Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Concept

Autoregressive integrated moving average

Cours associés (8)

MATH-342: Time series

A first course in statistical time series analysis and applications. ...

ME-419: Production management

Production 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 processing

The 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 finance

This 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 ...

FIN-403: Econometrics

The course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications. ...

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 prediction

The 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 Processing

This 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, ...