FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
MATH-442: Statistical theoryThe course aims at developing certain key aspects of the theory of statistics, providing a common general framework for statistical methodology. While the main emphasis will be on the mathematical aspects of statistics, an effort will be made to balance rigor and intuition.
FIN-415: Probability and stochastic calculusThis course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. We study fundamental notions and techniques necessary for applications in finance such as option pricing, hedging, optimal portfolio choice and prediction problems.
EE-556: Mathematics of data: from theory to computationThis course provides an overview of key advances in continuous optimization and statistical analysis for machine learning. We review recent learning formulations and models as well as their guarantees, describe scalable solution techniques and algorithms, and illustrate the trade-offs involved.
MATH-414: Stochastic simulationThe student who follows this course will get acquainted with computational tools used to analyze systems with uncertainty arising in engineering, physics, chemistry, and economics. Focus will be on sampling methods as Monte Carlo, quasi Monte Carlo, Markov Chain Monte Carlo.
EE-206: Méthodes de mesureCe cours vise à transférer les concepts théoriques et les savoir-faire nécessaires à la réalisation de mesures de bonne qualité. Les contenus méthodologiques et technologiques seront exposés sous forme ex-cathedra et les savoir-faire seront entrainés lors des travaux pratiques.
MATH-131: Probability and statisticsLe cours présente les notions de base de la théorie des probabilités et de l'inférence statistique. L'accent est mis sur les concepts principaux ainsi que les méthodes les plus utilisées.
MGT-581: Introduction to econometricsThe course provides an introduction to econometrics. The objective is to learn how to make valid (i.e., causal) inference from economic data. It explains the main estimators and present methods to deal with endogeneity issues.