COM-406: Foundations of Data ScienceWe discuss a set of topics that are important for the understanding of modern data science but that are typically not taught in an introductory ML course. In particular we discuss fundamental ideas an
MATH-240: StatisticsCe cours donne une introduction au traitement mathématique de la théorie de l'inférence statistique en utilisant la notion de vraisemblance comme un thème central.
EE-607: Advanced Methods for Model IdentificationThis course introduces the principles of model identification for non-linear dynamic systems, and provides a set of possible solution methods that are thoroughly characterized in terms of modelling as
FIN-604: Financial Econometrics IWe provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and
for corporate finance.
FIN-417: Quantitative risk managementThis course is an introduction to quantitative risk management that covers standard statistical methods, multivariate risk factor models, non-linear dependence structures (copula models), as well as p
