This course is reserved for students with a bachelor’s degree in business engineering (“ingénieur de gestion”), who have the proper background in probability, statistics, econometrics and finance.
Students with equivalent quantitative method skills who wish to enroll in this course should refer to the following courses as the assumed prerequisites:
- LINGE1113 Probabilités
- LINGE1114 Mathématiques: analyse
- LINGE1121 Mathématiques: algèbre et calcul matriciel
- LINGE1214 Statistiques approfondies
- LINGE1222 Analyse statistique multivariée (very relevant)
- LINGE1221 Econométrie
- LINGE1315 Finance
The course is divided in four sections:
- Robust linear regression
- Principal and independent component analysis
- Bayesian estimation
- Ensemble learning
At the end of this learning unit, the student is able to :
By the end of the course, the student will have mainly developed the following elements of the « référenciel de compétence » of the Louvain School of Management.
From the lectures:
2. Maîtriser des savoirs,
3. Appliquer une démarche scientifique.
From the group assignment :
6. Travailler en équipe et en exercer le leadership,
7. Gérer un projet,
The contribution of this Teaching Unit to the development and command of the skills and learning outcomes of the programme(s) can be accessed at the end of this sheet, in the section entitled “Programmes/courses offering this Teaching Unit”.
- Robust linear regression:
- Principal and independent component analysis:
- Bayesian estimation:
- Ensemble learning:
Due to the COVID-19 crisis, the information in this section is particularly likely to change.Lectures + group assignment
Due to the COVID-19 crisis, the information in this section is particularly likely to change.Final exam, assignment