This two-year master's programme leverages the expertise of TSE’s Mathematics and Economics departments, zooming in on areas such as artificial intelligence, big data, and machine learning. In the first year, students find their footing in mathematics, statistics, and their applications to economics.

“The second year has a strong emphasis on research-based training,” explains Professor Eric Gautier. “It serves two purposes: acting as the first year of a PhD in the North American system for those pursuing academia and preparing students for professional integration through courses in Machine Learning, AI, Risk Analysis, and Finance.”

Throughout, students benefit from TSE’s culture of collaboration with leading researchers and industry partners. And through hands-on research projects, they learn everything there is to know about applying optimisation techniques and quantitative methods to economic and interdisciplinary problems.

“In High-Dimensional Models, I focus on the simplest models but spend time so that students understand why you can handle models with more parameters than the sample size if the model is parsimonious of unknown form,” shares Professor Gautier. “I also give examples from the social and life sciences but emphasise the most on applications in Economics/Econometrics because this is the identity of TSE.”