Disponible en Español

Course on Machine Learning for Central Banking

San José, Costa Rica, March 30 – April 3rd, 2020.

 

Organizing Institutions

Deutsche Bundesbank, Banco Central de Costa Rica and CEMLA.

Content

1. Motivation Machine Learning for Central Banking; 2. Introduction to R; 3. Review: Linear methods, OLS, logistic regression; 4. R Introduction, linear models; 5. Introduction to genetic algorithms and genetic programming; 6. Applications of genetic algorithms and genetic programming for Central Banking; 7. Resampling methods, bootstrap; 8. Resampling Methods, bootstrap application; 9. Presentations / Applications; 10. Model Selection, Shrinkage; 11. Model Selection, Shrinkage Applications; 12. Tree-based methods; 13. Random Forest’s; 14. Outlook: neural networks, text mining; 15. Ethics, Governance and Wrap up; and 16. Round table with participants.

Aimed at

Data-savvy professionals in areas such as information technology, statistics and research departments. No prior knowledge of R is necessary; however, some familiarity with statistical concepts and programming is preferred.

Coordinator

Serafín Martínez
Financial Markets and Infrastructures Division