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
PHYS-338: Statistical physicsCe cours introduit les principes fondamentaux de la physique statistique, l'une des théories les plus fondamentales de la physique moderne.
CS-401: Applied data analysisThis course teaches the basic techniques, methodologies, and practical skills required to draw meaningful insights from a variety of data, with the help of the most acclaimed software tools in the dat
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-600: Optimization and simulationMaster state-of-the art methods in optimization with heuristics and simulation.
Work involves:
- reading the material beforehand
- class hours to discuss the material and solve problems
- homework
