CS-439: Optimization for machine learningThis course teaches an overview of modern optimization methods, for applications in machine learning and data science. In particular, scalability of algorithms to large datasets will be discussed in t
FIN-404: DerivativesThis course provides a detailed presentation of the standard models for the valuation and hedging of derivatives products such as European options, American options, forward contracts, futures contrac
MATH-486: Statistical mechanics and Gibbs measuresThis course provides a rigorous introduction to the ideas, methods and results of classical statistical mechanics, with an emphasis on presenting the central tools for the probabilistic description of
MATH-417: Number theory II.b - selected topicsThis year's topic is "Additive combinatorics and applications." We will introduce various methods from additive combinatorics, establish the sum-product theorem over finite fields and derive various a
PHYS-338: Statistical physicsCe cours introduit les principes fondamentaux de la physique statistique, l'une des théories les plus fondamentales de la physique moderne.
MATH-317: Algebra V - Galois theoryGalois theory lies at the interface of Field Theory and Group Theory. It aims to describe the algebraic symmetries of fields. We will focus on Galois theory for finite field extensions and some applic