Teaching

At Imperial I’ve taught Decision Analytics for the full-time and part-time MBA programs and several courses (Foundations of Maths & Statistics, Advanced Machine Learning, Financial Analytics) for the MSc in Business Analytics. In spring 2023 and 2024 I co-taught an PhD course on Machine Learning for Analytics, Marketing and Operations and since spring 2024 I’ve been teaching a PhD course on Stochastic Processes.

I have taught the following courses for the MSFE and MSOR programs in the IE & OR Department at Columbia University. Course material in some instances can be found by following the corresponding link.

• IEOR E4525 Machine Learning for OR and FE
  (Last taught in spring 2017)
• IEOR E4703 Monte Carlo Simulation
  (Last taught in spring 2017)
• IEOR E4706 Foundations of Financial Engineering
  (Last taught in fall 2015)
• IEOR E4602 Quantitative Risk Management
  (Last taught in spring 2016)
• IEOR E4728 Advanced Programming for Financial Engineering (Last taught in fall 2014 with Fadi Kaddoura)
• IEOR E6703 Advanced Financial Engineering
  (PhD course; last taught in fall 2011)
• IEOR E4707 Financial Engineering: Continuous-Time Models
  (Last taught in fall 2013)
• IEOR E4710 Term Structure Models
  (Last taught in spring 2012)