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-444: Multivariate statisticsMultivariate statistics focusses on inferring the joint distributional properties of several random variables, seen as random vectors, with a main focus on uncovering their underlying dependence struc
MGT-301: Foundations in financial economicsThe aim of this course is to expose EPFL bachelor students to some of the main areas in financial economics. The course will be organized around six themes. Students will obtain both practical insight
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
ENG-267: Estimation methodsLes étudiants traitent des observations entachées d'incertitude de manière rigoureuse. Ils maîtrisent les principales méthodes de compensation des mesures et d'estimation des paramètres. Ils appliquen
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
EE-566: Adaptation and learningIn this course, students learn to design and master algorithms and core concepts related to inference and learning from data and the foundations of adaptation and learning theories with applications.
DH-406: Machine learning for DHThis course aims to introduce the basic principles of machine learning in the context of the digital humanities. We will cover both supervised and unsupervised learning techniques, and study and imple
MATH-403: Randomized matrix computationsThis course is concerned with randomized algorithms that have been developed during the last decade to solve large-scale linear algebra problems from, for example, scientific computing and statistica
FIN-609: Asset Pricing (2011 - 2024)This course provides an overview of the theory of asset pricing and portfolio choice theory following historical developments in the field and putting
emphasis on theoretical models that help our unde
MATH-425: Spatial statisticsIn this course we will focus on stochastic approaches for modelling phenomena taking place in multivariate spaces. Our main focus will be on random field models and on statistical methods for model-ba
