This 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 portfolio allocation and diversification.
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Discrete choice models are used extensively in many disciplines where it is important to predict human behavior at a disaggregate level. This course is a follow up of the online course “Introduction t
Machine 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
The 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
This course provides an overview of key advances in continuous optimization and statistical analysis for machine learning. We review recent learning formulations and models as well as their guarantees
Explore les mesures de risque cohérentes et l'approche spectrale de l'aversion du risque, couvrant VaR, ES, la subadditivité, la convexité et la création de nouvelles mesures de risque.
