Machine Learning for Macro Forecasting and Financial Econometrics
SIdE Summer Course 2026 (Perugia, Italy)
Practical hands-on lab sessions using R, Quarto interactive notebooks, and R scripts.
Course Repository
The complete codebase and instructions are hosted on the GitHub Repository: ml_macro_and_fin_side2026
Course Page
Interactive Lab Sessions
You can access the interactive Quarto notebooks directly on the website, as well as the accompanying code-along R scripts:
| Day | Topic | Interactive Notebook | Code-Along Scripts |
|---|---|---|---|
| Day 1 | Data Ecosystems, Tidymodels & Tidyfinance | Lecture 1 | Script Part 1 / Script Part 2 |
| Day 2 | Regularized Linear Models & Covariance Shrinkage | Lecture 2 | Script Part 1 / Script Part 2 |
| Day 3 | Tree-Based Models | Lecture 3 | Script Part 1 / Script Part 2 |
| Day 4 | Deep Learning & Model Comparison | Lecture 4 | Script Part 1 / Script Part 2 |
| Day 5 | AI Agents in Research | Lecture 5 | Discussion Session |