am in room XXXX.

This is a 16-week course separated into 9 "Modules" corresponding to the material we will cover each week (approximately). Everything you need to know will be contained there: assignments, primary and supplementary study material, and topic overviews.