Category Archives: Resources

This category contains post which will contain links to resources such as websites, magazines or books.

Your chance to get to know Game Theory!

Good evening,

There is a section in this blog that I haven’t been able to fill with new content for a long time: the part dedicated to Game Theory. The main reason is that I’m not using that field in my day-to-day job, so it’s a bit difficult to find good and accessible topics to discuss here.

However, I have good news for those of you who are eager to discover more about this topic. A few months ago, I told you about Coursera in this post. For those of you who missed it, Coursera provides users with free high quality online classes from top-tier universities.

By now, you probably guessed what this post is all about! As a matter of fact, starting January 7th 2013, there will be a Game Theory from Stanford University available to us. You can check out all the details and register for the class on the official page. Here is the abstract of the class:

Popularized by movies such as “A Beautiful Mind”, game theory is the mathematical modeling of strategic interaction among rational (and irrational) agents. Beyond what we call ‘games’ in common language, such as chess, poker, soccer, etc., it includes the modeling of conflict among nations, political campaigns, competition among firms, and trading behavior in markets such as the NYSE. How could you begin to model eBay, Google keyword auctions, and peer to peer file-sharing networks, without accounting for the incentives of the people using them? The course will provide the basics: representing games and strategies, the extensive form (which computer scientists call game trees), Bayesian games (modeling things like auctions), repeated and stochastic games, and more. We’ll include a variety of examples including classic games and a few applications.

For those of you who haven’t seen the movie “A beautiful mind” yet, I strongly encourage you to do it, and if you’re not yet convinced, here is the trailer:


About the class itself, the description says it is based on a book I extensively used for my paper on Penalty Shots in Ice Hockey, and which is available on Amazon:

Essentials of Game Theory: A Concise, Multidisciplinary Introduction (Synthesis Lectures on Artificial Intelligence and Machine Learning)

Both authos, Kevin Leyton-Brown and Yoav Shoham are two leading contributors of the game theory field and they are both professors of the class. Hence, I can’t emphasize enough how good I think this class will be.

I do not expect I will be available to take all the exercises because my spare time will be mainly dedicated to the CFA Level II (see the countdown at the top of the menu on the right), but if you wish to do so, don’t forget you can get a certificate of completion.

That’s it for now! Please let me know what you think of the class!

See you next time!

Free top quality online classes

Good afternoon everyone!

I decided today to take the opportunity to write this post about a new resource I discovered a few month ago and which I have been using ever since then, Coursera.

The idea behind Coursera is to provide free online video classes to be accessed by students all over the world at any time, for free. The first question that storms to mind is What kind of class does it provide?. I’d say that the scope would be anything that you can learn in an Undergraduate program and beyond (Graduate, Phd, …), and that’s the beauty of it. The second question is Who’s teaching the class? Well fasten you seat belts, because here is the answer:

United States

  • Stanford University
  • Princeton University
  • University of Michigan
  • University of Pennsylvania
  • University of Virginia
  • University of Washington
  • University of Illinois at Urbana-Champaign
  • University of California, San Francisco
  • California Institute of Technology
  • Duke University
  • Georgia Institute of Technology
  • John Hopkins University
  • Rice University


  • University of Toronto


  • University of Edinburgh


  • Ecole Polytechnique Federale de Lausanne (EPFL)

Yes, it is astonishing. Don’t even try to think that the universities sent second-zone professors to use the tool, first class academics are teaching you the material through the video as if it was a 1-to-1 session. To name a few, and mostly because they are the one I knew or heard of before discovering the website:

  • Andrew NG (Stanford, Co-founder of Coursera), teaching Machine Learning
  • Dan Boneh (Stanford) teaching Cryptography
  • Martin Odersky (EPFL, whom I have the chance to know) teaching Functional programming

As I mentioned, the scope of the classes is very broad. The first courses that got my attention were focused on computer science and statistics (I’ll come back to the one I took or am planning to take), but I saw medical schools classes, history, mathematics, social engineering, and I believe there is and will be more.

The format of each class is similar and particularly brilliant. The curriculum is split week by week  each of which have particular topic. Your are provided with a series of short videos (called segments) 5 to 25 minutes long from what I’ve seen, which makes it particularly convenient for user who have a day job or students which are already following a heavy program. Each segment will typically start with an introduction where you will see the professor and then switches to displaying slides which are dynamically annotated by the professor while he speaks. Even better, the annotated slides are available from download before the class starts, so you can literally feel as if you were in the classroom although you are … at home.

Another great aspects on Coursera is that it is interactive. During a video, the professor can pause the cast and ask a question to which the viewer can answer either by choosing between several options or by filling in a specific value and then validate. This is not blocking (you can skip the question) but is pretty handy to check whether you understood what was said thus far in the lecture. Most importantly each week is accompanied with an exercise set which is graded (I’ll come back to the grading mechanism) and which also works either on plain value filling or multiple choice picking. Extra assignments for extra points can require either submitting answers to challenging problem or even code (I’ve never done it though).

As I mentioned, the exercises sets are graded and each course ends up with a final exam. If you successfully complete the assignments and the final, you will the “pass” the class and receive a certificate of completion (I think this depends on the class, but all the ones I’ve taken so far provided that option). As certification is purely optional you can enroll to a course and basically just watch the videos, or the specific part you’re interested in.

Finally, I want to share the different courses I enrolled in:

  • Machine Learning
  • Gamification
  • Model Thinking
  • Neural Networks for Machine Learning
  • Probabilistic Graphical Models
  • An introduction to interactive programming using Python
  • Cryptography
  • Basic Behavioral Neurology
  • Computational Investing Part I

To sum up, Coursera is free, interactive, and can provide certification upon completion of assignments and a final exam. Try it out!

See you soon!