MGT-581: Introduction to econometricsThe course provides an introduction to econometrics for economics and financial applications. The objective is to learn how to make valid (i.e., causal) inference from economic and social data.
MATH-665: Functional Data AnalysisA rigorous introduction to the statistical analysis of random functions and associated random operators. Viewing random functions either as random Hilbert vectors or as stochastic processes, we will s
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
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
EE-536: Physical models for micro and nanosystemsStudents will learn simple theoretical models, the theoretical background of finite element modeling as well as its application to modeling charge, mass and heat transport in electronic, fluidic and e
MATH-336: Randomization and causationThis course covers formal frameworks for causal inference. We focus on experimental designs, definitions of causal models, interpretation of causal parameters and estimation of causal effects.
MATH-202(c): Analysis IIIThe course studies the fundamental concepts of vector analysis and Fourier-Laplace analysis with a view to their use in solving multidisciplinary problems in scientific engineering.
MGT-499: Statistics and data scienceThis class provides a hands-on introduction to statistics and data science, with a focus on causal inference, applications to sustainability issues using Python, and dissemination of scientific result
COM-308: Internet analyticsInternet analytics is the collection, modeling, and analysis of user data in large-scale online services, such as social networking, e-commerce, search, and advertisement. This class explores a number
