MATH-496: Computational linear algebraThis is an introductory course to the concentration of measure phenomenon - random functions that depend on many random variables tend to be often close to constant functions.
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
MATH-562: Statistical inferenceInference from the particular to the general based on probability models is central to the statistical method. This course gives a graduate-level account of the main ideas of statistical inference.
MATH-487: Topics in stochastic analysisThis course offers an introduction to topics in stochastic analysis, oriented about theory of multi-scale stochastic dynamics. We shall learn the fundamental ideas, relevant techniques, and in general
MATH-230: ProbabilityLe cours est une introduction à la théorie des probabilités. Le but sera d'introduire le formalisme moderne (basé sur la notion de mesure), de lier celui-ci à l'aspect "intuitif" des probabilités mais