The 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 ...
Regression modelling is a fundamental tool of statistics, because it describes how the law of a random variable of interest may depend on other variables. This course aims to familiarize students with linear models and some of their extensions, which lie a ...
Machine learning and data analysis are becoming increasingly central in many sciences and applications. In this course, fundamental principles and methods of machine learning will be introduced, analyzed and practically implemented. ...
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 ...
We 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 ...
Discrete mathematics is a discipline with applications to almost all areas of study. It provides a set of indispensable tools to computer science in particular. This course reviews (familiar) topics as diverse as mathematical reasoning, combinatorics, disc ...
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 ...
Ce cours présente une vue générale des techniques d'apprentissage automatique, passant en revue les algorithmes, le formalisme théorique et les protocoles expérimentaux. ...
This course provides in-depth understanding of the most fundamental algorithms in statistical pattern recognition or machine learning (including Deep Learning) as well as concrete tools (as Python source code) to PhD students for their work. ...