FIN-607: Empirical Asset PricingThis class is designed to give you an understanding of the basics of empirical asset pricing. This means that we will learn how to test asset pricing models and apply them mostly to stock markets. We
MATH-476: Optimal transportThe first part is devoted to Monge and Kantorovitch problems, discussing the existence and the properties of the optimal plan. The second part introduces the Wasserstein distance on measures and devel
CS-456: Deep reinforcement learningThis course provides an overview and introduces modern methods for reinforcement learning (RL.) The course starts with the fundamentals of RL, such as Q-learning, and delves into commonly used approac
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
CS-250: Algorithms IThe students learn the theory and practice of basic concepts and techniques in algorithms. The course covers mathematical induction, techniques for analyzing algorithms, elementary data structures, ma
ME-422: Multivariable controlThis course covers methods for the analysis and control of systems with multiple inputs and outputs, which are ubiquitous in modern technology and industry. Special emphasis will be placed on discrete
ME-326: Control systems and discrete-time controlCe cours inclut la modélisation et l'analyse de systèmes dynamiques, l'introduction des principes de base et l'analyse de systèmes en rétroaction, la synthèse de régulateurs dans le domain fréquentiel
