演講者簡介 : Professor Jiun-Hua Su received his Ph.D. in Economics from the University of California, Berkeley in 2018. He is an Assistant Research Fellow at the Institute of Economics, Academia Sinica. His research interests are Econometrics, Statistics, and Machine Learning.
演講摘要 : In this talk, we will begin with a model of binary decision-making based on the prediction of a binary outcome variable. After studying the corresponding semiparametric maximum utility estimation and its penalized counterpart, we will consider a nonparametric nearest neighbor method. Finally, we will apply this method to credit scoring.
