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
CS-411: Digital educationThis course addresses the relationship between specific technological features and the learners' cognitive processes. It also covers the methods and results of empirical studies: do student actually l
EE-611: Linear system theoryThe course covers control theory and design for linear time-invariant systems : (i) Mathematical descriptions of systems (ii) Multivariables realizations; (iii) Stability ; (iv) Controllability and Ob
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
MATH-341: Linear modelsRegression modelling is a fundamental tool of statistics, because it describes how the law of a random variable of interest may depend on other variables. This course aims to familiarize students with
CS-401: Applied data analysisThis course teaches the basic techniques, methodologies, and practical skills required to draw meaningful insights from a variety of data, with the help of the most acclaimed software tools in the dat
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
MATH-442: Statistical theory-This course gives a mostly rigourous treatment of some statistical methods outside the context of standard likelihood theory.
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
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
