ENV-342: Geographic information system (GIS)Acquisition de concepts et compétences de base liées à la représentation numérique des données géographiques et à leur insertion dans des SIG. Apprentissage de processus d'analyse spatiale pour les in
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
ME-419: Production managementProduction management deals with producing goods sustainably at the right time, quantity, and quality with the minimum cost. This course equips students with practical skills and tools for effectively
EE-512: Applied biomedical signal processingThe goal of this course is twofold: (1) to introduce physiological basis, signal acquisition solutions (sensors) and state-of-the-art signal processing techniques, and (2) to propose concrete examples
MICRO-310(a): Signals and systems I (for MT)Présentation des concepts et des outils de base pour la caractérisation des signaux ainsi que pour l'analyse et la synthèse des systèmes linéaires (filtres ou canaux de transmission). Application de c
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-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-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
COM-300: Stochastic models in communicationL'objectif de ce cours est la maitrise des outils des processus stochastiques utiles pour un ingénieur travaillant dans les domaines des systèmes de communication, de la science des données et de l'i
MICRO-311(b): Signals and systems II (for SV)Ce cours aborde la théorie des systèmes linéaires discrets invariants par décalage (LID). Leurs propriétés et caractéristiques fondamentales y sont discutées, ainsi que les outils fondamentaux permett
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
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
