MATH-431: Theory of stochastic calculusIntroduction to the mathematical theory of stochastic calculus: construction of stochastic Ito integral, proof of Ito formula, introduction to stochastic differential equations, Girsanov theorem and F
MATH-442: Statistical theory-This course gives a mostly rigourous treatment of some statistical methods outside the context of standard likelihood theory.
ME-422: Multivariable controlThis course covers methods for the analysis and control of systems with multiple inputs and outputs, which are ubiquitous in modern technology and industry. Special emphasis will be placed on discrete
FIN-525: Financial big dataThe course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to fi
MATH-381: Mathematical logicBranche des mathématiques en lien avec le fondement des mathématiques et l'informatique théorique. Le cours est centré sur la logique du 1er ordre et l'articulation entre syntaxe et sémantique.
ENG-366: Signals, instruments and systemsThe goal of this course is to transmit knowledge in sensing, computing, communicating, and actuating for programmable
field instruments and, more generally, embedded systems. The student will be able
MATH-436: Homotopical algebraThis course will provide an introduction to model category theory, which is an abstract framework for generalizing homotopy theory beyond topological spaces and continuous maps. We will study numerous
ME-371: Discretization methods in fluidsCe cours présente une introduction aux méthodes d'approximation utilisées pour la simulation numérique en mécanique des fluides.
Les concepts fondamentaux sont présentés dans le cadre de la méthode d
