Third year course catalogue

All courses in the 3rd year catalog are open to engineering students (and international exchange students), subject to compatibility with their schedules. It is possible to replace one or more optional courses from one's specialization by one or more courses from another specialization (see catalog below), if the schedule allows it.

First semester

Matière	ECTS
Actuarial Study of Life Insurance	4
Actuarial Study of Non-life Insurance	4
Advanced econometrics: Panel data and duration models	4
Advanced Macroeconomics: Recursive Methods	4
Advanced optimisation	3
Algorithm Design and Analysis	3
Applied Statistical Learning	3
Bayesian Statistics	3
Blockchain: Bitcoin and Smart-Contracts	3
Catastrophic Risks, Cyber risk and Insurance Markets	2
Computational Social Sciences	4
Copulas and financial applications	3
Corporate Financial Strategy	3
Data Challenge S1	3
Demography	3
Digital Finance: Cryptocurrencies and Blockchains	3
Dynamic models with latent variables	2
Dynamic pricing and revenue management	3
Econometrics of Competition (X)	4
Economics of Inequality:Measures and Findings	4
EDP in finance	3
Empirical Industrial Organization	4
Empirical methods for business decisions	3
English 3A/M2 - S1	3
Entrepreneurship 1	3
Environmental Economics: Analysis and Modelling	4
Ethics and responsibility in data science- S1	1
Experiments in Economics and Social Sciences	4
Fairness and Privacy in Machine Learning	4
Financial Econometrics	4
Foreign Language 2 - S1	2
Foundations of Risk Management	3
Green Finance: Core Notions	4
Green finance: Risk and Portfolio Management	3
Health Economics	3
Hidden Markov Models and Sequential Monte-Carlo methods	3
High-dimensional statistics	3
Hi!ckathon	2
Information theory for machine learning	3
Infrastructures and Software Systems	3
Insurance seminars	0
International trade	4
Labor economics	4
Machine Learning for Climate Risk	2
Machine Learning for Financial Time Series	4
Machine Learning for Portfolio Management and Trading	2
Macroeconometrics and Machine Learning	3
Macroeconometrics: Advanced Time-Series Analysis	4
Marketing	2
Mathematics for damage insurance: theory and practice	4
Mathematics of Machine Learning	4
Methods in quantitative sociology	4
Microeconometric Evaluation of Public Policies	4
Microeconomic Theory of Insurance	3
Modeling and managing energy risks	2
Monetary economics	3
Nonparametic estimation and testing	3
Online learning and aggregation	3
Place, Market and Inequality	3
Political Economy	4
Pricing and hedging of financial derivatives	4
Projects in economics, sociology, and data science - S1	3
Public Economics	4
Public Finance (Economics)	4
Randomized Methods and Policy Evaluation	4
Research project in finance and insurance - 1st semester	3
Risk measures	2
Risk Theory	2
Statistical Methods of Econometrics	3
Stochastic Calculus (ENSTA)	3
Surveys	3
Theory of Industrial Organization	4
Topics in quantitative sociology	3
Understanding national accounts	3
Valuations of Start-ups (X)	2

Second semester

Matière	ECTS
Actuarial Study of Pensions	2
Advanced econometrics: Semi-parametric and simulations	4
Advanced Microeconomics: design and study of markets	4
AI for Better Risk Control	4
AI: Law, Regulation and Use Cases	1
Algorithmic Trading	3
Analysis of Matrix Data	3
Advanced Labor Economics: Theory and Applications	3
Applied macroeconomic modelling: Policies, the business cycle, and the green transition	2
Artificial Intelligence for Business Decisions	3
Class, Race, Gender - Rethinking intersectional class analysis in the 21st Century	4
Competition Policy in Practice : Cases	3
Compressed Sensing	4
Credit risk	3
Credit Risks: practical approach (ENSTA)	3
Data challenges in actuarial science and regulation	2
Data challenge S2	3
Data Storytelling	3
Deep Learning: Models and Optimization	3
Deployment of Data-Science Projects	3
Development Economics	4
Digital Economics (X)	4
Econometrics of Commodity and Asset Pricing	3
Economic and social policy seminar	3
Economics of AI	4
Economics of Education and Human Capital	4
Economics of Energy Markets	2
Economics of Inequality: Measures and Findings	4
Economics of redistribution and social protection	3
Empirical Environmental Economics	4
English 3A/M2 - S2	3
Entrepreneurship 2	3
Ethics and responsibility in data science- S2
Extreme-value theory	2
Financial conferences	0
Financial regulation	2
Foreign Language 2 - S2	2
GARCH and stochastic volatility models	3
Generative AI for insurance and actuarial studies	3
GPU program	2
Green Finance:Risk and portfolio management	3
History and epistemology of Statistics	3
Insurance seminars - S2	0
Interest rate curve models	3
International Economics	4
Levy process	3
Machine Learning for Econometrics	4
Machine Learning for Natural Language Processing	3
Machine learning in finance: Theoretical foundations	3
Merger and Acquisition	3
Numerical Methods in Financial Engineering	4
Online learning and aggregation	3
Optimal Transport: From Theory to Tweaks, Computations and Applications in Machine Learning	3
Parallel Programming for Machine Learning	2
Portfolio management and Asset & Liability Management	4
Projects in economics, sociology, and data science - S2	3
Public Finance (Economics)	4
Regulation and Insurance	2
Reinforcement learning - 3A/MS	3
Research project in finance and insurance - 2nd semester	3
Risk Management and Reinsurance	2
Sampling Methods: from MCMC to Generative Modeling	3
Science of social and economic networks	4
Seminar in quantitative marketing	2
Short-term macroeconomic analysis	2
Social Inequalities	4
Population health	3
Statistical Optimal Transport	3
Statistics 3	4
Surveys making	3
Surveys Seminar	2

NB: the courses of the integrated curriculum (end of August to end of September) are not mentioned in this table; nor are the courses open only for a partner Master (Master in Economics etc.) outside the engineering cycle.