29 June – 3 July 2020
Course fees: FREE. The Course is fully funded through the MIUR Department of Excellence grant.
Credits: 3 ECTS
Number of places available: 25
Deadline: April 20th, 2020
How to apply: use the following form
This course has been conceived by econometricians for econometricians. The sessions proceed step by step, recalling the fundamental statistical concepts at the heart of modern learning techniques. Their relative merits are illustrated by means of practical exercises and applications in R.
The course will introduce students to supervised Machine Learning techniques. During the course, you will:
• Build knowledge of concepts intensively used in theMachine Learning literature such as cross-validation, resampling, optimization routines
• Become familiar with popular machine learning techniques such as bagging, random forests, boosting, SVM, neural nets and deep learning
• Gain exposure on how to evaluate their usefulness in econometrics for misspecification detection and causal inference.
(Days 2-5 will consist of a morning lecture and a hands-on practical session in the afternoon)
Monday, June 29th – Crash Course in R (optional but recommended)
Tuesday, June 30th – Introduction, Optimization, Overfitting, Cross-Validation
Wednesday, July 1st – CART, Bagging, Random Forests, Boosting
Thursday, July 2nd – SVM, Neural Networks, Deep Learning
Friday, July 3rd – Misspecification detection and Causal Inference
Intermediate knowledge of econometrics and basic knowledge of programming are required.
The course is targeted to Ph.D. students and early career researchers primarily, but is open to anyone (scholars or professionals) with an interest in Machine Learning. Applicants are required to hold at least a bachelor’s degree and be on track to completing a postgraduate degree. The course is most suited to:
• Ph.D. students
• Young scholars and early career researchers.
The course is fully funded by the Department of Economics, Management and Quantitative Methods (DEMM) at the University of Milan. This was made possible through an award to DEMM as Department of Excellence by the Italian Ministry of Education, University and Research (MIUR), which resulted in establishing the Centre of Excellence in Economics and Data Science.
The course is equivalent to 3 ECTS in the European system. Students who wish to receive credit for their Summer School course will need to contact their Study Abroad Office or the office in their university that deals with external credit. We strongly advise you to verify your university credit-granting process before you apply. We are however happy to provide any necessary information to your registry or academic advisor.
Upon successful completion of the course, students will be able to request a certificate of participation.
Number of places available
Note that availability is limited to 25 participants. Interested candidates are strongly encouraged to apply as early as possible. You should not wait until the deadline date to begin the submission of your documents.
How to apply
Applicants are requested to fill out an online application form and provide their details along with a resume. Postgraduate students who are on track to completing their degree and applicants who completed their degree in the last two years are also requested to provide a recommendation letter from an academic referee, emphasizing why the course is useful for their research. Only candidates that fill out the application form and send their resume (and a reference letter, if applicable) will be evaluated. Applications must be sent exclusively online by using the following form.
Applicants are asked also to provide a motivation for attending the course of no more than 150 words (see the online application form). CVs and reference letters must be sent directly to MLsummerschool2020@unimi.it by April 20th, 2020.
Applications close on April 20th, 2020 at 23:59:59 CET. Candidates will be informed of the outcome of their application by May 1st, 2020. Successful applicants will be requested to confirm their presence at the Milan Summer School by May 8th, 2020.
Accommodation, travel and catering
All lunches and two social dinners are provided by DEMM. The event’s venues are all located in the uniquely vibrant city center of Milan. The Summer School’s Organizing Committee is happy to provide you with travel indications and a list of hotels where the University of Milan has discounted deals. Further information can be obtained at: MLsummerschool2020@unimi.it.
Emmanuel Flachaire (AMSE, France)
Ewen Gallic (AMSE, France)
Tommaso Frattini (Chair)
Anna Basoni (CEEDS)
Stefania Scuderi (DEMM)