FIN-616: Financial Econometrics II (2020 -2024)This course has 3 parts
- We understand how to use moment based estimations to obtain the parameters for explicit or implicit models.
- We learn how to estimate latent parameters in a time series cont
PHYS-467: Machine learning for physicistsMachine learning and data analysis are becoming increasingly central in sciences including physics. In this course, fundamental principles and methods of machine learning will be introduced and practi
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
EE-566: Adaptation and learningIn this course, students learn to design and master algorithms and core concepts related to inference and learning from data and the foundations of adaptation and learning theories with applications.
MATH-413: Statistics for data scienceStatistics lies at the foundation of data science, providing a unifying theoretical and methodological backbone for the diverse tasks enountered in this emerging field. This course rigorously develops
EE-411: Fundamentals of inference and learningThis is an introductory course in the theory of statistics, inference, and machine learning, with an emphasis on theoretical understanding & practical exercises. The course will combine, and alternat
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
