PHYS-442: Modeling and design of experimentsIn the academic or industrial world, to optimize a system, it is necessary to establish strategies for the experimental approach. The DOE allows you to choose the best set of measurement points to min
CS-423: Distributed information systemsThis course introduces the foundations of information retrieval, data mining and knowledge bases, which constitute the foundations of today's Web-based distributed information systems.
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
FIN-407: Machine learning in financeThis course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization and hedging, as well as textual analysis. A particular fo
MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective.
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