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
AR-211: StereotomyLa Stéréotomie est l'art de concevoir et fabriquer des volumes complexes en pierre et des assemblages en bois.
Ce cours propose une réinterprétation de la Stéréotomie avec différents outils, une réfl
MATH-660: Numerical methods for data assimilationThis course will review modern techniques for parameter and state estimation in a Bayesian framework for models involving differential equations, with particular attention to the high dimensional sett
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
FIN-616: Financial Econometrics II (2020 -2024)This course has 3 parts
- We understand how to use moment based estimations to obtain the parameters for explicit or implicit models.
- We learn how to estimate latent parameters in a time series cont
MATH-131: Probability and statisticsLe cours présente les notions de base de la théorie des probabilités et de l'inférence statistique. L'accent est mis sur les concepts principaux ainsi que les méthodes les plus utilisées.
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
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
EE-714: Nonlinear signal modeling and predictionThe literature on nonlinear signal processing has exploded, and it becomes more and more difficult to identify the most useful approaches for specific contexts. This course presents promising developm
