Machine learning and data analysis are becoming increasingly central in sciences including physics. In this course, fundamental principles and methods of machine learning will be introduced and practised. ...
Introduction to pressure wave propagation phenomena in hydraulic circuits, water hammer calculations, transient behaviour of hydroelectric plants, 1D numerical simulation of the dynamic behaviour of Francis, Pelton and Kaplan turbines, and study of the sta ...
In this course we will introduce and study numerical integrators for stochastic differential equations. These numerical methods are important for many applications. ...
This course presents numerical methods to solve mathematical problems such as systems of linear and nonlinear equations, function approximation, integration and differentiation, and differential equations. ...
This 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. ...
This course gives an introduction to the modeling of interest rates and credit risk. Such models are used for the valuation of interest rate securities with and without credit risk, the management and hedging of bond portfolios and the valuation and usage ...
This course provides an overview of key advances in continuous optimization and statistical analysis for machine learning. We review recent learning formulations and models as well as their guarantees
Ce cours présente une introduction aux méthodes d'approximation utilisées pour la simulation numérique en mécanique des fluides.Les concepts fondamentaux sont présentés dans le cadre de la méthode des différences finies puis étendus à celles des éléments ...
Mettre en pratique les bases de la programmation vues au semestre précédent. Développer un logiciel structuré. Méthode de debug d'un logiciel. Introduction à la programmation scientifique. Introduction à l'instrumentation virtuelle. ...
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 ...