FIN-407: Machine learning in financeThis course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization and hedging, as well as textual analysis. A particular fo
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
FIN-474: Advanced risk management topicsThe students learn different financial risk measures and their risk theoretical properties. They learn how to design and implement risk engines, with model estimation, forecast, reporting and validati
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
PHYS-720: Quantum Chaos and Black HolesThis class will introduce quantum chaos and it's connection to black holes and quantum gravity. We will first review chaos in classical mechanics, before turning to semi-classical chaos and random mat
CS-233(a): Introduction to machine learning (BA3)Machine learning and data analysis are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analy
CS-233(b): Introduction to machine learning (BA4)Machine learning and data analysis are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analy
MATH-425: Spatial statisticsIn this course we will focus on stochastic approaches for modelling phenomena taking place in multivariate spaces. Our main focus will be on random field models and on statistical methods for model-ba