FIN-472: Computational finance
Participants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects.
MICRO-455: Applied machine learning
Real-world engineering applications must cope with a large dataset of dynamic variables, which cannot be well approximated by classical or deterministic models. This course gives an overview of methods from Machine Learning for the analysis of non-linear, highly noisy and multi dimensional data
ME-474: Numerical flow simulation
This course provides practical experience in the numerical simulation of fluid flows. Numerical methods are presented in the framework of the finite volume method. A simple solver is developed with Matlab, and a commercial software is used for more complex problems.