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ACTSC 456

Statistical Learning in Actuarial Science

Undergraduate

Fall 2026

Topics

  • Actuarial and financial applications
  • Regularized regression
  • Cross-validation
  • Logistic regression, LDA, QDA and nearest neighbours
  • Decision trees, bagging, boosting and random forests
  • Principal component analysis
  • Hierarchical and k-means clustering
  • Neural networks

Readings

  • Introduction to Statistical Learning
    unspecified
    Main reference; the instructor links https://www.statlearning.com and the accompanying R code.
Sources