Course: Machine Learning for Econometrics

Professor: Christophe Gaillac (University of Geneva (IEE/GSEM))

ECTS: 1

Aims:

– Gain a broad understanding of how modern machine learning techniques can be used in economics and econometrics, and what are the benefits and limitations of these tools in this context.

– You will discuss the theoretical properties of the methods introduced and present a series of empirical examples, programs, and exercises to learn how to apply these tools in practice.

Objectives:

The goal is to provide both a theoretical and practical understanding of the problems that machine learning tools can help solve in econometrics. The goal of this course is to expand the participants’ knowledge of machine learning in order to apply it in a context traditionally reserved for econometrics.