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

Concept

Espérance conditionnelle

Cours associés (27)

MATH-413: Statistics for data science

Statistics lies at the foundation of data science, providing a unifying theoretical and methodological backbone for the diverse tasks enountered in this emerging field. This course rigorously develops the key notions and methods of statistics, with an emph ...

FIN-604: Financial Econometrics I

We provide a comprehensive overview of the econometric tools that are essential to estimate financial models, both for asset pricing and for corporate finance. ...

MATH-519: Topics in high-dimensional probability

This is a theoretical course about probability in high dimensions. We will look at some mathematical phenomena appearing as the number of random variables grows large - e.g. concentration of measure or universality. ...

FIN-609: Asset Pricing (2011 - 2024)

This course provides an overview of the theory of asset pricing and portfolio choice theory following historical developments in the field and putting emphasis on theoretical models that help our understanding of financial decision making and financial mar ...

FIN-619: Financial Econometrics and Machine Learning

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 ...

CS-456: Deep reinforcement learning

This course provides an overview and introduces modern methods for reinforcement learning (RL.) The course starts with the fundamentals of RL, such as Q-learning, and delves into commonly used approaches, like PPO and DQN. The course will introduce student ...

MATH-231: Probability and statistics I

Introduction to notions of probability and basic statistics. ...