MGT-581: Introduction to econometricsThe course provides an introduction to econometrics for economics and financial applications. The objective is to learn how to make valid (i.e., causal) inference from economic and social data. ...
FIN-525: Financial big dataThe course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to financial analysis, in particular to intraday data and inv ...
FIN-407: Machine learning in financeThis course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization, return prediction, and textual analysis. A particular focus will be on deep learning and the practical details o ...
FIN-404: DerivativesThis course provides a detailed presentation of the standard models for the valuation and hedging of derivatives products such as European options, American options, forward contracts, futures contract and exotic options. ...
FIN-618: Financial Econometrics IIThe course aims to give students the tools to write academic papers and is divided into two parts. The first part covers microeconometric methods including panel data, IVs, difference-in-differences, and regression discontinuity design. The second part cov ...
FIN-619: Financial Econometrics and Machine LearningThis course consists of three parts: an introduction to financial time series data characteristics and analysis, a discussion on econometrics techniques (eg, GARCH models, cointegration, extreme values, truncation), and an exploration of machine learning t ...
MGT-499: Data Science & Causal Inference for SustainabilityThis class explores key climate questions through data. Students will learn to collect, clean, and analyze data, apply causal methods using Python, and communicate insights clearly. With a focus on sustainability, the course builds skills to avoid pitfalls ...
FIN-607: Empirical Asset PricingThis class is designed to give you an understanding of the basics of empirical asset pricing. This means that we will learn how to test asset pricing models and apply them mostly to stock markets. We will see which theories fare well and which ones do not. ...
MATH-352: Causal thinkingThis course will give a unified presentation of modern methods for causal inference. We focus on concepts, and we will present examples and ideas from various scientific disciplines, including medicine, computer science, engineering, economics and epidemio ...
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications. ...
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. ...
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 semester. Lectures will discuss best practices and tools. ...
MGT-492: Data science and machine learning IThis class provides a hands-on introduction to data science and machine learning topics, exploring areas such as data acquisition and cleaning, regression, classification, clustering, neural networks, and visualization. The course consists of lectures and ...
