MATH-444: Multivariate statisticsMultivariate statistics focusses on inferring the joint distributional properties of several random variables, seen as random vectors, with a main focus on uncovering their underlying dependence struc
FIN-474: Advanced risk management topicsThe students learn different financial risk measures and their risk theoretical properties. They learn how to design and implement risk engines, with model estimation, forecast, reporting and validati
ME-390: Foundations of artificial intelligenceThis course provides the students with 1) a set of theoretical concepts to understand the machine learning approach; and 2) a subset of the tools to use this approach for problems arising in mechanica
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