MATH-442: Statistical theory-This course gives a mostly rigourous treatment of some statistical methods outside the context of standard likelihood theory.
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
MGT-499: Statistics and data scienceThis class provides a hands-on introduction to statistics and data science, with a focus on causal inference, applications to sustainability issues using Python, and dissemination of scientific result
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
COM-417: Advanced probability and applicationsIn this course, various aspects of probability theory are considered. The first part is devoted to the main theorems in the field (law of large numbers, central limit theorem, concentration inequaliti
MATH-330: Martingales and Brownian motionIntroduction to the theory of discrete-time martingales including, in particular, the convergence and stopping time theorems. Application to branching processes. Introduction to Brownian motion and st
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
MATH-444: Multivariate statisticsMultivariate statistics focusses on inferring the joint distributional properties of several random variables, seen as random vectors, with a main focus on uncovering their underlying dependence struc
