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
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
PENS-230: Digital ENAC: le codage en contexteDigital ENAC aims to provide students with the ability to apply the principles of coding to the practical life of designers and engineers. We will not focus on a specific coding language, but will ext
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
MATH-467: Probabilistic methods in combinatoricsThe 'probabilistic method' is a fundamental tool in combinatorics. The basic idea is as follows: to prove that an object (for example, graph) with certain properties exists, it suffices to prove that
PHYS-203: Computational physics IAborder, formuler et résoudre des problèmes de physique en utilisant des méthodes numériques simples. Comprendre les avantages et les limites de ces méthodes (stabilité, convergence). Illustrer différ
