MATH-403: Randomized matrix computationsThis course is concerned with randomized algorithms that have been developed during the last decade to solve large-scale linear algebra problems from, for example, scientific computing and statistica
PHYS-424: Plasma IIThis course completes the knowledge in plasma physics that students have acquired in the previous two courses, with a discussion of different applications, in the fields of magnetic confinement and co
MGT-424: Advanced data driven business analyticsThis course aims to provide graduate students a grounding in the methods, theory, mathematics and algorithms needed to apply machine learning techniques to in business analytics domain. The course cov
EE-607: Advanced Methods for Model IdentificationThis course introduces the principles of model identification for non-linear dynamic systems, and provides a set of possible solution methods that are thoroughly characterized in terms of modelling as
FIN-423: Financial machine learning projectsThe objective of this course is to acquire experience in financial machine learning by solving real-world problems. Different groups of students will work on different industry projects during the sem
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