ME-419: Production managementProduction management deals with producing goods sustainably at the right time, quantity, and quality with the minimum cost. This course equips students with practical skills and tools for effectively managing demand, supply, and implementing advanced anal ...
EE-512: Applied biomedical signal processingThe goal of this course is twofold: (1) to introduce physiological basis, signal acquisition solutions (sensors) and state-of-the-art signal processing techniques, and (2) to propose concrete examples of applications for vital sign monitoring and diagnosis ...
FIN-407: Machine learning in financeThis course aims to give an introduction to the application of machine learning to finance, focusing on the problems of portfolio optimization, return prediction, and textual analysis. A particular focus will be on deep learning and the practical details o ...
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 ...
BIO-369: Randomness and information in biological dataBiology is becoming more and more a data science, as illustrated by the explosion of available genome sequences. This course aims to show how we can make sense of such data and harness it in order to understand biological processes in a quantitative way. ...
MICRO-311(a): Signaux et systèmes II (pour MT)Ce cours aborde la théorie des systèmes linéaires discrets invariants par décalage (LID). Leurs propriétés et caractéristiques fondamentales y sont discutées, ainsi que les outils fondamentaux permettant de les étudier (transformée de Fourier et transformé ...
MGT-426: Logistique et analyse de la demandeLa logistique, fonction transversale par excellence, intègre toutes les dimensions des processus industriels à ajout de valeur, de l'approvisionnement à la distribution aux clients et au-delà en intégrant le développement durable. Un focus particulier sera ...
MICRO-310(a): Signaux et systèmes I (pour MT)Présentation des concepts et des outils de base pour la caractérisation des signaux ainsi que pour l'analyse et la synthèse des systèmes linéaires (filtres ou canaux de transmission). Application de ces techniques au traitement du signal et aux télécommuni ...
FIN-525: Financial big dataThe course introduces modern methods to acquire, clean, and analyze large quantities of financial data efficiently. The second part expands on how to apply these techniques and robust statistics to financial analysis, in particular to intraday data and inv ...
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications. ...
EE-607: Advanced Methods for Model IdentificationThis 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. ...
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 ...
EE-714: Nonlinear signal modeling and predictionThe literature on nonlinear signal processing has exploded, and it becomes more and more difficult to identify the most useful approaches for specific contexts. This course presents promising developments for the practical application of nonlinear signal m ...
EE-605: Statistical Sequence ProcessingThis course discusses advanced methods extensively used for the processing, prediction, and classification of temporal (multi-dimensional and multi-channel) sequences. In this context, it also describes key links between signal processing, linear algebra, ...