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. ...
ME-421: System identificationIdentification of discrete-time linear models using experimental data is studied. The correlation method and spectral analysis are used to identify nonparametric models and the subspace and prediction error methods to estimate the plant and noise model par ...
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 ...
CS-401: Applied data analysisThis course teaches the basic techniques, methodologies, and practical skills required to draw meaningful insights from a variety of data, with the help of the most acclaimed software tools in the data science world (pandas, scikit-learn, Spark, etc.) ...
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 ...
MATH-336: Randomization and causationThis course covers formal frameworks for causal inference. We focus on experimental designs, definitions of causal models, interpretation of causal parameters and estimation of causal effects. ...
EE-348: ElectroacousticsCe cours a pour objectif de former les étudiants de section Génie Electrique et Electronique à la conception de systèmes acoustiques, à l'aide d'un formalisme basé sur l'électrotechnique. A la fin du semestre, les étudiants seront capables de dimensionner, ...
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 ...
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications. ...
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 context with the Kalman filter.
- Machine learning tools bel ...
MATH-655: Advanced methods for causal inferenceThis course covers recent methodology for causal inference in settings with time-varying exposures (longitudinal data) and causally connected units (interference). We will consider theory for identification and estimation of effects, illustrated by real-li ...
