Archive of the autumn 2025 course. This course has ended. The template projects described on this site (RiskCalc, PyMort, EconGames, QSim, SimCLT) are not offered in 2026. The 2026 course is Data Science and Advanced Programming.

Course Syllabus

Learning objectives, schedule, grading policy, and course requirements

2025

Data Science and Advanced Programming

DSAP • HEC Lausanne • Mondays 12:30–16:00 • Internef 263

View Materials →

📄 Note: View the Professor's Official Syllabus for the most up-to-date course details and schedule

Course Overview

Goal

Learning Objectives

Master Python, statistical learning, and high-performance computing for quantitative analysis in Economics and Finance.

Format

Course Structure

Three 45-minute lectures + one 45-minute hands-on session per week with practical applications.

Platform

Nuvolos Cloud

All materials distributed via cloud platform. Enroll here.

Community

Discord Server

Real-time help and peer support. Join Discord.

Skills You'll Master

🐍

Python Programming

Clean, efficient code • NumPy & Pandas • Visualization

📊

Statistical Learning

Bias–variance • Model assessment • ML algorithms

🧠

Machine Learning

Regression • Classification • Tree methods • Neural networks

⚡

High-Performance Computing

Code acceleration • Parallel processing • Optimization

🎯

Project Management

End-to-end projects • Version control • Presentation

Course Schedule

Detailed weekly materials are available in the Weekly Materials Hub.

Part I

Python Foundations

Weeks 1-6
Course Setup Unix/Linux & Git Python Basics Functions & OOP Generative AI
Part II

Data Science

Weeks 7-10
Linear Regression Classification Unsupervised Learning Deep Learning
Part III

Advanced Topics

Weeks 11-14
Advanced ML High-Performance Computing Project Presentations

Assessment & Grading

🎯

Individual Project

Python programming project • 10-page report • GitHub repository • Optional presentation

View Project Guidelines →
📝

No Exams

Assessment based entirely on demonstrating understanding through the capstone project

⭐

Bonus Points

Additional opportunities through homework assignments throughout the semester

Course References & Textbooks

Statistical Learning

An Introduction to Statistical Learning

James, Witten, Hastie, Tibshirani (2nd Edition)

statlearning.com

Machine Learning

Probabilistic Machine Learning: An Introduction

Kevin P. Murphy • MIT Press

probml.github.io/book1

Deep Learning

Deep Learning

Goodfellow, Bengio, Courville • MIT Press

deeplearningbook.org

Python Programming

Introduction to Computation and Programming Using Python

John V. Guttag • MIT Press

Comprehensive introduction to Python programming

Scientific Python

A Primer on Scientific Programming with Python

Hans Petter Langtangen • Springer

Focus on scientific computing applications

Economics & Finance

QuantEcon

Lectures on quantitative economics

quantecon.org