COM-502: Dynamical system theory for engineersLinear and nonlinear dynamical systems are found in all fields of science and engineering. After a short review of linear system theory, the class will explain and develop the main tools for the quali
DH-406: Machine learning for DHThis course aims to introduce the basic principles of machine learning in the context of the digital humanities. We will cover both supervised and unsupervised learning techniques, and study and imple
FIN-404: DerivativesThis course provides a detailed presentation of the standard models for the valuation and hedging of derivatives products such as European options, American options, forward contracts, futures contrac
MATH-470: Martingales in financial mathematicsThe aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical ideas that are used in modern financial mat
COM-303: Signal processing for communicationsStudents learn digital signal processing theory, including discrete time, Fourier analysis, filter design, adaptive filtering, sampling, interpolation and quantization; they are introduced to image pr
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
MICRO-310(a): Signals and systems I (for MT)Présentation des concepts et des outils de base pour la caractérisation des signaux ainsi que pour l'analyse et la synthèse des systèmes linéaires (filtres ou canaux de transmission). Application de c
MICRO-310(b): Signals and systems I (for SV)Présentation des concepts et des outils de base pour l'analyse et la caractérisation des signaux, la conception de systèmes de traitement et la modélisation linéaire de systèmes pour les étudiants en
ME-422: Multivariable controlThis course covers methods for the analysis and control of systems with multiple inputs and outputs, which are ubiquitous in modern technology and industry. Special emphasis will be placed on discrete