This 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. ...
This class is an introduction to Machine Learning and High Dimensional Statistics in Finance. We start with purely empirical approach, focusing first on high dimensional regressions then moving to kernel methods and deep learning, and then study equilibriu ...
Introduction to time-variable astrophysical objects and processes, from Space Weather to stars, black holes, and galaxies. Introduction to time-series analysis, instrumentation targeting variability, and the importance of the time domain for astronomy, cos ...
This 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 ...
Digital ENAC aims to provide students with the ability to apply the principles of coding to the practical life of designers and engineers. We will not focus on a specific coding language, but will ext