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-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
ENV-542: Advanced satellite positioningAll fundamental principles behind modern satellite positioning to acquire, track and evaluate direct and indirect satellite signals and process them in relation to example applications: Earth monito
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
MATH-655: Advanced methods for causal inferenceThis course covers recent methodology for causal inference in settings with time-varying exposures (longitudinal data) and causally connected units (interference). We will consider theory for identifi
EE-550: Image and video processingThis course covers fundamental notions in image and video processing, as well as covers most popular tools used, such as edge detection, motion estimation, segmentation, and compression. It is compose
FIN-609: Asset Pricing (2011 - 2024)This course provides an overview of the theory of asset pricing and portfolio choice theory following historical developments in the field and putting
emphasis on theoretical models that help our unde
FIN-604: Financial Econometrics IWe provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and
for corporate finance.
