MATH-240: StatisticsCe cours donne une introduction au traitement mathématique de la théorie de l'inférence statistique en utilisant la notion de vraisemblance comme un thème central.
COM-417: Advanced probability and applicationsIn this course, various aspects of probability theory are considered. The first part is devoted to the main theorems in the field (law of large numbers, central limit theorem, concentration inequaliti
EE-411: Fundamentals of inference and learningThis is an introductory course in the theory of statistics, inference, and machine learning, with an emphasis on theoretical understanding & practical exercises. The course will combine, and alternat
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
MATH-432: Probability theoryThe course is based on Durrett's text book
Probability: Theory and Examples.
It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals.
PHYS-423: Plasma IFollowing an introduction of the main plasma properties, the fundamental concepts of the fluid and kinetic theory of plasmas are introduced. Applications concerning laboratory, space, and astrophysica
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-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications.
