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
PHYS-424: Plasma IIThis course completes the knowledge in plasma physics that students have acquired in the previous two courses, with a discussion of different applications, in the fields of magnetic confinement and co
MGT-424: Advanced data driven business analyticsThis course aims to provide graduate students a grounding in the methods, theory, mathematics and algorithms needed to apply machine learning techniques to in business analytics domain. The course cov
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-423: Financial machine learning projectsThe objective of this course is to acquire experience in financial machine learning by solving real-world problems. Different groups of students will work on different industry projects during the sem
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
FIN-406: MacrofinanceThis course provides students with a working knowledge of macroeconomic models that explicitly incorporate financial markets. The goal is to develop a broad and analytical framework for analyzing the
CS-233(a): Introduction to machine learning (BA3)Machine learning and data analysis are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analy