Discrete choice models allow for the analysis and prediction of individuals' choice behavior. The objective of the course is to introduce both methodological and applied aspects, in the field of marketing, transportation, and finance. ...
Regression modelling is a fundamental tool of statistics, because it describes how the law of a random variable of interest may depend on other variables. This course aims to familiarize students with linear models and some of their extensions, which lie a ...
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 ...
Machine learning methods are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analyzed and practically implemented. ...
This 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 statistical learning. Emphasis will be placed on both, the develop ...
This course introduces the principles of model identification for non-linear dynamic systems, and provides a set of possible solution methods that are thoroughly characterized in terms of modelling assumptions and uncertainty levels. ...
We provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and
for corporate finance. ...
Machine learning and data analysis are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analyzed and practically implemented. ...
An overview course intended for scientists and engineers who need to use statistical methods as part of their research, who have already attended a course at the second-year EPFL undergraduate level, and need revision and deepening of their knowledge at a ...