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 ...
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 ...
A first graduate course in algorithms, this course assumes minimal background, but moves rapidly. The objective is to learn the main techniques of algorithm analysis and design, while building a repertory of basic algorithmic solutions to problems in many ...
Building up on the basic concepts of sampling, filtering and Fourier transforms, we address stochastic modeling, spectral analysis, estimation and prediction, classification, and adaptive filtering, with an application oriented approach and hands-on numeri ...
The course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications. ...
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 ...
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, ...