The course establishes the concepts of statistical analysis, probability theory, and data analysis. This includes standard statistical tests, correlation analysis and experimental design. It introduces computational statistical methods to analyse large dat ...
Théorie de l'estimation: estimateurs du maximum de vraisemblance, information de Fisher, inégalité de Cramer-Rao, intervalles de confiance.Tests d'hypothèses: cadre de Neyman-Pearson: test du rapport de vraisemblance, tests paramétriques et non-parmétriq ...
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 ...
Le cours présente les notions de base de la théorie des probabilités et de l'inférence statistique. L'accent est mis sur les concepts principaux ainsi que les méthodes les plus utilisées. ...
This course covers topics in applied biostatistics, with an emphasis on practical aspects of data analysis using R statistical software. Topics include types of studies and their design and analysis, high dimensional data analysis (genetic/genomic) and oth ...
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 ...
This course teaches the basic techniques, methodologies, and practical skills required to draw meaningful insights from a variety of data, with the help of the most acclaimed software tools in the data science world (pandas, scikit-learn, Spark, etc.) ...