PHYS-426: Quantum physics IVIntroduction to the path integral formulation of quantum mechanics. Derivation of the perturbation expansion of Green's functions in terms of Feynman diagrams. Several applications will be presented,
MATH-301: Ordinary differential equationsCe cours donne une introduction rigoureuse au principaux thèmes de la théorie des équations différentielles ordinaires (EDO). Les EDO sont fondamentales pour l'étude des systèmes dynamiques et des équ
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
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
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
FIN-417: Quantitative risk managementThis course is an introduction to quantitative risk management that covers standard statistical methods, multivariate risk factor models, non-linear dependence structures (copula models), as well as p
EE-205: Signals and systems (for EL)Ce cours pose les bases d'un concept essentiel en ingénierie : la notion de système. Plus spécifiquement, le cours présente la théorie des systèmes linéaires invariants dans le temps (SLIT), qui sont