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
MSE-421: Statistical mechanicsThis course presents an introduction to statistical mechanics geared towards materials scientists. The concepts of macroscopic thermodynamics will be related to a microscopic picture and a statistical
MATH-665: Functional Data AnalysisA rigorous introduction to the statistical analysis of random functions and associated random operators. Viewing random functions either as random Hilbert vectors or as stochastic processes, we will s
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
FIN-604: Financial Econometrics IWe provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and
for corporate finance.
