FRM Course Syllabus
FRM Course Syllabus
CO1 :: explain the basics of data preprocessing and its implementation by using R programming
Language.
CO4 :: demonstrate the predictive models by using Neural networks and Support vector
machines
CO6 :: illustrate the techniques to evaluate the model performance and various methods to
improve it
Unit I
DATA PREPROCESSING : Managing data with R, Exploring and understanding data, Exploring the
structure of data, Exploring numeric variables, Exploring categorical variables, Exploring relationships
between variables
Unit II
SUPERVISED LEARNING: CLASSIFICATION : Lazy learning:Nearest neighbors, Probabilistic
Learning: Using Naive Bayes, Divide and Conquer: Decision Trees and Rules
Unit III
SURPERVISED LEARNING : NUMERIC PREDICTION : Forecasting Numeric Data, Simple Linear
Regression, Polynomial Regression, Ordinary least squares estimation, Correlations
Unit IV
SUPERVISED LEARNING:DUAL USE : Black Box Methods, Neural Networks, Support Vector
Machines
Unit V
UNSUPERVISED LEARNING: CLUSTERING AND PATTERN DETECTION : K-Means Clustering, K-
means clustering intuition, K-means random initialization trap, K-means selecting number of clusters,
Dataset gathering, Hierarchical Clustering, Association Rules, Finding Patterns, Market Basket Analysis
Using Association Rules
Unit VI
MODEL PERFORMANCE : Evaluation Model Performance, Improving Model Performance, Bagging,
Boosting, Random forests
References:
1. APPLIED PREDICTIVE ANALYTICS: PRINCIPLES AND TECHNIQUES FOR THE PROFESSIONAL
DATA ANALYST by DEAN ABBOTT, WILEY, 4th Edition, (2012)
2. PREDICTIVE ANALYTICS: THE POWER TO PREDICT by ERIC SIEGEL, WILEY