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
ME-419: Production managementProduction management deals with producing goods sustainably at the right time, quantity, and quality with the minimum cost. This course equips students with practical skills and tools for effectively
MATH-432: Probability theoryThe course is based on Durrett's text book
Probability: Theory and Examples.
It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals.
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
MSE-234: Mechanical behaviour of materialsCe cours est une introduction au comportement mécanique, à l'élaboration, à la structure et au cycle de vie des grandes classes de matériaux de structure (métaux, polymères, céramiques et composites)
ENG-410: Energy supply, economics and transitionThis course examines energy systems from various angles: available resources, how they can be combined or substituted, their private and social costs, whether they can meet the energy demand, and how
EE-607: Advanced Methods for Model IdentificationThis course introduces the principles of model identification for non-linear dynamic systems, and provides a set of possible solution methods that are thoroughly characterized in terms of modelling as
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
