MATH-660: Numerical methods for data assimilationThis course will review modern techniques for parameter and state estimation in a Bayesian framework for models involving differential equations, with particular attention to the high dimensional sett
MATH-435: Bayesian ComputationThis course aims at giving a broad overview of Bayesian inference, highlighting how the basic Bayesian paradigm proceeds, and the various methods that can be used to deal with the computational issues
FIN-418: Machine learning for financeThis course is introduces machine learning techniques for financial applications in algorithmic trading, derivatives pricing, model calibration, hedging, and risk management. The course format is hand
