1 - 6 of 6 results for: EE 178

Financial systems have spurred technological innovation and, in turn, are driven by cutting-edge technological developments. This seminar course explores the synergy. Students will learn from faculty and industry experts (from the finance and tech industries) how to build faster, fairer and better fintech. Topics include network infrastructure: packet switch architectures, data center fabrics, ultra-low latency trading systems and financial exchange fabrics; cloud computing infrastructure: building large-scale risk computation platforms using virtual machines, containers and serverless computing; challenges and opportunities in building cloud-native financial exchanges: the role of fairness and synchronized clocks; AI/ML in fintech; and trading systems based on distributed ledger technologies. Recommended: Knowledge of basic Networking , OS or Distributed Systems ( CS 140, CS 144) and basic probability courses ( CS 109, EE 178).

Introduction to machine learning. Formulation of supervised and unsupervised learning problems. Regression and classification. Data standardization and feature engineering. Loss function selection and its effect on learning. Regularization and its role in controlling complexity. Validation and overfitting. Robustness to outliers. Simple numerical implementation. Experiments on data from a wide variety of engineering and other disciplines. Undergraduate students should enroll for 5 units, and graduate students should enroll for 3 units. Prerequisites: EE 103; EE 178 or CS 109; CS106A or equivalent.

Introduction to probability and statistics and their role in modeling and analyzing real world phenomena. Events, sample space, and probability. Discrete random variables, probability mass functions, independence and conditional probability, expectation and conditional expectation. Continuous random variables, probability density functions, independence and expectation, derived densities. Transforms, moments, sums of independent random variables. Simple random processes. Limit theorems. Introduction to statistics: significance, estimation and detection. Prerequisites: basic calculus.

This course will introduce you to fundamental signal processing concepts and tools needed to apply machine learning to discrete signals. You will learn about commonly used techniques for capturing, processing, manipulating, learning and classifying signals. The topics include: mathematical models for discrete-time signals, vector spaces, Fourier analysis, time-frequency analysis, Z-transforms and filters, signal classification and prediction, basic image processing, compressed sensing and deep learning. This class will culminate in a final project. Prerequisites: EE 102A and EE 102B or equivalent, basic programming skills (Matlab). EE 103 and EE 178 are recommended.

Digital communication is a rather unique field in engineering in which theoretical ideas have had an extraordinary impact on the design of actual systems. The course provides a basic understanding of the analysis and design of digital communication systems, building on various ideas from probability theory, stochastic processes, linear algebra and Fourier analysis. Topics include: detection and probability of error for binary and M-ary signals (PAM, QAM, PSK), receiver design and sufficient statistics, controlling the spectrum and the Nyquist criterion, bandpass communication and up/down conversion, design trade-offs: rate, bandwidth, power and error probability, coding and decoding (block codes, convolutional coding and Viterbi decoding). Prerequisites: 179 or 261, and 178 or 278