PHYS-432: Quantum field theory IIThe goal of the course is to introduce relativistic quantum field theory as the conceptual and mathematical framework describing fundamental interactions such as Quantum Electrodynamics.
COM-406: Foundations of Data ScienceWe discuss a set of topics that are important for the understanding of modern data science but that are typically not taught in an introductory ML course. In particular we discuss fundamental ideas an
PHYS-757: Axiomatic Quantum Field TheoryPresentation of Wightman's axiomatic framework to QFT as well as to the necessary mathematical objects to their understanding (Hilbert analysis, distributions, group representations,...).
Proofs of
CS-401: Applied data analysisThis course teaches the basic techniques, methodologies, and practical skills required to draw meaningful insights from a variety of data, with the help of the most acclaimed software tools in the dat
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
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
MATH-404: Functional analysis IIWe introduce locally convex vector spaces. As an example we treat the space of test functions and the space of distributions. In the second part of the course, we discuss differential calculus in Bana
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
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