Concept
Estimation of covariance matrices
Related courses (29)
FIN-405: Investments
The course covers a wide range of topics in investment analysis
ME-390: Foundations of artificial intelligence
This 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
MGT-301: Foundations in financial economics
The aim of this course is to expose EPFL bachelor students to some of the main areas in financial economics. The course will be organized around six themes. Students will obtain both practical insight
MGT-448: Statistical inference and machine learning
This course aims to provide graduate students a thorough grounding in the methods, theory, mathematics and algorithms needed to do research and applications in machine learning. The course covers topi
FIN-609: Asset Pricing (2011 - 2024)
This course provides an overview of the theory of asset pricing and portfolio choice theory following historical developments in the field and putting
emphasis on theoretical models that help our unde
MATH-442: Statistical theory
-This course gives a mostly rigourous treatment of some statistical methods outside the context of standard likelihood theory.
CS-233(a): Introduction to machine learning (BA3)
Machine learning and data analysis are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analy
MATH-685: Learning Theory of Nonparametric Regression
This course is intended to give a brief overview of how to prove consistency results in nonparametric regression. In particular, we will focus on least-square regression estimators. Some connections t
MATH-425: Spatial statistics
In this course we will focus on stochastic approaches for modelling phenomena taking place in multivariate spaces. Our main focus will be on random field models and on statistical methods for model-ba