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-562: Statistical inferenceInference from the particular to the general based on probability models is central to the statistical method. This course gives a graduate-level account of the main ideas of statistical inference.
MGT-418: Convex optimizationThis course introduces the theory and application of modern convex optimization from an engineering perspective.
PHYS-231: Data analysis for PhysicsCe cours présentera les bases de l'analyse des données et de l'apprentissage à partir des données, l'estimation des erreurs et la stochasticité en physique. Les concepts seront introduits théoriquemen
MATH-463: Mathematical modelling of behaviorDiscrete choice models allow for the analysis and prediction of individuals' choice behavior. The objective of the course is to introduce both methodological and applied aspects, in the field of marke
PHYS-512: Statistical physics of computationThe students understand tools from the statistical physics of disordered systems, and apply them to study computational and statistical problems in graph theory, discrete optimisation, inference and m
