Lecturer: | J.M. Bardet |
Period: |
Trimestre 2 |
ECTS: | 6 |
Schedule: | 2h30 of lecture + 2h30 of tutorials per week |
Financial time series analysis
Machine Learning for finance
Lecturers: | J.D. Fermanian and H. Pham |
Period: |
Term 3 |
ECTS: | 6 |
Schedule: | 3 hours per week |
Prediction and sequential investment
Lecturer: | J.Y. Audibert (CFM) |
Period: |
Term 3 |
ECTS: | 3 |
Schedule | 2 hours per week |
Point processes and applications in finance
Lecturer: | E. Löcherbach |
Period: |
Term 3 |
ECTS: | 3 |
Schedule: | 3 hours per week |