MGT-499: Statistics and data scienceThis class provides a hands-on introduction to statistics and data science, with a focus on causal inference, applications to sustainability issues using Python, and dissemination of scientific result
FIN-525: Financial big dataThe course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to fi
MATH-341: Linear modelsRegression modelling is a fundamental tool of statistics, because it describes how the law of a random variable of interest may depend on other variables. This course aims to familiarize students with
CS-233: Introduction to machine learningMachine learning and data analysis are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analy
COM-406: Foundations of Data ScienceWe discuss a set of topics that are important for the understanding of modern data science but that are typically not taught in an introductory ML course. In particular we discuss fundamental ideas an
MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective.
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