###### Calculating Expected Returns from the ...

Single-factor Model The single-factor model assumes that there is just one macroeconomic factor,... **Read More**

*-c.* *Explain the assumptions underlying the simple linear regression model and describe how residuals and residual plots indicate if these assumptions may have been violated;*

–h. *describe different functional forms of simple linear regressions**.*

–b: * Interpret estimated regression coefficients and their *p*-value*;

–d: *I**nterpret the results of hypothesis tests of regression coefficients*;

–*f: Explain the assumptions of a multiple regression model;*

–g*:* *Calculate **and interpret the *F*–**statistic, and describe how it is used in regression analysis*;

–*h: Contrast and interpret the ***R**^{2} and adjusted **R*** ^{2} in multiple regression*;

–*j: Formulate and interpret a multiple regression, including qualitative independent variables*;

-l: *Describe multicollinearity and explain its causes and effects in regression analysis;*

–*n: Interpret an estimated logistic regression*;

–*o: E**valuate and interpret a multiple regression model and its results*.

*-f: Explain mean reversion and calculate a mean-reverting level*

*-h: Explain the instability of coefficients of time-series models;*

–*a: Describe supervised machine learning, unsupervised machine learning, and deep learning*;

-b: *D**escribe overfitting and identify methods of addressing it;*

-e: *D**escribe neural networks, deep learning nets, and reinforcement learning.*

–*a:* Identify* and explain steps in a data analysis project;*

–*b**: Describe objectives, steps, and examples of preparing and wrangling data;*

-c: *D**escribe objectives, methods, and examples of data exploration;*

-d: *D**escribe objectives, steps, and techniques in model training;*

-e: * Describe preparing, wrangling, and exploring text-based data for financial forecasting;*

-f:* Describe methods for extracting, selecting and engineering features from textual data;*