MATH-251(a): Numerical analysisThis course presents numerical methods for the solution of mathematical problems such as systems of linear and non-linear equations, functions approximation, integration and differentiation, and diffe
COM-502: Dynamical system theory for engineersLinear and nonlinear dynamical systems are found in all fields of science and engineering. After a short review of linear system theory, the class will explain and develop the main tools for the quali
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
EE-559: Deep learningThis course explores how to design reliable discriminative and generative neural networks, the ethics of data acquisition and model deployment, as well as modern multi-modal models.
MATH-494: Topics in arithmetic geometryP-adic numbers are a number theoretic analogue of the real numbers, which interpolate between arithmetics, analysis and geometry. In this course we study their basic properties and give various applic
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-407: Machine learning in financeThis course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization and hedging, as well as textual analysis. A particular fo
