ENG-267: Estimation methodsLes étudiants traitent des observations entachées d'incertitude de manière rigoureuse. Ils maîtrisent les principales méthodes de compensation des mesures et d'estimation des paramètres. Ils appliquen
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
MGT-581: Introduction to econometricsThe course provides an introduction to econometrics for economics and financial applications. The objective is to learn how to make valid (i.e., causal) inference from economic and social data.
MATH-431: Theory of stochastic calculusIntroduction to the mathematical theory of stochastic calculus: construction of stochastic Ito integral, proof of Ito formula, introduction to stochastic differential equations, Girsanov theorem and F