PHYS-467: Machine learning for physicistsMachine learning and data analysis are becoming increasingly central in sciences including physics. In this course, fundamental principles and methods of machine learning will be introduced and practi
EE-411: Fundamentals of inference and learningThis is an introductory course in the theory of statistics, inference, and machine learning, with an emphasis on theoretical understanding & practical exercises. The course will combine, and alternat
MATH-562: Statistical inferenceInference from the particular to the general based on probability models is central to the statistical method. This course gives a graduate-level account of the main ideas of statistical inference.
COM-406: Foundations of Data ScienceWe discuss a set of topics that are important for the understanding of modern data science but that are typically not taught in an introductory ML course. In particular we discuss fundamental ideas an
EE-607: Advanced Methods for Model IdentificationThis course introduces the principles of model identification for non-linear dynamic systems, and provides a set of possible solution methods that are thoroughly characterized in terms of modelling as
FIN-618: Financial Econometrics IIThe course aims to give students the tools to write academic papers and is divided into two parts. The first part covers microeconometric methods including panel data, IVs, difference-in-differences,
FIN-417: Quantitative risk managementThis course is an introduction to quantitative risk management that covers standard statistical methods, multivariate risk factor models, non-linear dependence structures (copula models), as well as p
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
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-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-714: Nonlinear signal modeling and predictionThe literature on nonlinear signal processing has exploded, and it becomes more and more difficult to identify the most useful approaches for specific contexts. This course presents promising developm
