Michael Rockinger

EPFL AVP-PGE EDFI-ENS
EXTRA 214 (Extranef UNIL)
Rte de la Chamberonne
CH-1015 Lausanne

Office:  EXTRA 214
EPFL > VPA > VPA-AVP-PGE > AVP-PGE-EDOC > EDFI-ENS

EPFL CDM IF-GE
ODY 3 18 (Odyssea)
Station 5
CH-1015 Lausanne

Office:  ODY 3 18
EPFL > CDM > CDM-IF > IF-ENS

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Administrative data

Teaching & PhD

Teaching

Financial engineering

Courses

Financial Econometrics II

This course has 3 parts - We understand how to use moment based estimations to obtain the parameters for explicit or implicit models. - We learn how to estimate latent parameters in a time series context with the Kalman filter. - Machine learning tools belong in any PhDs toolkit.