Suchergebnis: Katalogdaten im Herbstsemester 2019

Data Science Master Information
Interdisziplinäre Wahlfächer
NummerTitelTypECTSUmfangDozierende
227-1033-00LNeuromorphic Engineering I Belegung eingeschränkt - Details anzeigen
Registration in this class requires the permission of the instructors. Class size will be limited to available lab spots.
Preference is given to students that require this class as part of their major.
W6 KP2V + 3UT. Delbrück, G. Indiveri, S.‑C. Liu
KurzbeschreibungThis course covers analog circuits with emphasis on neuromorphic engineering: MOS transistors in CMOS technology, static circuits, dynamic circuits, systems (silicon neuron, silicon retina, silicon cochlea) with an introduction to multi-chip systems. The lectures are accompanied by weekly laboratory sessions.
LernzielUnderstanding of the characteristics of neuromorphic circuit elements.
InhaltNeuromorphic circuits are inspired by the organizing principles of biological neural circuits. Their computational primitives are based on physics of semiconductor devices. Neuromorphic architectures often rely on collective computation in parallel networks. Adaptation, learning and memory are implemented locally within the individual computational elements. Transistors are often operated in weak inversion (below threshold), where they exhibit exponential I-V characteristics and low currents. These properties lead to the feasibility of high-density, low-power implementations of functions that are computationally intensive in other paradigms. Application domains of neuromorphic circuits include silicon retinas and cochleas for machine vision and audition, real-time emulations of networks of biological neurons, and the development of autonomous robotic systems. This course covers devices in CMOS technology (MOS transistor below and above threshold, floating-gate MOS transistor, phototransducers), static circuits (differential pair, current mirror, transconductance amplifiers, etc.), dynamic circuits (linear and nonlinear filters, adaptive circuits), systems (silicon neuron, silicon retina and cochlea) and an introduction to multi-chip systems that communicate events analogous to spikes. The lectures are accompanied by weekly laboratory sessions on the characterization of neuromorphic circuits, from elementary devices to systems.
LiteraturS.-C. Liu et al.: Analog VLSI Circuits and Principles; various publications.
Voraussetzungen / BesonderesParticular: The course is highly recommended for those who intend to take the spring semester course 'Neuromorphic Engineering II', that teaches the conception, simulation, and physical layout of such circuits with chip design tools.

Prerequisites: Background in basics of semiconductor physics helpful, but not required.
227-0421-00LLearning in Deep Artificial and Biological Neuronal NetworksW4 KP3GB. Grewe
KurzbeschreibungDeep-Learning (DL) a brain-inspired weak for of AI allows training of large artificial neuronal networks (ANNs) that, like humans, can learn real-world tasks such as recognizing objects in images. However, DL is far from being understood and investigating learning in biological networks might serve again as a compelling inspiration to think differently about state-of-the-art ANN training methods.
LernzielThe main goal of this lecture is to provide a comprehensive overview into the learning principles neuronal networks as well as to introduce a diverse skill set (e.g. simulating a spiking neuronal network) that is required to understand learning in large, hierarchical neuronal networks. To achieve this the lectures and exercises will merge ideas, concepts and methods from machine learning and neuroscience. These will include training basic ANNs, simulating spiking neuronal networks as well as being able to read and understand the main ideas presented in today’s neuroscience papers.
After this course students will be able to:
- read and understand the main ideas and methods that are presented in today’s neuroscience papers
- explain the basic ideas and concepts of plasticity in the mammalian brain
- implement alternative ANN learning algorithms to ‘error backpropagation’ in order to train deep neuronal networks.
- use a diverse set of ANN regularization methods to improve learning
- simulate spiking neuronal networks that learn simple (e.g. digit classification) tasks in a supervised manner.
InhaltDeep-learning a brain-inspired weak form of AI allows training of large artificial neuronal networks (ANNs) that, like humans, can learn real-world tasks such as recognizing objects in images. The origins of deep hierarchical learning can be traced back to early neuroscience research by Hubel and Wiesel in the 1960s, who first described the neuronal processing of visual inputs in the mammalian neocortex. Similar to their neocortical counterparts ANNs seem to learn by interpreting and structuring the data provided by the external world. However, while on specific tasks such as playing (video) games deep ANNs outperform humans (Minh et al, 2015, Silver et al., 2018), ANNs are still not performing on par when it comes to recognizing actions in movie data and their ability to act as generalizable problem solvers is still far behind of what the human brain seems to achieve effortlessly. Moreover, biological neuronal networks can learn far more effectively with fewer training examples, they achieve a much higher performance in recognizing complex patterns in time series data (e.g. recognizing actions in movies), they dynamically adapt to new tasks without losing performance and they achieve unmatched performance to detect and integrate out-of-domain data examples (data they have not been trained with). In other words, many of the big challenges and unknowns that have emerged in the field of deep learning over the last years are already mastered exceptionally well by biological neuronal networks in our brain. On the other hand, many facets of typical ANN design and training algorithms seem biologically implausible, such as the non-local weight updates, discrete processing of time, and scalar communication between neurons. Recent evidence suggests that learning in biological systems is the result of the complex interplay of diverse error feedback signaling processes acting at multiple scales, ranging from single synapses to entire networks.
SkriptThe lecture slides will be provided as a PDF after each lecture.
Voraussetzungen / BesonderesThis advanced level lecture requires some basic background in machine/deep learning. Thus, students are expected to have a basic mathematical foundation, including linear algebra, multivariate calculus, and probability. The course is not to be meant as an extended tutorial of how to train deep networks in PyTorch or Tensorflow, although these tools used.
The participation in the course is subject to the following conditions:

1) The number of participants is limited to 120 students (MSc and PhDs).

2) Students must have taken the exam in Deep Learning (263-3210-00L) or have acquired equivalent knowledge.
227-0945-00LCell and Molecular Biology for Engineers I
This course is part I of a two-semester course.
W3 KP2GC. Frei
KurzbeschreibungThe course gives an introduction into cellular and molecular biology, specifically for students with a background in engineering. The focus will be on the basic organization of eukaryotic cells, molecular mechanisms and cellular functions. Textbook knowledge will be combined with results from recent research and technological innovations in biology.
LernzielAfter completing this course, engineering students will be able to apply their previous training in the quantitative and physical sciences to modern biology. Students will also learn the principles how biological models are established, and how these models can be tested.
InhaltLectures will include the following topics (part I and II): DNA, chromosomes, RNA, protein, genetics, gene expression, membrane structure and function, vesicular traffic, cellular communication, energy conversion, cytoskeleton, cell cycle, cellular growth, apoptosis, autophagy, cancer, development and stem cells.

In addition, 4 journal clubs will be held, where recent publications will be discussed (2 journal clubs in part I and 2 journal clubs in part II). For each journal club, students (alone or in groups of up to three students) have to write a summary and discussion of the publication. These written documents will be graded and count as 40% for the final grade.
SkriptScripts of all lectures will be available.
Literatur"Molecular Biology of the Cell" (6th edition) by Alberts, Johnson, Lewis, Raff, Roberts, and Walter.
261-5100-00LComputational Biomedicine Information Belegung eingeschränkt - Details anzeigen
Number of participants limited to 60.
W5 KP2V + 1U + 1AG. Rätsch, V. Boeva, N. Davidson
KurzbeschreibungThe course critically reviews central problems in Biomedicine and discusses the technical foundations and solutions for these problems.
LernzielOver the past years, rapid technological advancements have transformed classical disciplines such as biology and medicine into fields of apllied data science. While the sheer amount of the collected data often makes computational approaches inevitable for analysis, it is the domain specific structure and close relation to research and clinic, that call for accurate, robust and efficient algorithms. In this course we will critically review central problems in Biomedicine and will discuss the technical foundations and solutions for these problems.
InhaltThe course will consist of three topic clusters that will cover different aspects of data science problems in Biomedicine:
1) String algorithms for the efficient representation, search, comparison, composition and compression of large sets of strings, mostly originating from DNA or RNA Sequencing. This includes genome assembly, efficient index data structures for strings and graphs, alignment techniques as well as quantitative approaches.
2) Statistical models and algorithms for the assessment and functional analysis of individual genomic variations. this includes the identification of variants, prediction of functional effects, imputation and integration problems as well as the association with clinical phenotypes.
3) Models for organization and representation of large scale biomedical data. This includes ontolgy concepts, biomedical databases, sequence annotation and data compression.
Voraussetzungen / BesonderesData Structures & Algorithms, Introduction to Machine Learning, Statistics/Probability, Programming in Python, Unix Command Line
261-5112-00LAdvanced Approaches for Population Scale Compressive Genomics Belegung eingeschränkt - Details anzeigen
Number of participants limited to 30.
W3 KP2GA. Kahles
KurzbeschreibungResearch in Biology and Medicine have been transformed into disciplines of applied data science over the past years. Not only size and inherentcomplexity of the data but also requirements on data privacy and complexity of search and access pose a wealth of new research questions.
LernzielThis interactive course will explore the latest research on algorithms and data structures for population scale genomics applications and give insights into both the technical basis as well as the domain questions motivating it.
InhaltOver the duration of the semester, the course will cover three main topics. Each of the topics will consist of 70-80% lecture content and 20-30% seminar content.
1) Algorithms and data structures for text and graph compression. Motivated through applications in compressive genomics, the course will cover succinct indexing schemes for strings, trees and general graphs, compression schemes for binary matrices as well as the efficient representation of haplotypes and genomic variants.
2) Stochastic data structures and algorithms for approximate representation of strings and graphs as well as sets in general. This includes winnowing schemes and minimizers, sketching techniques, (minimal perfect) hashing and approximate membership query data structures.
3) Data structures supporting encryption and data privacy. As an extension to data structures discussed in the earlier topics, this will include secure indexing using homomorphic encryption as well as design for secure storage and distribution of data.
636-0017-00LComputational Biology Information W6 KP3G + 2AT. Vaughan, T. Stadler
KurzbeschreibungThe aim of the course is to provide up-to-date knowledge on how we can study biological processes using genetic sequencing data. Computational algorithms extracting biological information from genetic sequence data are discussed, and statistical tools to understand this information in detail are introduced.
LernzielAttendees will learn which information is contained in genetic sequencing data and how to extract information from this data using computational tools. The main concepts introduced are:
* stochastic models in molecular evolution
* phylogenetic & phylodynamic inference
* maximum likelihood and Bayesian statistics
Attendees will apply these concepts to a number of applications yielding biological insight into:
* epidemiology
* pathogen evolution
* macroevolution of species
InhaltThe course consists of four parts. We first introduce modern genetic sequencing technology, and algorithms to obtain sequence alignments from the output of the sequencers. We then present methods for direct alignment analysis using approaches such as BLAST and GWAS. Second, we introduce mechanisms and concepts of molecular evolution, i.e. we discuss how genetic sequences change over time. Third, we employ evolutionary concepts to infer ancestral relationships between organisms based on their genetic sequences, i.e. we discuss methods to infer genealogies and phylogenies. Lastly, we introduce the field of phylodynamics, the aim of which is to understand and quantify population dynamic processes (such as transmission in epidemiology or speciation & extinction in macroevolution) based on a phylogeny. Throughout the class, the models and methods are illustrated on different datasets giving insight into the epidemiology and evolution of a range of infectious diseases (e.g. HIV, HCV, influenza, Ebola). Applications of the methods to the field of macroevolution provide insight into the evolution and ecology of different species clades. Students will be trained in the algorithms and their application both on paper and in silico as part of the exercises.
SkriptLecture slides will be available on moodle.
LiteraturThe course is not based on any of the textbooks below, but they are excellent choices as accompanying material:
* Yang, Z. 2006. Computational Molecular Evolution.
* Felsenstein, J. 2004. Inferring Phylogenies.
* Semple, C. & Steel, M. 2003. Phylogenetics.
* Drummond, A. & Bouckaert, R. 2015. Bayesian evolutionary analysis with BEAST.
Voraussetzungen / BesonderesBasic knowledge in linear algebra, analysis, and statistics will be helpful. Programming in R will be required for the project work (compulsory continuous performance assessments). We provide an R tutorial and help sessions during the first two weeks of class to learn the required skills. However, in case you do not have any previous experience with R, we strongly recommend to get familiar with R prior to the semester start. For the D-BSSE students, we highly recommend the voluntary course „Introduction to Programming“, which takes place at D-BSSE from Wednesday, September 12 to Friday, September 14, i.e. BEFORE the official semester starting date http://www.cbb.ethz.ch/news-events.html
For the Zurich-based students without R experience, we recommend the R course Link, or working through the script provided as part of this R course.
701-0023-00LAtmosphäre Information W3 KP2VE. Fischer, T. Peter
KurzbeschreibungGrundlagen der Atmosphäre, physikalischer Aufbau und chemische Zusammensetzung, Spurengase, Kreisläufe in der Atmosphäre, Zirkulation, Stabilität, Strahlung, Kondensation, Wolken, Oxidationspotential und Ozonschicht.
LernzielVerständnis grundlegender physikalischer und chemischer Prozesse in der Atmosphäre. Kenntnis über die Mechanismen und Zusammenhänge von: Wetter - Klima, Atmosphäre - Ozeane - Kontinente, Troposphäre - Stratosphäre. Verständnis von umweltrelevanten Strukturen und Vorgängen in sehr unterschiedlichem Massstab. Grundlagen für eine modellmässige Darstellung komplexer Zusammenhänge in der Atmosphäre.
InhaltGrundlagen der Atmosphäre, physikalischer Aufbau und chemische Zusammensetzung, Spurengase, Kreisläufe in der Atmosphäre, Zirkulation, Stabilität, Strahlung, Kondensation, Wolken, Oxidationspotential und Ozonschicht.
SkriptSchriftliche Unterlagen werden abgegeben.
Literatur- John H. Seinfeld and Spyros N. Pandis, Atmospheric Chemistry and Physics: From Air Pollution to Climate Change, Wiley, New York, 1998.
- Gösta H. Liljequist, Allgemeine Meteorologie, Vieweg, Braunschweig, 1974.
701-0473-00LWettersysteme Information W3 KP2GM. A. Sprenger, F. S. Scholder-Aemisegger
KurzbeschreibungSatellitenbeobachtungen; Analyse vertikaler Sondierungen; Geostrophischer und thermischer Wind; Tiefdruckwirbel in den mittleren Breiten; globalen Zirkulation; Nordatlantische Oszillation; Atmosphärische Blockierungswetterlagen; Eulersche und Lagrange Perspektive der Dynamik;
Potentielle Vortizität; Alpine Dynamik (Windstürme, Um- und Überströmung von Gebirgen); Planetare Grenzschicht
LernzielDie Studierenden können:
- die gängigen Mess- und Analysemethoden der Atmosphärendynamik erklären
- mathematische Grundlagen der Atmosphärendynamik beispielhaft erklären
- die Dynamik von globalen und synoptisch-skaligen Prozessen erklären
- den Einfluss von Gebirgen auf die Atmosphärendynamik erklären
InhaltSatellitenbeobachtungen; Analyse vertikaler Sondierungen; Geostrophischer und thermischer Wind; Tiefdruckwirbel in den mittleren Breiten; Überblick und Energetik der globalen Zirkulation; Nordatlantische Oszillation; Atmosphärische Blockierungswetterlagen; Eulersche und Lagrange Perspektive der Dynamik;
Potentielle Vortizität; Alpine Dynamik (Windstürme, Um- und Überströmung von Gebirgen); Planetare Grenzschicht
SkriptVorlesungsskript + Folien
LiteraturAtmospheric Science, An Introductory Survey
John M. Wallace and Peter V. Hobbs, Academic Press
701-1251-00LLand-Climate Dynamics Information Belegung eingeschränkt - Details anzeigen
Number of participants limited to 36.
W3 KP2GS. I. Seneviratne, E. L. Davin
KurzbeschreibungThe purpose of this course is to provide fundamental background on the role of land surface processes (vegetation, soil moisture dynamics, land energy and water balances) in the climate system. The course consists of 2 contact hours per week, including lectures, group projects and computer exercises.
LernzielThe students can understand the role of land processes and associated feedbacks in the climate system.
SkriptPowerpoint slides will be made available
Voraussetzungen / BesonderesPrerequisites: Introductory lectures in atmospheric and climate science
Atmospheric physics -> Link
and/or
Climate systems -> Link
101-0417-00LTransport Planning MethodsW6 KP4GK. W. Axhausen
KurzbeschreibungThe course provides the necessary knowledge to develop models supporting and also evaluating the solution of given planning problems.
The course is composed of a lecture part, providing the theoretical knowledge, and an applied part in which students develop their own models in order to evaluate a transport project/ policy by means of cost-benefit analysis.
Lernziel- Knowledge and understanding of statistical methods and algorithms commonly used in transport planning
- Comprehend the reasoning and capabilities of transport models
- Ability to independently develop a transport model able to solve / answer planning problem
- Getting familiar with cost-benefit analysis as a decision-making supporting tool
InhaltThe course provides the necessary knowledge to develop models supporting the solution of given planning problems and also introduces cost-benefit analysis as a decision-making tool. Examples of such planning problems are the estimation of traffic volumes, prediction of estimated utilization of new public transport lines, and evaluation of effects (e.g. change in emissions of a city) triggered by building new infrastructure and changes to operational regulations.

To cope with that, the problem is divided into sub-problems, which are solved using various statistical models (e.g. regression, discrete choice analysis) and algorithms (e.g. iterative proportional fitting, shortest path algorithms, method of successive averages).

The course is composed of a lecture part, providing the theoretical knowledge, and an applied part in which students develop their own models in order to evaluate a transport project/ policy by means of cost-benefit analysis. Interim lab session take place regularly to guide and support students with the applied part of the course.
SkriptMoodle platform (enrollment needed)
LiteraturWillumsen, P. and J. de D. Ortuzar (2003) Modelling Transport, Wiley, Chichester.

Cascetta, E. (2001) Transportation Systems Engineering: Theory and Methods, Kluwer Academic Publishers, Dordrecht.

Sheffi, Y. (1985) Urban Transportation Networks: Equilibrium Analysis with Mathematical Programming Methods, Prentice Hall, Englewood Cliffs.

Schnabel, W. and D. Lohse (1997) Verkehrsplanung, 2. edn., vol. 2 of Grundlagen der Strassenverkehrstechnik und der Verkehrsplanung, Verlag für Bauwesen, Berlin.

McCarthy, P.S. (2001) Transportation Economics: A case study approach, Blackwell, Oxford.
101-0491-00LAgent Based Modeling in TransportationW6 KP4GT. J. P. Dubernet, M. Balac
KurzbeschreibungThis lectures provides a round tour of agent based models for transportation policy analysis. First, it introduces statistical methods to combine heterogeneous data sources in a usable representation of the population. Then, agent based models are described in details, and applied in a case study.
LernzielAt the end of the course, the students should:
- be aware of the various data sources available for mobility behavior analysis
- be able to combine those data sources in a coherent representation of the transportation demand
- understand what agent based models are, when they are useful, and when they are not
- have working knowledge of the MATSim software, and be able to independently evaluate a transportation problem using it
InhaltThis lecture provides a complete introduction to agent based models for transportation policy analysis. Two important topics are covered:

1) Combination of heterogeneous data sources to produce a representation of the transport system

At the center of agent based models and other transport analyses is the synthetic population, a statistically realistic representation of the population and their transport needs.
This part will present the most common types of data sources and statistical methods to generate such a population.

2) Use of Agent-Based methods to evaluate transport policies

The second part will introduce the agent based paradigm in details, including tradeoffs compared to state-of-practice methods.

An important part of the grade will come from a policy analysis to carry with the MATSim open-source software, which is developed at ETH Zurich and TU Berlin and gets used more and more by practitioners, notably the Swiss rail operator SBB.
LiteraturAgent-based modeling in general
Helbing, D (2012) Social Self-Organization, Understanding Complex Systems, Springer, Berlin.
Heppenstall, A., A. T. Crooks, L. M. See and M. Batty (2012) Agent-Based Models of Geographical Systems, Springer, Dordrecht.

MATSim

Horni, A., K. Nagel and K.W. Axhausen (eds.) (2016) The Multi-Agent Transport Simulation MATSim, Ubiquity, London
(http://www.matsim.org/the-book)

Additional relevant readings, mostly scientific articles, will be recommended throughout the course.
Voraussetzungen / BesonderesThere are no strict preconditions in terms of which lectures the students should have previously attended. However, knowledge of basic statistical theory is expected, and experience with at least one high-level programming language (Java, R, Python...) is useful. The course uses Python.
103-0227-00LCartography III Information W5 KP4GL. Hurni
KurzbeschreibungThis follow-up course proceeds to a complete Web map project and introduces in 3D and animated cartography.
LernzielThis course enables students to plan, design and realize interactive Web map projects. The introduction to 3D and animated cartography also provides a general knowledge about animated 3D graphics.
Inhalt- Web mapping
- Data processing
- Interaction design
- Graphical user interface
- 3D cartography
- Animated cartography
- Video production
SkriptHandouts of the lectures and exercise documents are available on Moodle.
Voraussetzungen / BesonderesFurther information at http://www.karto.ethz.ch/studium/lehrangebot.html
103-0237-00LGIS IIIW5 KP3GM. Raubal
KurzbeschreibungThe course deals with advanced topics in GIS, such as Business aspects and Legal issues; Geostatistics; Human-Computer Interaction; Cognitive Issues in GIS; Geosensors; and Machine Learning for GIS.
LernzielStudents will get a detailed overview of advanced GIS topics. They will work on a small project with geosensors in the lab and perform practical tasks relating to Geostatistics and Machine Learning.
SkriptLecture slides will be made available in digital form.
LiteraturO'Sullivan, D., & Unwin, D. (2010). Geographic Information Analysis (second ed.). Hoboken, New Jersey: Wiley.
103-0778-00LGIS and Geoinformatics LabW4 KP3PM. Raubal
KurzbeschreibungIndependent study project with (mobile) geoinformation technologies.
LernzielLearn how to work with (mobile) geoinformation technologies (including application design and programming).
263-3900-01LCommunication Networks Seminar Information Belegung eingeschränkt - Details anzeigen
Number of participants limited to 20.

The deadline for deregistering expires at the end of the second week of the semester. Students who are still registered after that date, but do not attend the seminar, will officially fail the seminar.
W2 KP2SA. Singla
KurzbeschreibungWe explore recent advances in networking by reading high quality research papers, and discussing open research opportunities, most of which are suitable for students to later take up as thesis or semester projects.
LernzielThe objectives are (a) to understand the state-of-the-art in the field; (b) to learn to read, present and critique papers; (c) to engage in discussion and debate about research questions; and (d) to identify opportunities for new research.

Students are expected to attend the entire seminar, choose a topic for presentation from a given list, make a presentation on that topic, and lead the discussion. Further, for each reading, every student needs to submit a review before the in-class discussion. Students are evaluated on their submitted reviews, their presentation and discussion leadership, and participation in seminar discussions.
LiteraturA program will be posted here: https://ndal.ethz.ch/courses/networks-seminar.html, comprising of a list of papers the seminar group will cover.
Voraussetzungen / BesonderesAn undergraduate-level understanding of networking, such that the student is familiar with concepts like reliable transport protocols (like TCP) and basics of Internet routing. ETH courses that fulfill this requirement: Computer Networks (252-0064-00L) and its predecessor (Operating Systems and Networks -- 252-0062-00L). Similar courses at other universities are also sufficient.
227-0575-00LAdvanced Topics in Communication Networks (Autumn 2019) Information W6 KP2V + 2UL. Vanbever
KurzbeschreibungThis class will introduce students to advanced, research-level topics in the area of communication networks, both theoretically and practically. Coverage will vary from semester to semester. Repetition for credit is possible, upon consent of the instructor. During the Fall Semester of 2019, the class will concentrate on network programmability and network data plane programming.
LernzielThe goal of this lecture is to introduce students to the latest advances in the area of computer networks, both theoretically and practically. The course will be divided in two main blocks. The first block (~7 weeks) will interleave classical lectures with practical exercises and paper readings. The second block (~6 weeks) will consist of a practical project which will be performed in small groups (~3 students). During the second block, lecture slots will be replaced by feedback sessions where students will be able to ask questions and get feedback about their project. The last week of the semester will be dedicated to student presentations and demonstrations.

During the Fall Semester of 2019 (and similarly to the 2018 edition), the class will focus on programmable network data planes and will involve developing network applications on top of the latest generation of programmable network hardware. By leveraging data-plane programmability, these applications can build deep traffic insights to, for instance, detect traffic anomalies (e.g. using Machine Learning), flexibly adapt forwarding behaviors (to improve performance), speed-up distributed applications (e.g. Map Reduce), or track network-wide health. More importantly, all this can now be done at line-rate, at forwarding speeds that can reach Terabits per second.
InhaltTraditionally, computer networks have been composed of "closed" network devices (routers, switches, middleboxes) whose features, forwarding behaviors and configuration interfaces are exclusively defined on a per-vendor basis. Innovating in such networks is a slow-paced process (if at all possible): it often takes years for new features to make it to mainstream network equipments. Worse yet, managing the network is hard and prone to failures as operators have to painstakingly coordinate the behavior of heterogeneous network devices so that they, collectively, compute a compatible forwarding state. Actually, it has been shown that the majority of the network downtimes are caused by humans, not equipment failures.

Network programmability and Software-Defined Networking (SDN) have recently emerged as a way to fundamentally change the way we build, innovate, and operate computer networks, both at the software *and* at the hardware level. Specifically, programmable networks now allow: (i) to adapt how traffic flows in the entire network through standardized software interfaces; and (ii) to reprogram the hardware pipeline of the network devices, i.e. the ASICs used to forward data packets.

Among others, we'll cover the following topics:
- The fundamentals and motivation behind network programmability;
- The design and optimization of network control loops;
- The use of advanced network data structures adapted for in-network execution;
- The P4 programming language and associated runtime environment;
- Hands-on examples of in-network applications solving hard problems in the area of data-centers, wide-area networks, and ISP networks.

The course will be divided in two blocks of 7 weeks. The first block will consist in traditional lectures introducing the concepts along with practical exercises to get acquainted with programmable data planes. The second block will consist of a project to be done in groups of few students (~3 students). The project will involve developing a fully working network application. Students will be free to propose their own application or pick one from a list. At the end of the course, each group will present its application in front of the class.
SkriptLecture notes and material will be made available before each course on the course website.
LiteraturRelevant references will be made available through the course website.
Voraussetzungen / BesonderesPrerequisites: Communication Networks (227-0120-00L) or equivalents / good programming skills (in any language) are expected as both the exercices and the final project will involve coding.
401-3922-00LLife Insurance MathematicsW4 KP2VM. Koller
KurzbeschreibungThe classical life insurance model is presented together with the important insurance types (insurance on one and two lives, term and endowment insurance and disability). Besides that the most important terms such as mathematical reserves are introduced and calculated. The profit and loss account and the balance sheet of a life insurance company is explained and illustrated.
Lernziel
401-3925-00LNon-Life Insurance: Mathematics and Statistics Information W8 KP4V + 1UM. V. Wüthrich
KurzbeschreibungThe lecture aims at providing a basis in non-life insurance mathematics which forms a core subject of actuarial sciences. It discusses collective risk modeling, individual claim size modeling, approximations for compound distributions, ruin theory, premium calculation principles, tariffication with generalized linear models and neural networks, credibility theory, claims reserving and solvency.
LernzielThe student is familiar with the basics in non-life insurance mathematics and statistics. This includes the basic mathematical models for insurance liability modeling, pricing concepts, stochastic claims reserving models and ruin and solvency considerations.
InhaltThe following topics are treated:
Collective Risk Modeling
Individual Claim Size Modeling
Approximations for Compound Distributions
Ruin Theory in Discrete Time
Premium Calculation Principles
Tariffication
Generalized Linear Models and Neural Networks
Bayesian Models and Credibility Theory
Claims Reserving
Solvency Considerations
SkriptM. V. Wüthrich, Non-Life Insurance: Mathematics & Statistics
http://ssrn.com/abstract=2319328
Voraussetzungen / BesonderesThe exams ONLY take place during the official ETH examination period.

This course will be held in English and counts towards the diploma of "Aktuar SAV". For the latter, see details under www.actuaries.ch.

Prerequisites: knowledge of probability theory, statistics and applied stochastic processes.
401-3928-00LReinsurance AnalyticsW4 KP2VP. Antal, P. Arbenz
KurzbeschreibungThis course provides an introduction to reinsurance from an actuarial perspective. The objective is to understand the fundamentals of risk transfer through reinsurance and models for extreme events such as natural or man-made catastrophes. The lecture covers reinsurance contracts, Experience and Exposure pricing, natural catastrophe modelling, solvency regulation, and insurance linked securities
LernzielThis course provides an introduction to reinsurance from an actuarial perspective. The objective is to understand the fundamentals of risk transfer through reinsurance and the mathematical approaches associated with low frequency high severity events such as natural or man-made catastrophes.
Topics covered include:
- Reinsurance Contracts and Markets: Different forms of reinsurance, their mathematical representation, history of reinsurance, and lines of business.
- Experience Pricing: Modelling of low frequency high severity losses based on historical data, and analytical tools to describe and understand these models
- Exposure Pricing: Loss modelling based on exposure or risk profile information, for both property and casualty risks
- Natural Catastrophe Modelling: History, relevance, structure, and analytical tools used to model natural catastrophes in an insurance context
- Solvency Regulation: Regulatory capital requirements in relation to risks, effects of reinsurance thereon, and differences between the Swiss Solvency Test and Solvency 2
- Insurance linked securities: Alternative risk transfer techniques such as catastrophe bonds
InhaltThis course provides an introduction to reinsurance from an actuarial perspective. The objective is to understand the fundamentals of risk transfer through reinsurance and the mathematical approaches associated with low frequency high severity events such as natural or man-made catastrophes.
Topics covered include:
- Reinsurance Contracts and Markets: Different forms of reinsurance, their mathematical representation, history of reinsurance, and lines of business.
- Experience Pricing: Modelling of low frequency high severity losses based on historical data, and analytical tools to describe and understand these models
- Exposure Pricing: Loss modelling based on exposure or risk profile information, for both property and casualty risks
- Natural Catastrophe Modelling: History, relevance, structure, and analytical tools used to model natural catastrophes in an insurance context
- Solvency Regulation: Regulatory capital requirements in relation to risks, effects of reinsurance thereon, and differences between the Swiss Solvency Test and Solvency 2
- Insurance linked securities: Alternative risk transfer techniques such as catastrophe bonds
SkriptSlides and lecture notes will be made available.
Voraussetzungen / BesonderesBasic knowledge in statistics, probability theory, and actuarial techniques
401-4889-00LMathematical Finance Information W11 KP4V + 2UJ. Teichmann
KurzbeschreibungAdvanced course on mathematical finance:
- semimartingales and general stochastic integration
- absence of arbitrage and martingale measures
- fundamental theorem of asset pricing
- option pricing and hedging
- hedging duality
- optimal investment problems
- additional topics
LernzielAdvanced course on mathematical finance, presupposing good knowledge in probability theory and stochastic calculus (for continuous processes)
InhaltThis is an advanced course on mathematical finance for students with a good background in probability. We want to give an overview of main concepts, questions and approaches, and we do this mostly in continuous-time models.

Topics include
- semimartingales and general stochastic integration
- absence of arbitrage and martingale measures
- fundamental theorem of asset pricing
- option pricing and hedging
- hedging duality
- optimal investment problems
- and probably others
SkriptThe course is based on different parts from different books as well as on original research literature.

Lecture notes will not be available.
Literatur(will be updated later)
Voraussetzungen / BesonderesPrerequisites are the standard courses
- Probability Theory (for which lecture notes are available)
- Brownian Motion and Stochastic Calculus (for which lecture notes are available)
Those students who already attended "Introduction to Mathematical Finance" will have an advantage in terms of ideas and concepts.

This course is the second of a sequence of two courses on mathematical finance. The first course "Introduction to Mathematical Finance" (MF I), 401-3888-00, focuses on models in finite discrete time. It is advisable that the course MF I is taken prior to the present course, MF II.

For an overview of courses offered in the area of mathematical finance, see Link.
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