EE-726: Sparse stochastic processesWe cover the theory and applications of sparse stochastic processes (SSP). SSP are solutions of differential equations driven by non-Gaussian innovations. They admit a parsimonious representation in a
ME-201: Continuum mechanicsContinuum conservation laws (e.g. mass, momentum and energy) will be introduced. Mathematical tools, including basic algebra and calculus of vectors and Cartesian tensors will be taught. Stress and de
PHYS-332: Computational physics IIIThis course teaches the students practical skills needed for solving modern physics problems by means of computation. A number of examples illustrate the utility of numerical computations in various d
COM-303: Signal processing for communicationsStudents learn digital signal processing theory, including discrete time, Fourier analysis, filter design, adaptive filtering, sampling, interpolation and quantization; they are introduced to image pr
FIN-406: MacrofinanceThis course provides students with a working knowledge of macroeconomic models that explicitly incorporate financial markets. The goal is to develop a broad and analytical framework for analyzing the
FIN-609: Asset Pricing (2011 - 2024)This course provides an overview of the theory of asset pricing and portfolio choice theory following historical developments in the field and putting
emphasis on theoretical models that help our unde
EE-550: Image and video processingThis course covers fundamental notions in image and video processing, as well as covers most popular tools used, such as edge detection, motion estimation, segmentation, and compression. It is compose
EE-470: Power systems dynamicsThis course focuses on the dynamic behavior of a power system. It presents the basic definitions, concepts and models for angular stability analysis with reference to transient stability, steady state