PHYS-435: Statistical physics IIIThis course introduces statistical field theory, and uses concepts related to phase transitions to discuss a variety of complex systems (random walks and polymers, disordered systems, combinatorial o
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
MGT-502: Data science and machine learningHands-on introduction to data science and machine learning. We explore recommender systems, generative AI, chatbots, graphs, as well as regression, classification, clustering, dimensionality reduction
CS-471: Advanced multiprocessor architectureMultiprocessors are basic building blocks for all computer systems. This course covers the architecture and organization of modern multiprocessors, prevalent accelerators (e.g., GPU, TPU), and datacen
MATH-230: ProbabilityLe cours est une introduction à la théorie des probabilités. Le but sera d'introduire le formalisme moderne (basé sur la notion de mesure), de lier celui-ci à l'aspect "intuitif" des probabilités mais
ME-465: Advanced heat transferThe course will deepen the fundamentals of heat transfer. Particular focus will be put on radiative and convective heat transfer, and computational approaches to solve complex, coupled heat transfer p
MATH-332: Markov chainsThe course follows the text of Norris and the polycopie (which will be distributed chapter by chapter).
MATH-207(c): Analysis IV (for EL, GM, MX)This course serves as an introduction to the theory of complex analysis, Fourier series and Fourier transforms, the Laplace transform, with applications to the theory of ordinary and partial different