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 ...
EE-411: Fundamentals of inference and learningThis is an introductory course in the theory of statistics, inference, and machine learning, with an emphasis on theoretical understanding & practical exercises. The course will combine, and alternate, between mathematical theoretical foundations and prac ...
PHYS-432: Quantum field theory IIThe goal of the course is to introduce relativistic quantum field theory as the conceptual and mathematical framework describing fundamental interactions such as Quantum Electrodynamics. ...
MATH-442: Statistical theoryThis course gives a mostly rigourous treatment of some statistical methods outside the context of standard likelihood theory. ...
MATH-240: StatistiqueCe cours donne une introduction au traitement mathématique de la théorie de l'inférence statistique en utilisant la notion de vraisemblance comme un thème central. ...
EE-209: Eléments de statistiques pour les data sciencesThéorie 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 ...
MSE-639: Statistical methods in atomistic computer simulationsThe course gives an overview of atomistic simulation methods, combining theoretical lectures and hands-on sessions. It
covers the basics (molecular dynamics and monte carlo sampling) and also more advanced topics (accelerated sampling
of rare events, and n ...
COM-406: Foundations of Data ScienceWe discuss a set of topics that are important for the understanding of modern data science but that are typically not taught in an introductory ML course. In particular we discuss fundamental ideas and techniques that come from probability, information the ...
MGT-301: Foundations in financial economicsThe aim of this course is to expose EPFL bachelor students to some of the main areas in financial economics. The course will be organized around six themes. Students will obtain both practical insights through real-world examples and understand how one can ...
FIN-622: Big Data and Machine Learning for Financial EconomicsThis 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 ...
MATH-663: Statistical consulting and collaborationsAnalyzing data for a collaborator or client is very different from working on your own research project ; not only do you need competences in statistics, you must also ensure good communication (both ways) in a multi-disciplinary environment, coordination ...
PHYS-512: Statistical physics of computationThe students understand tools from the statistical physics of disordered systems, and apply them to study computational and statistical problems in graph theory, discrete optimisation, inference and machine learning. ...
PHYS-744: Advanced Topics in Quantum Sciences and TechnologiesThis course provides an in-depth treatment of the latest experimental and theoretical topics in quantum sciences and technologies, including for example quantum sensing, quantum optics, cold atoms, theory of quantum measurements and open dissipative quantu ...
FIN-403: EconometricsThe course covers basic econometric models and methods that are routinely applied to obtain inference results in economic and financial applications. ...
MATH-441: Robust and nonparametric statisticsIn the decades from 1930 to 1950, many rank-based statistics were introduced. These methods were received with much interest, because they worked under weak conditions. Starting in the late 1950, a theory of robustness was added. The course gives an overvi ...
