This course gives an introduction to probability theory and stochastic calculus in discrete and continuous time. The fundamental notions and techniques introduced in this course have many applications in finance, for example for option pricing, risk mana ...
This course gives an introduction to the assessment of risk with a particular focus on modelling of rare events, which can have huge environmental impacts. ...
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 ...
This course provides an overview of key advances in continuous optimization and statistical analysis for machine learning. We review recent learning formulations and models as well as their guarantees
Hands-on introduction to data science and machine learning. We explore recommender systems, generative AI, chatbots, graphs, as well as regression, classification, clustering, dimensionality reduction, text analytics, neural networks. The course consists o ...
Multivariate statistics focusses on inferring the joint distributional properties of several random variables, seen as random vectors, with a main emphasis on uncovering their underlying dependence structure. This course offers a broad introduction to its ...