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 Machine Learning	4
Advanced Macroeconomics: Recursive Methods	4
Advanced optimisation	4
Algorithm Design and Analysis	3
Applied Statistical Learning	4
Bayesian Statistics	3
Blockchain: Bitcoin and Smart-Contracts	3
Catastrophic Risks, Cyber Risk and Insurance Markets	4
Copulas and financial applications	3
Corporate Financial Strategy	2
Cultural sociology	4
Demography	3
Duration Models	3
Dynamic models with latent variables	2
Dynamic pricing and revenue management	3
Econometrics of Competition (X)	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- group 1	2
Ethics and responsibility in data science- group 2	2
Experiments in Economics and Social Sciences	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	4
Hidden Markov Models and Sequential Monte-Carlo methods	3
High-dimensional statistics	4
Infrastructures and Software Systems	3
Insurance seminars	0
International trade	4
Labor economics	4
Machine learning for Portfolio Management and Trading	2
Macroeconometrics and Machine Learning	3
Macroeconometrics: Advanced Time-Series Analysis	3
Marketing	2
Methods in quantitative sociology	3
Microeconometric Evaluation of Public Policies	4
Modeling and managing energy risks	2
Monetary economics	3
Nonparametic estimation and testing	4
Political Economy	4
Pricing and hedging of financial derivatives	4
Public Economics	4
Public Finance	3
Randomized Methods and Policy Evaluation	4
Research project in finance and insurance - 1st semester	3
Risk measures	2
Statistical Methods of Econometrics	3
Stochastic Calculus (ENSTA)	3
Surveys	2.5
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
Algorithmic Trading	3
Applied Labor economics	3
Applied macroeconomic modelling: Policies, the business cycle, and the green transition	2
Artificial Intelligence in Insurance & Actuarial Studies	3
Bootstrap and Resampling Methods	3
Business Economics, Organization and Incentives	3
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 Storytelling	3
Deep Learning: Models and Optimization	3
Deployment of Data-Science Projects	2
Development Economics	2
Digital Economics	3
Digital entrepreneurship	3
Econometrics of Commodity and Asset Pricing	3
Economic policy seminar	3
Economics of Energy Markets	2
Economics of Inequality: Measures and Findings	4
Economics of redistribution and social protection	3
Empirical Environmental Economics	3
English 3A/M2 - S2	3
Entrepreneurship 2	3
Extreme-value theory	2
Fairness and privacy in machine learning	3
Financial conferences	1
Financial regulation	2
Foreign Language 2 - S2	2
GARCH and stochastic volatility models	3
General concepts in law and introduction to banking law	2
GPU program	2
History and epistemology of Statistics	3
Insurance seminars - S2	0
Interest rate curve models	3
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
New technology and the sharing economy (X)	4
Numerical Methods in Financial Engineering	3
Online learning and aggregation	3
Optimal Transport: From Theory to Tweaks, Computations and Applications in Machine Learning	3
Parallel Programming for Machine Learning	3
Portfolio management and Asset & Liability Management	4
Public Finance (Economics)	4
R language in Actuarial science	2
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
Sociological perspectives on inequality	4
Sociology of Gender Inequalities	4
Sociology of health and illness	3
Statistical Optimal Transport	2
Statistics 3	4
Structural Econometrics of Education	2
Surveys making	3
Surveys Seminar	2
Topics in Applied Public Economics: Healthcare	4
Urban Labor and Housing Markets	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.