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-476: Optimal transportThe first part is devoted to Monge and Kantorovitch problems, discussing the existence and the properties of the optimal plan. The second part introduces the Wasserstein distance on measures and devel
PHYS-432: Quantum field theory IIThe goal of the course is to introduce relativistic quantum field theory as the conceptual and mathematical framework describing fundamental interactions such as Quantum Electrodynamics.
MATH-512: Optimization on manifoldsWe develop, analyze and implement numerical algorithms to solve optimization problems of the form min f(x) where x is a point on a smooth manifold. To this end, we first study differential and Riemann
CS-526: Learning theoryMachine learning and data analysis are becoming increasingly central in many sciences and applications. This course concentrates on the theoretical underpinnings of machine learning.
ME-373: Finite element modelling and simulationL'objectif de ce cours est d'apprendre à réaliser de manière rigoureuse et critique des analyses par éléments finis de problèmes concrets en mécanique des solides à l'aide d'un logiciel CAE moderne.