FIN-474: Advanced risk management topicsThe students learn different financial risk measures and their risk theoretical properties. They learn how to design and implement risk engines, with model estimation, forecast, reporting and validati
EE-311: Fundamentals of machine learningCe cours présente une vue générale des techniques d'apprentissage automatique, passant en revue les algorithmes, le formalisme théorique et les protocoles expérimentaux.
ME-390: Foundations of artificial intelligenceThis course provides the students with 1) a set of theoretical concepts to understand the machine learning approach; and 2) a subset of the tools to use this approach for problems arising in mechanica
ME-421: System identificationIdentification of discrete-time linear models using experimental data is studied. The correlation method and spectral analysis are used to identify nonparametric models and the subspace and prediction
EE-411: Fundamentals of inference and learningThis is an introductory course in the theory of statistics, inference, and machine learning, with an emphasis on theoretical understanding & practical exercises. The course will combine, and alternat
MATH-341: Linear modelsRegression modelling is a fundamental tool of statistics, because it describes how the law of a random variable of interest may depend on other variables. This course aims to familiarize students with
