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
ME-421: System identificationIdentification of discrete-time linear models using experimental data is studied. The correlation method and spectral analysis are used to identify nonparametric models and the subspace and prediction
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
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
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
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
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
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
EE-605: Statistical Sequence ProcessingThis course discusses advanced methods extensively used for the processing, prediction, and classification of temporal (multi-dimensional and multi-channel) sequences. In this context, it also describ
