Suchergebnis: Katalogdaten im Frühjahrssemester 2023
Mathematik Master  | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
 AnwendungsgebietNur für das Master-Diplom in Angewandter Mathematik erforderlich und anrechenbar. In der Kategorie Anwendungsgebiet für den Master in Angewandter Mathematik muss eines der zur Auswahl stehenden Anwendungsgebiete gewählt werden. Im gewählten Anwendungsgebiet müssen mindestens 8 KP erworben werden. Kreditpunkte aus anderen Anwendungsgebieten sind nicht für weitere Anwendungsgebiete anrechenbar. | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Atmospherical Physics | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Nummer | Titel | Typ | ECTS | Umfang | Dozierende | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| 701-1216-00L | Weather and Climate Models | W | 4 KP | 3G | C. Schär, D. Leutwyler, M. Wild | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | The course provides an introduction to weather and climate models. It discusses how these models are built addressing both the dynamical core and the physical parameterizations, and it provides an overview of how these models are used in numerical weather prediction and climate research. As a tutorial, students conduct a term project and build a simple atmospheric model using the language PYTHON. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | At the end of this course, students understand how weather and climate models are formulated from the governing physical principles, and how they are used for climate and weather prediction purposes. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | The course provides an introduction into the following themes: numerical methods (finite differences and spectral methods); adiabatic formulation of atmospheric models (vertical coordinates, hydrostatic approximation); parameterization of physical processes (e.g. clouds, convection, boundary layer, radiation); atmospheric data assimilation and weather prediction; predictability (chaos-theory, ensemble methods); climate models (coupled atmospheric, oceanic and biogeochemical models); climate prediction. Hands-on experience with simple models will be acquired in the tutorials. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | Slides and lecture notes will be made available at Link | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Literatur | List of literature will be provided. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | Prerequisites: to follow this course, you need some basic background in atmospheric science, numerical methods (e.g., "Numerische Methoden in der Umweltphysik", 701-0461-00L) as well as experience in programming. Previous experience with PYTHON is useful but not required. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Biology | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Nummer | Titel | Typ | ECTS | Umfang | Dozierende | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 262-0200-00L | Bayesian Phylodynamics | W | 4 KP | 2G + 2A | T. Vaughan, T. Stadler | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | How fast is the latest variant of COVID-19 spreading? How fast was Ebola spreading in West Africa? Where did these epidemics come from? How can we construct the phylogenetic tree of great apes, and did gene flow occur between different apes? At the end of the course, students will have designed, performed, presented, and discussed their own phylodynamic data analysis to answer such questions. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | Attendees will extend their knowledge of Bayesian phylodynamics obtained in the “Computational Biology” class (636-0017-00L) and will learn how to apply this theory to real world data. The main theoretical concepts introduced are: * Bayesian statistics * Phylogenetic and phylodynamic models * Markov Chain Monte Carlo methods Attendees will apply these concepts to a number of applications yielding biological insight into: * Epidemiology * Pathogen evolution * Macroevolution of species | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | In the first part of the block course, we will present the theoretical concepts of Bayesian phylodynamics. This will involve both lectures and tutorials, during which students will gain experience in using the software package BEAST 2 to apply these theoretical concepts to empirical data. We use previously published datasets on e.g. Ebola, Zika, Yellow Fever, Apes, and Penguins for analysis. Examples of these practical tutorials are available on https://taming-the-beast.org/. In the second part of the block course, students will choose a set of real genetic sequence data and possibly some non-genetic metadata. They will then design and conduct a research project in which they perform Bayesian phylogenetic analyses of their chosen data. A final written report on the research project will be submitted after the block course for grading | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | All material will be available on https://taming-the-beast.org/. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Literatur | The following books provide excellent background material: • Drummond, A. & Bouckaert, R. 2015. Bayesian evolutionary analysis with BEAST. • Yang, Z. 2014. Molecular Evolution: A Statistical Approach. • Felsenstein, J. 2003. Inferring Phylogenies. More detailed information is available on https://taming-the-beast.org/. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | This class builds upon the content which we teach in the Computational Biology class (636-0017-00L). Attendees must have either taken the Computational Biology class or acquired the content elsewhere. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kompetenzen |
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| Control and Automation | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Nummer | Titel | Typ | ECTS | Umfang | Dozierende | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 151-0660-00L | Model Predictive Control | W | 4 KP | 2V + 1U | M. Zeilinger | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | Model predictive control is a flexible paradigm that defines the control law as an optimization problem, enabling the specification of time-domain objectives, high performance control of complex multivariable systems and the ability to explicitly enforce constraints on system behavior. This course provides an introduction to the theory and practice of MPC and covers advanced topics. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | Design and implement Model Predictive Controllers (MPC) for various system classes to provide high performance controllers with desired properties (stability, tracking, robustness,..) for constrained systems. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | - Review of required optimal control theory - Basics on optimization - Receding-horizon control (MPC) for constrained linear systems - Theoretical properties of MPC: Constraint satisfaction and stability - Computation: Explicit and online MPC - Practical issues: Tracking and offset-free control of constrained systems, soft constraints - Robust MPC: Robust constraint satisfaction - Simulation-based project providing practical experience with MPC | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | Script / lecture notes will be provided. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | One semester course on automatic control, Matlab, linear algebra. Courses on signals and systems and system modeling are recommended. Important concepts to start the course: State-space modeling, basic concepts of stability, linear quadratic regulation / unconstrained optimal control. Expected student activities: Participation in lectures, exercises and course project; homework (~2hrs/week). | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 227-0207-00L | Nonlinear Systems and Control Voraussetzung: Control Systems (227-0103-00L) | W | 6 KP | 4G | E. Gallestey Alvarez, P. F. Al Hokayem | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | Introduction to the area of nonlinear systems and their control. Familiarization with tools for analysis of nonlinear systems. Discussion of the various nonlinear controller design methods and their applicability to real life problems. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | On completion of the course, students understand the difference between linear and nonlinear systems, know the mathematical techniques for analysing these systems, and have learnt various methods for designing controllers accounting for their characteristics. Course puts the student in the position to deploy nonlinear control techniques in real applications. Theory and exercises are combined for better understanding of the virtues and drawbacks present in the different methods. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | Virtually all practical control problems are of nonlinear nature. In some cases application of linear control methods leads to satisfactory controller performance. In many other cases however, only application of nonlinear analysis and control synthesis methods will guarantee achievement of the desired objectives. During the past decades mature nonlinear controller design methods have been developed and have proven themselves in applications. After an introduction of the basic methods for analysing nonlinear systems, these methods will be introduced together with a critical discussion of their pros and cons. Along the course the students will be familiarized with the basic concepts of nonlinear control theory. This course is designed as an introduction to the nonlinear control field and thus no prior knowledge of this area is required. The course builds, however, on a good knowledge of the basic concepts of linear control and mathematical analysis. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | An english manuscript will be made available on the course homepage during the course. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Literatur | H.K. Khalil: Nonlinear Systems, Prentice Hall, 2001. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | Prerequisites: Linear Control Systems, or equivalent. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kompetenzen |
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| 151-0530-00L | Nonlinear Dynamics and Chaos II | W | 4 KP | 4G | G. Haller | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | The internal structure of chaos; Hamiltonian dynamical systems; Normally hyperbolic invariant manifolds; Geometric singular perturbation theory; Finite-time dynamical systems | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | The course introduces the student to advanced, comtemporary concepts of nonlinear dynamical systems analysis. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | I. The internal structure of chaos: symbolic dynamics, Bernoulli shift map, sub-shifts of finite type; chaos is numerical iterations. II.Hamiltonian dynamical systems: conservation and recurrence, stability of fixed points, integrable systems, invariant tori, Liouville-Arnold-Jost Theorem, KAM theory. III. Normally hyperbolic invariant manifolds: Crash course on differentiable manifolds, existence, persistence, and smoothness, applications. IV. Geometric singular perturbation theory: slow manifolds and their stability, physical examples. V. Finite-time dynamical system; detecting Invariant manifolds and coherent structures in finite-time flows | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | Handwritten instructor's notes and typed lecture notes will be downloadable from Moodle. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Literatur | Books will be recommended in class | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | Nonlinear Dynamics I (151-0532-00) or equivalent | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 151-0566-00L | Recursive Estimation | W | 4 KP | 2V + 1U | R. D'Andrea | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | Estimation of the state of a dynamic system based on a model and observations in a computationally efficient way. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | Learn the basic recursive estimation methods and their underlying principles. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | Introduction to state estimation; probability review; Bayes' theorem; Bayesian tracking; extracting estimates from probability distributions; Kalman filter; extended Kalman filter; particle filter; observer-based control and the separation principle. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | Lecture notes available on course website: http://www.idsc.ethz.ch/education/lectures/recursive-estimation.html | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | Requirements: Introductory probability theory and matrix-vector algebra. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kompetenzen |
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| Economics | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Nummer | Titel | Typ | ECTS | Umfang | Dozierende | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 363-0552-00L | Economic Growth and Resource Use | W | 3 KP | 2G | E. Komarov | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | The course deals with the factors that contribute to economic development. Throughout the course theoretical economic modelling will be used to discuss the effects of factors – such as land, human/physical capital, technology, fossil energy resources, and climate change – on economic growth and to draw conclusions for the future. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | The general objective of the course is to provide students tools and intuition to: i) think in a structured way – though economic modelling – about the factors that have lead to the different growth experiences among countries, and still shape our contemporary situation; ii) assess and design policies on the basis of economic development; iii) draw conclusions for the future of economic development, that take into account prevalent issues such as the scarcity of fossil energy resources and climate change. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | Why is economic growth worth studying? Which are the factors behind economic growth? What is the role of natural resources in shaping economic development? Is our finite planet able to support sustainable long-term economic growth? Economics aims at explaining human behaviour; how do we model it and how can we steer it for the better? How do you design an efficient economic policy for a sustainable future? What is sustainable anyway? These are some of the questions you will learn to answer in this course. After spending the first lecture on overviewing the course, and the second lecture on building our mathematical and economic foundation, we begin with the three main modules that comprise this course. The first module – called “Land and Economic Growth” – deals with the historical evolution of the factors behind economic development from the pre-industrial times to our modern growth experiences. By studying the history of economic growth, we understand change and how the society we live in came to be. In this module we will develop economic models that capture the transition from an era of miniscule economic growth that persisted for millennia before the industrial revolution – with land and human labour as the main inputs to economic activity – to our modern growth experience where the continuous improvement in technology and services is our status quo. The second module – called “Non-Renewable Resources and Growth” – deals with the problem of optimal exploitation of non-renewable resources, as well as with the issue of “Resource Curse” – i.e., the observed negative relationship between economic development and resource abundance. Emerging in the 1970s due to two oil crises, the problem of the economy’s extreme dependence on fossil and depletable energy resources sparked a great deal of research to guide our way forward. Some important questions we will formally answer in this module are the following. How do we optimally exploit a given stock of a non-renewable resource? What affects the prices of non-renewable resources? If fossil energy sources – a (so far) important input to production – are getting ever depleted, is long-term growth possible? How do we explain the “Resource Curse” and what are the policies that allow a sustainable future in countries that suffer from such a curse? The third module – called “Climate Change and Growth” – deals with the pressing problem of our changing climate. Greenhouse gas emissions – so far essential for economic activity – accumulate in the atmosphere and alter environmental patterns. This phenomenon – commonly known as climate change – is responsible for the increase in the frequency and the intensity of natural disasters, which damage our stocks of capital and put a drag on economic growth. To derive appropriate policies for a sustainable future, we will incorporate these aspects in workhorse models of the economics and finance literature. Students will learn how to derive and set the “correct” price on the use of polluting energy resources from the perspective of policy-makers. Additionally, pricing of climate change risks for financial markets is important, both for individual investors and central banks, as it is they who provide liquidity to firms to pursue their long-term growth targets. Accordingly, we will close the lecture with the pricing of climate change risks from an investor’s perspective. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Literatur | The main reference of the course is the set of lecture notes; students will also be encouraged to read some influential academic articles dealing with the issues under study. The course is self-contained and only material that was discussed in the lecture will be relevant for the exam. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | Knowledge of basic calculus (differentiation - integration) and basic statistics (e.g. what is an expectation; variance-covariance) is considered as a prerequisite. Elementary knowledge of dynamic systems analysis, optimal control theory and economic theory is a plus but not a prerequisite. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 363-0514-00L | Energy Economics and Policy It is recommended for students to have taken a course in introductory microeconomics. If not, they should be familiar with microeconomics as in, for example,"Microeconomics" by Mankiw & Taylor and the appendices 4 and 7 of the book "Microeconomics" by Pindyck & Rubinfeld. | W | 3 KP | 2G | M. Filippini, S. Srinivasan | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | An introduction to energy economics and policy that covers the following topics: energy demand, investment in energy efficiency, investment in renewables, energy markets, market failures and behavioral anomalies, market-based and non-market based energy and climate policy instruments in industrialized and developing countries. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | The students will develop an understanding of economic principles and tools necessary to analyze energy issues and to understand energy and climate policy instruments. Emphasis will be put on empirical analysis of energy demand and supply, market failures, behavioral anomalies, energy and climate policy instruments in industrialized and developing countries, and investments in renewables and in energy-efficient technologies. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | The course provides an introduction to energy economics principles and policy applications. The first part of the course will introduce the microeconomic foundation of energy demand and supply as well as market failures and behavioral anomalies. In a second part, we introduce the concept of investment analysis (such as the NPV) in the context of renewable and energy-efficient technologies. In the last part, we use the previously introduced concepts to analyze energy policies: from a government perspective, we discuss the mechanisms and implications of market oriented and non-market oriented policy instruments as well as applications in developing countries. Throughout the entire course, we combine the material with insights from current research in energy economics. This combination will enable students to understand standard scientific literature in the field of energy economics and policy. Moreover, the class aims to show students how to relate current issues in the energy and climate spheres that influence industrialized and developing countries to insights from energy economics and policy. Course evaluation: at the end of the course, there will be a written exam covering the topics of the course. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | It is recommended for students to have taken a course in introductory microeconomics. If not, they should be familiar with microeconomics as in, for example, "Microeconomics" by Mankiw & Taylor and the appendices 4 and 7 of the book "Microeconomics" by Pindyck & Rubinfeld. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 364-0576-00L | Advanced Sustainability Economics PhD course, open for MSc students | W | 3 KP | 3G | E. Komarov, C. Renoir | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | The course covers current resource and sustainability economics, including ethical foundations of sustainability, intertemporal optimisation in capital-resource economies, sustainable use of non-renewable and renewable resources, pollution dynamics, population growth, and sectoral heterogeneity. A final part is on empirical contributions, e.g. the resource curse, energy prices, and the EKC. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | Understanding of the current issues and economic methods in sustainability research; ability to solve typical problems like the calculation of the growth rate under environmental restriction with the help of appropriate model equations. Please note that the course takes places in Zurichbergstrasse 18, which requires an ETH card to enter. We kindly ask Non-ETH students to inform Clément Renoir if they would like to attend. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 363-0575-00L | Economic Growth, Cycles and Policy | W | 3 KP | 2G | H. Gersbach | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | This intermediate course focuses on the core thinking devices and foundations in macroeconomics and monetary economics, and uses these devices to understand economic growth, business cycles, crises as well as how to conduct monetary and fiscal policies and policies to foster the stability of financial and economic systems. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | - Fundamental knowledge about the drivers of economic growth in the short and long run, key macroeconomic variables and observed patterns in developed countries - Comprehensive understanding of core macroeconomic frameworks and thinking devices | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | This intermediate course focuses on the core thinking devices and foundations in macroeconomics and monetary economics, and uses these devices to understand economic growth, business cycles, crises as well as how to conduct monetary and fiscal policies and policies to foster the stability of financial and economic systems. The course is structured in the following way: Part I: Basics - Introduction - IS-LM Model in Closed Economy (Repetition) - Schools of Thought - Consumption and Investment - The Solow Growth Model Part II: Special Themes - Money Holding, Inflation, and Monetary Policy - Crises in Market Economies - IS-LM Model and Open Economy - Theories of exchange rate determination - Technical Appendix | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | Copies of the slides will be made available. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Literatur | Chapters in Manfred Gärtner (2009), Macroeconomics, Third Edition, Prentice Hall. and selected chapters in other books and/or papers | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | It is required that participants have attended the lecture "Principles of Macroeconomics" (363-0565-00L). | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 363-0515-00L | Decisions and Markets | W | 3 KP | 2V | A. Bommier | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | This course provides an introduction to microeconomics. The course emphasizes the conceptual foundations of microeconomics and contains concrete examples of their application. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | The purpose of this course is to provide master students with an introduction to graduate-level microeconomics, particularly for students considering further graduate work in economics, business administration or management science. The course provides the fundamental concepts and tools for graduate courses in economics offered at ETH and UZH. After completing this course: - Students will be able to understand and use existing models to make predictions of consumer and firm behavior. - Students understand the fundamental welfare theorems and will be able to analyze equilibria of markets with perfect and imperfect competition. - Students will be able to analyze under which conditions market allocations are not efficient (market failure). | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | Microeconomics is the branch of economics which studies the decision-making by an individual, household, firm, industry or level of government. The economic equilibrium is the result of agents' interactions. Microeconomics is an element of nearly every subfield in economic analysis today. This course introduces the fundamental frameworks which form the basis of many economic models. Theory of the consumer: - Consumer preferences and utility - Budget sets and optimal choice - Demand functions - Labor supply and intertemporal choice - Welfare economics Theory of the producer: - Technological constraints and the production function - Cost minimization - Profit maximization Market structure: - Perfectly competitive markets - Monopoly behavior - Duopoly behavior General equilibrium analysis: - Market equilibrium in an exchange economy | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | The lecture will be based on lecture slides, which will be made available on Moodle. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Literatur | The course is mostly based on the textbook by R. Serrano and A. Feldman: "A Short Course in Intermediate Microeconomics with Calculus" (Cambridge University Press, 2013). Another textbook of interest is "Intermediate Microeconomics: A Modern Approach" by H. Varian (Norton, 2014). Exercises are available in the textbook by R. Serrano and A. Feldman ("A Short Course in Intermediate Microeconomics with Calculus", Cambridge University Press, 2013). More exercises can be found in the book "Workouts in Intermediate Microeconomics" by T. Bergstrom and H. Varian (Norton, 2010). | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | The course is open to students who have completed an undergraduate course in economics principles and an undergraduate course in multivariate calculus. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Finance | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Nummer | Titel | Typ | ECTS | Umfang | Dozierende | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 401-8905-00L | Financial Engineering (University of Zurich) Der Kurs muss direkt an der UZH als incoming student belegt werden. UZH Modulkürzel: 22MO0142 Beachten Sie die Einschreibungstermine an der UZH: https://www.uzh.ch/cmsssl/de/studies/application/deadlines.html Höchstens eine der beiden Lerneinheiten 401-8905-00L Financial Engineering (University of Zurich) 401-8908-00L Continuous Time Quantitative Finance (University of Zurich) darf angerechnet werden. | W | 6 KP | 4G | Uni-Dozierende | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | This lecture is intended for students who would like to learn more on equity derivatives modelling and pricing. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | Quantitative models for European option pricing (including stochastic volatility and jump models), volatility and variance derivatives, American and exotic options. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | After introducing fundamental concepts of mathematical finance including no-arbitrage, portfolio replication and risk-neutral measure, we will present the main models that can be used for pricing and hedging European options e.g. Black- Scholes model, stochastic and jump-diffusion models, and highlight their assumptions and limitations. We will cover several types of derivatives such as European and American options, Barrier options and Variance- Swaps. Basic knowledge in probability theory and stochastic calculus is required. Besides attending class, we strongly encourage students to stay informed on financial matters, especially by reading daily financial newspapers such as the Financial Times or the Wall Street Journal. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | Script. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | Basic knowledge of probability theory and stochastic calculus. Asset Pricing. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 401-8915-00L | Advanced Financial Economics (University of Zurich) Der Kurs muss direkt an der UZH als incoming student belegt werden. UZH Modulkürzel: 22MO0016 Beachten Sie die Einschreibungstermine an der UZH: https://www.uzh.ch/cmsssl/de/studies/application/deadlines.html | W | 6 KP | 4G | Uni-Dozierende | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | Portfolio Theory, CAPM, Financial Derivatives, Incomplete Markets, Corporate Finance, Behavioural Finance, Evolutionary Finance | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | Students should get familiar with the cornerstones of modern financial economics. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | This course replaces "Advanced Financial Economics" (MFOEC105), which will be discontinued. Students who have taken "Advanced Financial Economics" (MFOEC105) in the past, are not allowed to book this course "Advanced Financial Economics" (MFOEC206). There will be a podcast for this lecture. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 401-8916-00L | Advanced Corporate Finance II (University of Zurich) Der Kurs muss direkt an der UZH als incoming student belegt werden. UZH Modulkürzel: 22MO0173 Beachten Sie die Einschreibungstermine an der UZH: https://www.uzh.ch/cmsssl/de/studies/application/deadlines.html | W | 3 KP | 2V | Uni-Dozierende | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | To provide the students with good understanding of the problems and issues in corporate finance. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | To provide the students with good understanding of the problems and issues in corporate finance. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | The following topics are covered in this course: the role of information and incentives in determining the forms of financing a firm chooses; hedging; venture capital; initial public offerings; investment in very large projects; the setting up of a "bad" bank; the securitisation of commercial and industrial loans; the transfer of catastrophe risk to financial markets; agency in insurance; and dealing with a run on an insurance company. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | See: http://www.isb.uzh.ch/institut/staff/habib.michel/teaching/ | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Literatur | See: http://www.isb.uzh.ch/institut/staff/habib.michel/teaching/ | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Finance (nur unter Zusatzbedingungen anrechenbar) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Nummer | Titel | Typ | ECTS | Umfang | Dozierende | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 401-8908-00L | Continuous Time Quantitative Finance (University of Zurich) Der Kurs muss direkt an der UZH als incoming student belegt werden. UZH Modulkürzel: 22MO0125 Beachten Sie die Einschreibungstermine an der UZH: https://www.uzh.ch/cmsssl/de/studies/application/deadlines.html Höchstens eine der beiden Lerneinheiten 401-8905-00L Financial Engineering (University of Zurich) 401-8908-00L Continuous Time Quantitative Finance (University of Zurich) darf angerechnet werden. Wenden Sie sich für die Kategoriezuordnung nach dem Verfügen des Prüfungsresultates an das Studiensekretariat (www.math.ethz.ch/studiensekretariat). | W | 3 KP | 3V | Uni-Dozierende | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | American Options, Stochastic Volatility, Lévy Processes and Option Pricing, Exotic Options, Transaction Costs and Real Options. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | The course focuses on the theoretical foundations of modern derivative pricing. It aims at deriving and explaining important option pricing models by relying on some mathematical tools of continuous time finance. A particular focus on jump processes is given. The introduction of possible financial crashes is now essential in some models and a clear understanding of Poisson processes is therefore important. A standard background in stochastic calculus is required. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | Stochastic volatility models Itô's formula and Girsanov theorem for jump-diffusion processes The pricing of options in presence of possible discontinuities Exotic options Transaction costs | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | See: http://www.isb.uzh.ch/institut/staff/chesney.marc/teaching/ | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Literatur | See: http://www.isb.uzh.ch/institut/staff/chesney.marc/teaching/ | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | This course replaces "Continuous Time Quantitative Finance" (MFOEC108), which will be discontinued. Students who have taken "Continuous Time Quantitative Finance" (MFOEC108) in the past, are not allowed to book this course "Continuous Time Quantitative Finance" (MFOEC204). | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Image Processing and Computer Vision | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Nummer | Titel | Typ | ECTS | Umfang | Dozierende | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 102-0617-01L | Methodologies for Image Processing of Remote Sensing Data | W | 3 KP | 2G | I. Hajnsek, O. Frey, L. Huang | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | The aim of this course is to get an overview of several methodologies/algorithms for analysis of different sensor specific information products. It is focused at students that like to deepen their knowledge and understanding of remote sensing for environmental applications. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | The course is divided into two main parts, starting with a brief introduction to remote sensing imaging (4 lectures), and is followed by an introduction to different methodologies (8 lectures) for the quantitative estimation of bio-/geo-physical parameters. The main idea is to deepen the knowledge in remote sensing tools in order to be able to understand the information products, with respect to quality and accuracy. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | Each lecture will be composed of two parts: Theory: During the first hour, we go trough the main concepts needed to understand the specific algorithm. Practice: During the second hour, the student will test/develop the actual algorithm over some real datasets using Matlab. The student will not be asked to write all the code from scratch (especially during the first lectures), but we will provide some script with missing parts or pseudo-code. However, in the later lectures the student is supposed to build up some working libraries. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | Handouts for each topic will be provided. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Literatur | Suggested readings: T. M. Lillesand, R.W. Kiefer, J.W. Chipman, Remote Sensing and Image Interpretation, John Wiley & Sons Verlag, 2008 J. R. Jensen, Remote Sensing of the Environment: An Earth Resource Perspective, Prentice Hall Series in Geograpic Information Science, 2000 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | At the end of the course (last course day) there will a written exam. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kompetenzen |
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| 227-0391-00L | Medical Image Analysis Basic knowledge of computer vision would be helpful. | W | 3 KP | 2G | E. Konukoglu, E. Erdil, M. A. Reyes Aguirre | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | It is the objective of this lecture to introduce the basic concepts used in Medical Image Analysis. In particular the lecture focuses on shape representation schemes, segmentation techniques, machine learning based predictive models and various image registration methods commonly used in Medical Image Analysis applications. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | This lecture aims to give an overview of the basic concepts of Medical Image Analysis and its application areas. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | Prerequisites: Basic concepts of mathematical analysis and linear algebra. Preferred: Basic knowledge of computer vision and machine learning would be helpful. The course will be held in English. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 227-0396-00L | EXCITE Interdisciplinary Summer School on Bio-Medical Imaging  The school admits 60 MSc or PhD students with backgrounds in biology, chemistry, mathematics, physics, computer science or engineering based on a selection process. Students have to apply for acceptance. To apply a curriculum vitae and an application letter need to be submitted. Further information can be found at: www.excite.ethz.ch. | W | 4 KP | 6G | S. Kozerke, B. Menze, M. P. Wolf, U. Ziegler Lang | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | Two-week summer school organized by EXCITE (Center for EXperimental & Clinical Imaging TEchnologies Zurich) on biological and medical imaging. The course covers X-ray imaging, magnetic resonance imaging, nuclear imaging, ultrasound imaging, optoacoustic imaging, infrared and optical microscopy, electron microscopy, image processing and analysis. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | Students understand basic concepts and implementations of biological and medical imaging. Based on relative advantages and limitations of each method they can identify preferred procedures and applications. Common foundations and conceptual differences of the methods can be explained. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | Two-week summer school on biological and medical imaging. The course covers concepts and implementations of X-ray imaging, magnetic resonance imaging, nuclear imaging, ultrasound imaging, optoacoustic imaging, infrared and optical microscopy and electron microscopy. Multi-modal and multi-scale imaging and supporting technologies such as image analysis and modeling are discussed. Dedicated modules for physical and life scientists taking into account the various backgrounds are offered. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | Presentation slides, Web links | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | The school admits 60 MSc or PhD students with backgrounds in biology, chemistry, mathematics, physics, computer science or engineering based on a selection process. To apply a curriculum vitae, a statement of purpose and applicants references need to be submitted. Further information can be found at: http://www.excite.ethz.ch/education/summer-school.html | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Information and Communication Technology | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Nummer | Titel | Typ | ECTS | Umfang | Dozierende | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 227-0420-00L | Information Theory II | W | 6 KP | 4G | A. Lapidoth, S. M. Moser | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | This course builds on Information Theory I. It introduces additional topics in single-user communication, connections between Information Theory and Statistics, and Network Information Theory. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | The course's objective is to introduce the students to additional information measures and to equip them with the tools that are needed to conduct research in Information Theory as it relates to Communication Networks and to Statistics. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | Sanov's Theorem, Rényi entropy and guessing, differential entropy, maximum entropy, the Gaussian channel, the entropy-power inequality, the broadcast channel, the multiple-access channel, Slepian-Wolf coding, the Gelfand-Pinsker problem, and Fisher information. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | n/a | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Literatur | T.M. Cover and J.A. Thomas, Elements of Information Theory, second edition, Wiley 2006 | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Voraussetzungen / Besonderes | Basic introductory course on Information Theory. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| 227-0104-00L | Communication and Detection Theory | W | 6 KP | 4G | A. Lapidoth | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Kurzbeschreibung | This course teaches the foundations of modern digital communications and detection theory. Topics include the geometry of the space of energy-limited signals; the baseband representation of passband signals, spectral efficiency and the Nyquist Criterion; the power and power spectral density of PAM and QAM; hypothesis testing; Gaussian stochastic processes; and detection in white Gaussian noise. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Lernziel | This is an introductory class to the field of wired and wireless communication. It offers a glimpse at classical analog modulation (AM, FM), but mainly focuses on aspects of modern digital communication, including modulation schemes, spectral efficiency, power budget analysis, block and convolu- tional codes, receiver design, and multi- accessing schemes such as TDMA, FDMA and Spread Spectrum. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Inhalt | - Baseband representation of passband signals. - Bandwidth and inner products in baseband and passband. - The geometry of the space of energy-limited signals. - The Sampling Theorem as an orthonormal expansion. - Sampling passband signals. - Pulse Amplitude Modulation (PAM): energy, power, and power spectral density. - Nyquist Pulses. - Quadrature Amplitude Modulation (QAM). - Hypothesis testing. - The Bhattacharyya Bound. - The multivariate Gaussian distribution - Gaussian stochastic processes. - Detection in white Gaussian noise. | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Skript | n/a | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Literatur | A. Lapidoth, A Foundation in Digital Communication, Cambridge University Press, 2nd edition (2017) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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