FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
FIN-407: Machine learning in financeThis course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization and hedging, as well as textual analysis. A particular fo
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
MGT-416: Causal inferenceStudents will learn the core concepts and techniques of network analysis with emphasis on causal inference. Theory and
application will be balanced, with students working directly with network data th
PHYS-231: Data analysis for PhysicsCe cours présentera les bases de l'analyse des données et de l'apprentissage à partir des données, l'estimation des erreurs et la stochasticité en physique. Les concepts seront introduits théoriquemen
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 s
MATH-413: Statistics for data scienceStatistics lies at the foundation of data science, providing a unifying theoretical and methodological backbone for the diverse tasks enountered in this emerging field. This course rigorously develops
MATH-614: Foundations of causal inferenceThis seminar will provide a survey of the canonical literature in causal inference. At the end of this course, students will gain a broad understanding of the most important methodological concepts an