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RMI 8300 Predictive Risk Modeling
Credit Hours 3.0
Prerequisites MSA 8190
Description

This course is an applied modeling course which introduces students to statistical learning and predictive analytics. It covers following topics; General Strategies (data pre-processing, over fitting-model tuning), Regression Models (linear regression, partial least squares, penalized models, non-linear models, neural networks, multivariate adaptive regression splines, support vector machines, k-nearest neighbor), Regression Trees (random forest, boosting), Re-sampling Method, Principal Component Analysis and generalized Additive Models. Students will use R and/or SAS for class projects.