Third Year Course catalog

All of the third year courses are open to students of the Ingénieur ENSAE Program, subject to compatibility with their timetable. In each specialization track, elective courses can be replaced by one or more of the courses below.

Semester 1

Matière 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
Algorithmic trading 3
Corporate Financial Strategy 2
Applied Statistical Learning 4
Big data and data rights 2
C++ (2A) 2
Catastrophic Risks and Insurance Markets 4
Understanding National Accounts 3
Computational statistics 3
Copulas and financial applications 3
Demography 2
Duration Models 3
Dynamic pricing and revenue management 2
Dynamic statistical models with hidden variables 3
Econometrics of Competition (X) 4
Practical Tools For the Analysis of Big Data 3
Empirical Industrial Organization 4
Enchères et Matchings: Learning and Approximations 3
Entrepreneurship 1 3
Economics of sustainable development 4
Non Parametric Estimation 4
Experiments in Economics and social sciences 4
Public Finance 3
Financial Econometrics 4
Financial markets: an introduction to Econophysics 3
Health Economics 4
Hidden Markov models and Sequential Monte-Carlo methods 3
High-dimensional statistics 4
International trade 4
Introduction to risk management 3
Labor economics 4
Foreign Language 1 3
Foreign Language 2 3
Macroeconometrics 4
Marketing 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
In-depth project in Finance/insurance 3
Public Economics 4
Randomized Methods and Policy Evaluation 4
Risk measures 2
Risk Theory 2
Social Science Genetics 4
Surveys (2A) 3
Bayesian Statistics 4
Stochastic Calculus (ENSTA) 3
Microeconomic Theory of Insurance 3
Theory of Industrial Organization 4
Topics in Law, Data and Economics 3
Topics in quantitative sociology 3
Valuation of startups (X) 2


Semester 2

Matière ECTS
Actuarial Study of Pensions 2
Actuarial Science with R 2
Advanced econometrics: Semi-parametric and simulations 4
Advanced Microconomics: Theory of contracts and incentives 4
Short-Term Macroeconomic Analysis 2
Bootstrap Applications and Other Resampling Methods 3
Applied Macroeconometrics 4
Artificial intelligence for actuarial studies 3
Bayesian methods and applications in marketing 2
Blockchain Technologies and Tokenomics 3
Business Data Challenge 6
Competition policy in practice: cases 3
Compressed Sensing 4
Conférences professionnelles Finance 1
Credit risk 3
Data challenges in actuarial science and regulation 2
Data Storytelling 3
Deep Learning: Models and Optimization 3
Development Economics 2
The Law of Banking and Financial Markets 2
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
Empirical methods for business decisions 3
Entrepreneurship 2 3
Digital Entrepreneurship 3
Extreme values theory 3
Green Finance 3
Forecast evaluation and model selection 3
GARCH and stochastic volatility models 3
Banking Asset and Liabilities Management 2
Applied Statistics (Tutorials) 6
History and Epistemology of Statistics 2
Foreign Language 1 3
Foreign Language 2 3
Interest rate curve models 4
Machine Learning for Econometrics 4
Machine Learning for Finance 4
Machine Learning for Natural Language Processing 3
Merger and Acquisition 3
Méthodes numériques en ingénierie financière 3
New technology and the sharing economy (X) 4
New Accounting Norms and Financial Regulation 3
Online learning and aggregation 3
Optimal Transport: Theory, Computations, Statistics, and ML Applications 3
Portfolio Management 3
Lévy Process (ENSTA) 3
GPU Program 2
In-depth project in Finance/insurance 3
Regulation and Insurance 2
Financial Regulation (ENSTA) 2
Reinforcement learning 3
Risk Management and Reinsurance 3
Credit Risks: Practical Approach (ENSTA) 2
Science of Social and Economic Networks 4
Insurance Seminars 0
Economic Policy Seminar 3
Surveys Seminar 3
Seminar in quantitative marketing 2
Sociological perspectives on inequality 4
Sociology of health and illness 4
Cultural Sociology 4
Statistics 3 4
Structural Econometrics of Education 4
Advanced Theory for Machine Learning 2
Topics in Applied Public Economics: Healthcare 4
Distributed Data Processing 3
Urban Labor and Housing Markets 2
Valorisation de produits dérivés en présence de courbes de taux multiples (ENSTA) 3

NB : les cours du cursus intégré (fin août à fin septembre) ne sont pas mentionnés dans ce tableau ; ni les cours ouverts uniquement pour un master partenaire (Master in Economics etc) hors cycle ingénieur.