MATH-600: Optimization and simulationMaster state-of-the art methods in optimization with heuristics and simulation.
Work involves:
- reading the material beforehand
- class hours to discuss the material and solve problems
- homework
MATH-330: Martingales and Brownian motionIntroduction to the theory of discrete-time martingales including, in particular, the convergence and stopping time theorems. Application to branching processes. Introduction to Brownian motion and st
MICRO-428: MetrologyThe course deals with the concept of measuring in different domains, particularly in the electrical, optical, and microscale domains. The course will end with a perspective on quantum measurements, wh
MSE-421: Statistical mechanicsThis course presents an introduction to statistical mechanics geared towards materials scientists. The concepts of macroscopic thermodynamics will be related to a microscopic picture and a statistical
FIN-525: Financial big dataThe course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to fi
CS-455: Topics in theoretical computer scienceThe students gain an in-depth knowledge of several current and emerging areas of theoretical computer science. The course familiarizes them with advanced techniques, and develops an understanding of f
