FIN-415: Probability and stochastic calculusThis course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applicatio
PHYS-512: Statistical physics of computationThe students understand tools from the statistical physics of disordered systems, and apply them to study computational and statistical problems in graph theory, discrete optimisation, inference and m
MATH-442: Statistical theory-This course gives a mostly rigourous treatment of some statistical methods outside the context of standard likelihood theory.
MICRO-311(a): Signals and systems II (for MT)Ce cours aborde la théorie des systèmes linéaires discrets invariants par décalage (LID). Leurs propriétés et caractéristiques fondamentales y sont discutées, ainsi que les outils fondamentaux permett
MICRO-311(b): Signals and systems II (for SV)Ce cours aborde la théorie des systèmes linéaires discrets invariants par décalage (LID). Leurs propriétés et caractéristiques fondamentales y sont discutées, ainsi que les outils fondamentaux permett
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
