Licenciatura em Finanças
Plano Curricular Finanças
Generalized Linear Models (MLG)
UC Competência
Generalized Linear Models(Matemática)UC Execução
Generalized Linear Models (2020/2021 - Semestre 2)Generalized Linear Models (2019/2020 - Semestre 2)
Generalized Linear Models (2018/2019 - Semestre 2)
Contextos
Grupo: Finanças > 1º Ciclo > Unidades Curriculares Optativas
Período: 3 Ano, 2 Semestre
Peso
4.0 (para cálculo da média)
Objectivos
To introduce the foundations of Generalized Linear Models (GLM) and its applications. Provide skills for real-data estimation of GLM. Additionally, to introduce the main concepts of machine learning and some key algorithms. Provide skills to use appropriate software to apply machine learning techniques to simple real-data problems.
Programa
Generalized Linear Models:
- Review of linear regression models
- Generalized linear models: general overview
- Inference
- Examples of generalized linear models for continuous and discrete response
- Quasi-likelihood and overdispersion
Machine Learning:
- What is machine learning
- Branches of machine learning
- Applications
Metodologia de avaliação
Lectures will alternate theoretical presentations of statistical models with data analysis performed with suitable software.
The final grade, on a 0-20 scale, is awarded on the basis of a written exam and of a practical exam done on a computer using R. The mark on the written exam will be worth 70% of the final grade.
Bibliografia
Principal
Generalized Linear Models
McCullagh P. And Nelder, J.A.
1989
2nd Edition, Chapman and Hall, London.
Statistical Inference ? Based on the Likelihood
Azzalini A.
1996
Chapman and Hall
Modern Applied Statistics with S
Venables W. N. and Ripley B. D
2002
4th Edition, Spinger
Secundária
Applying Generalized Linear Models
Lindsey, J.K.
1997
Springer-Verlag, New York.