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
MATH-602: Inference on graphsThe class covers topics related to statistical inference and algorithms on graphs: basic random graphs concepts, thresholds, subgraph containment (planted clique), connectivity, broadcasting on trees,
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.
EE-726: Sparse stochastic processesWe cover the theory and applications of sparse stochastic processes (SSP). SSP are solutions of differential equations driven by non-Gaussian innovations. They admit a parsimonious representation in a
FIN-474: Advanced risk management topicsThe students learn different financial risk measures and their risk theoretical properties. They learn how to design and implement risk engines, with model estimation, forecast, reporting and validati
BIO-604: ORPER summer schoolThis summer school will provide PhD students knowledge on the different practices that they can adopt from the beginning of their research journey onwards, to improve the quality, transparency, sharea
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
CS-233(a): Introduction to machine learning (BA3)Machine learning and data analysis are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analy
HUM-485: Data in context: Critical Data Studies ILe cours "Critical Data Studies" s'inscrit dans la nouvelle offre d'enseignements TILT qui propose de croiser des savoirs provenant des SHS et des sciences de l'ingénieur afin d'aborder des thématique