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-512: Optimization on manifoldsWe develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemann
MATH-476: Optimal transportThe first part is devoted to Monge and Kantorovitch problems, discussing the existence and the properties of the optimal plan. The second part introduces the Wasserstein distance on measures and devel
ME-443: Hydroacoustic for hydropower plantsIntroduction to pressure wave propagation phenomena in hydraulic circuits, water hammer calculations, transient behaviour of hydroelectric plants, 1D numerical simulation of the dynamic behaviour of F
ENV-418: River eco-morphologyLe cours traite les interactions entre l'hydraulique, le transport solide par charriage et l'espace cours d'eau à l'origine de la morphologie et de la richesse des habitats. La théorie de régime est p
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