COM-417: Advanced probability and applicationsIn this course, various aspects of probability theory are considered. The first part is devoted to the main theorems in the field (law of large numbers, central limit theorem, concentration inequaliti
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
FIN-609: Asset Pricing (2011 - 2024)This course provides an overview of the theory of asset pricing and portfolio choice theory following historical developments in the field and putting
emphasis on theoretical models that help our unde
MATH-432: Probability theoryThe course is based on Durrett's text book
Probability: Theory and Examples.
It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals.
ME-221: Dynamical systemsProvides the students with basic notions and tools for the analysis of dynamic systems. Shows them how to develop mathematical models of dynamic systems and perform analysis in time and frequency doma
EE-548: Audio engineeringThis lecture is oriented towards the study of audio engineering, room acoustics, sound propagation, and sound radiation from sources and acoustic antennas. The learning outcomes will be the techniques