Différences

Ci-dessous, les différences entre deux révisions de la page.

--- en:ddefimafi2022 [2025/09/02 11:32] – [Course metadata] cpouet
+++ en:ddefimafi2022 [2026/05/22 15:47] (Version actuelle) – [Course content] cpouet
@@ Ligne 11: / Ligne 11: @@
   * Language of instruction: English
   * Coordinator: tba
-  * Instructor(s): Ismaïl Akil (Millenium), Abderrahim Ben Jazia (Meta Modelling), David Thai (poste en Hedge Fund), Sitraka Forler (Post Luxembourg), Lirone Samoun (smartpush)
+  * Instructor(s): Ismaïl Akil (Millenium), Abderrahim Ben Jazia (Meta Modelling), David Thai (position in  a Hedge Fund), Sitraka Forler (Post Luxembourg), Lirone Samoun (smartpush)
-  * //Last update 02/09/2025 by C. Pouet//
+  * //Last update 22/05/2026 by C. Pouet//
 ==== Brief description ====
@@ Ligne 18: / Ligne 18: @@
 This course unit is divided into four parts:
-  * ** Stochastic calculus and introduction to the Black-Scholes model ** (24 hours) taught by tba.
+  * ** Stochastic calculus and introduction to the Black-Scholes model ** (24 hours) taught by David Thai.
   * ** Volatility models ** (24 hours) taught by Ismaïl Akil.
   * ** Interest rate models ** (24 hours) taught by Abderrahim Ben Jazia.
-  * ** Data Project: modeling and validation ** (20 hours) taught by tba.
+  * ** Data Project: modeling and validation ** (20 hours) taught by Sitraka Forler and Lirone Samoun.
 ==== Learning outcomes ====
@@ Ligne 63: / Ligne 63: @@
 === Data Project:  modeling and validation ===
-tba
+  - Projects and models
+     * The Bias-Variance tradeoff
+     * Feature Selection
+     * Feature Engineering
+     * Defining a metric
+  - Models and applications
+    * Regressions (linear, polynomial, penalized and logistic)
+    * Decision trees (random forest and gradient boosting)
+  - Focus on Natural Language Processing (NLP)
 ==== Bibliography ====
 You can check the availability of the books below at [[https://www.centrale-mediterranee.fr/fr/centredoc|Centrale Méditerranée library]].