MATH-434: Lattice modelsLattice models consist of (typically random) objects living on a periodic graph. We will study some models that are mathematically interesting and representative of physical phenomena seen in the real
MICRO-390: Light, liquids and interfacesThis course provides an overview of relevant interactions in liquids, combining thermodynamics, statistical physics and pair potetnials. Water and aqueos systm,es will be considered in detail. Optical
MATH-602: Inference on graphsThe class covers topics related to statistical inference and algorithms on graphs: basic random graphs concepts, thresholds, subgraph containment (planted clique), connectivity, broadcasting on trees,
FIN-404: DerivativesThis course provides a detailed presentation of the standard models for the valuation and hedging of derivatives products such as European options, American options, forward contracts, futures contrac
FIN-415: Probability and stochastic calculusThis course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applicatio
CS-330: Artificial intelligenceIntroduction aux techniques de l'Intelligence Artificielle, complémentée par des exercices de programmation qui montrent les algorithmes et des exemples de leur application à des problèmes pratiques.
MATH-332: Markov chainsThe course follows the text of Norris and the polycopie (which will be distributed chapter by chapter).