ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat

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.
Third year course catalogue
Course ECTS
Actuarial Study of Non-life Insurance 4
Actuarial Study of Life Insurance 4
Advanced econometrics: Panel data and duration models 4
Advanced Machine Learning 4
Advanced Macroeconomics: Recursive Methods 4
Advanced Methods in Computational Economics 2
Corporate Financial Strategy 2
English 3
Applied Statistical Learning 4
Blockchain: Bitcoin and Smart-Contracts 3
C++ (2A) 2
Catastrophic Risks, Cyber Risk and Insurance Markets 4
Understanding national accounts 3
Computational statistics 3
Conférences professionnelles Economic Policies and Dynamics 0
Copulas and financial applications 3
Demography 3
Duration Models 3
Dynamic models with latent variables 2
Dynamic pricing and revenue management 3
Econometrics of Competition (X) 4
Practical tools for the analysis of big data 3
Empirical Industrial Organization 4
Empirical methods for business decisions 3
Entrepreneurship 1 3
Environmental economics 4
Nonparametic estimation and testing 4
Experiments in Economics and social sciences 4
Ethics and responsibility in data science 2
Fairness and privacy in machine learning 3
Public Finance 3
Financial Econometrics 4
Financial time series 5
Foundations of Risk management 3
French as a foreign language - 1st semester 3
Green finance 3
Health Economics 4
Hi!ckathon 2
Hidden Markov models and Sequential Monte-Carlo methods 3
High-dimensional statistics 4
International trade 4
Labor economics 4
Foreign Language 2 3
Macroeconometrics and Machine Learning 4
Marketing 2
Machine learning for Portfolio Management and Trading 2
EDP in finance (ENSTA) 3
Methods in quantitative sociology 3
Microeconometric Evaluation of Public Policies 4
Modeling and managing energy risks 2
Monetary economics 4
Advanced optimisation 4
Political Economy 4
Pricing and hedging of financial derivatives 4
Data science and socials sciences research project – S1 3
Research project in finance and insurance – S1 3
Public Economics 4
Randomized Methods and Policy Evaluation 4
Risk measures 2
Risk theory 2
Social Science Genetics 3
Cultural sociology 4
Surveys (2A) 3
Bayesian Statistics 3
Statistical Methods of Econometrics 3
Statistics of Differential Privacy (CREST) 2
Stochastic Calculus (ENSTA) 3
Microeconomic Theory of Insurance 3
Theory of Industrial Organization 4
Topics in quantitative sociology 3
Valuation of startups (X) 2
Course ECTS
Actuarial Study of Pensions 2
Advanced econometrics: Semi-parametric and simulations 4
Advanced Microeconomics: design and study of markets 4
Algorithmic trading 3
Short-term macroeconomic analysis 2
English 3
Applied Labor Economics 3
Applied Macroeconometrics 4
Artificial intelligence in insurance and actuarial studies 3
Bootstrap and Resampling Methods 3
Business Data Challenge 6
Business Economics, Organization and Incentives 4
Cloud computing 3
Competition policy in practice: cases 3
Credit risk 3
Data challenges in actuarial science and regulation 2
Data Storytelling 3
Deep Learning: Models and Optimization 3
Development Economics 2
Digital Economics 3
Econometrics of Commodity and Asset Pricing 3
Economics of Energy Markets 3
Economics of Inequality: Measures and Findings 4
Economics of redistribution and social protection 3
Entrepreneurship 2 3
Digital entrepreneurship 3
Extreme-value theory 3
Surveys making 3
French as a foreign language 3
GARCH and stochastic volatility models 3
History and epistemology of Statistics 3
R language in Actuarial science 2
Foreign Language 1 3
Foreign Language 2 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 3
Interest rate curve models 3
New technology and the sharing economy (X) 4
General concepts in law and introduction to banking law 2
Online learning and aggregation 3
Optimal Transport: Theory, Computations, Statistics, and ML Applications 3
Portfolio Management 4
Levy process (ENSTA) 3
GPU program 2
Research project in finance and insurance – S2 3
Data science and socials science project – S2 (reserved for DSSS track) 3
Public Finance (Economics) (X) 4
Regulation and Insurance 2
Financial regulation (ENSTA) 2
Reinforcement learning 3
Risk Management and Reinsurance 2
Credit Risks: practical approach (ENSTA) 2
Science of social and economic networks 4
Insurance seminars 0
Economic policy seminar 3
Surveys Seminar 2
Financial conferences 1
Seminar in quantitative marketing 2
Sociological perspectives on inequality 4
Sociology of health and illness 3
Statistics 3 4
Structural Econometrics of Education 2
Topics in Applied Public Economics: Healthcare 4
Urban Labor and Housing Markets 2
Pricing and hedging derivatives with multiple yield curves (ENSTA) 3


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.