MATH-414: Stochastic simulationThe student who follows this course will get acquainted with computational tools used to analyze systems with uncertainty arising in engineering, physics, chemistry, and economics. Focus will be on s
MATH-600: Optimization and simulationMaster state-of-the art methods in optimization with heuristics and simulation.
Work involves:
- reading the material beforehand
- class hours to discuss the material and solve problems
- homework
ENG-267: Estimation methodsLes étudiants traitent des observations entachées d'incertitude de manière rigoureuse. Ils maîtrisent les principales méthodes de compensation des mesures et d'estimation des paramètres. Ils appliquen
MATH-522: Empirical processesFrom prototypical examples of estimators used by statisticians, to more complex nonparametric models, methods and theorems will be taught to study their (non)asymptotic behavior, when defined as mappi
FIN-420: Financial intermediationThis course provides a theoretical and practical overview of what financial institutions do, how they manage their risks, and how they are regulated. The course also discusses the causes and effects o
MATH-413: Statistics for data scienceStatistics lies at the foundation of data science, providing a unifying theoretical and methodological backbone for the diverse tasks enountered in this emerging field. This course rigorously develops
MSE-421: Statistical mechanicsThis course presents an introduction to statistical mechanics geared towards materials scientists. The concepts of macroscopic thermodynamics will be related to a microscopic picture and a statistical
