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-403: Randomized matrix computationsThis course is concerned with randomized algorithms that have been developed during the last decade to solve large-scale linear algebra problems from, for example, scientific computing and statistica
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
MATH-519: Topics in high-dimensional probabilityThis is a theoretical course about probability in high dimensions. We will look at some mathematical phenomena appearing as the number of random variables grows large - e.g. concentration of measure o
PHYS-454: Quantum optics and quantum informationThis lecture describes advanced concepts and applications of quantum optics. It emphasizes the connection with ongoing research, and with the fast growing field of quantum technologies. The topics cov
