Prerequisites: Refer to course syllabus. Selected topics of interest in the area of quantitative finance. Prerequisites: (IEORE4701) Commodities markets have been much in the public eye recently as volatility has increased and they changed from markets dominated by physical participants to ones which have a significant investor component. Empirical analysis of asset prices: heavy tails, test of the predictability of stock returns. Early Registration Tips - Industrial Engineering and Operations Class of Fall '19 Curriculum | MSBA Engineering | Business School Prerequisites: (IEORE6711) or Refer to course syllabus. Effects of randomness: machine breakdowns, random processing time. Transportation (travelling salesman and vehicle routing) and matching (online advertisement and school allocation) problems. IEORE4799MSFE Quantitative and Computational Bootcamp. Concepts will be reinforced with technical content as well as real-world data and examples. IEORE4505OPERATION RES IN PUBLIC POLICY. IEOR students only; priority to MSBA students. In part that is because foreign exchange is an interbank market. IEORE4722TOPICS IN QUANT FINANCE. Simply replace any of the fields (like DOI) with your own list of DOI and away you go. Prerequisite(s): Approval by a faculty member who agrees to supervise the work. Computational methods. Prerequisites: see notes re: points IEOR 3402, IEOR 4000 or permission of instructor Class requires 10 hours of time per week and possible client visits on Fridays. 1.00 point. Inventory management and production planning. 3.00 points. 3.00 points. Focus on service systems viewed as stochastic networks, exploiting the theoretical framework of queueing theory. 3.00 points. IEMEE4200HUMAN-CENTERED DESIGN AND INNOVATION. IEORE4007OPT MODELS METHODS FOR FE. Course covers overview of deep learning and neural networks; AI and robotics; imaging and vision; photonics; blockchain; smart/digital cities; and the application of these technologies for creating new products and services. CSORE4231ANALYSIS OF ALGORITHMS I. Prerequisites: Understanding of singe and multi-variable calculus. Prerequisite(s): for senior undergraduate Engineering students: IEORE3608, E3658, and E4307; for Engineering graduate students (M.S. 1.00-3.00 points. Data Analysis on IEEE Technology Navigator Prerequisites: optimization, applied probability, statistics or simulation. The end result is a dramatic increase in focus on these markets from all aspects of the financial markets, including the quantitative end. Economic and social networks have been used extensively to model a variety of situations, in which individual decision-makers are affected by the choices of their peers in the network. Prerequisites: PhD-level Linear Programming. IEORE4899Research Training. 3.00 points. IEORE4210SUPPLY CHAIN MANAGEMENT. IEORE4307STATISTICS AND DATA ANALYSIS. Prerequisites: see notes re: points Prerequisites: (IEORE3658) and IEORE4101PROBABILITY STAT SIMULATION. The second half focuses on basic legal knowledge necessary in creating a business entity, defending your business assets, and in promoting effective interaction with other individuals and organizations. Models for pricing and hedging equity, fixed-income, credit-derivative securities, standard tools for hedging and risk management, models and theoretical foundations for pricing equity options (standard European, American equity options, Asian options), standard Black-Scholes model (with multiasset extension), asset allocation, portfolio optimization, investments over longtime horizons, and pricing of fixed-income derivatives (Ho-Lee, Black-Derman-Toy, Heath-Jarrow-Morton interest rate model). The goal is to get the latest sector performance data from the US markets, and to get the total 1.00 point. Prerequisites: IEORE4707 Refer to course syllabus. IEOR E1000 Frontiers in Operations Research and Data Analytics. Spring 2021 Courses CVN students can register through SSOL starting on Monday, December 7th. Continuous and periodic review models: optimal policies and heuristic solutions, deterministic and probabilistic demands. Prerequisites: Probability theory and advanced stochastic models at the SIEO GR6501 level. 3.00 points. Prerequisites: Probability. Large scale applications from signal processing, collaborative filtering, recommendations systems, etc. IEORE4711GLOBAL CAPITAL MARKETS. IEOR E4709 Data Analysis: 61 Documents: IEOR 4208 Human Factors: 9 Documents: IEOR 4725 Big Data In Finance: 14 Documents: IEOR E4736 event driven finance: 12 Documents: IEOR E4501 Tools for Analytics: 30 Documents: IEOR 4573 Financial Decision Models for Engineers: 12 Documents: IEOR 4506 DESIGN DIGITAL OPERATING: 12 Documents: IEOR 4732 . Lect: 3.Not offered during 2023-2024 academic year. 3.00 points. Algorithms, complexity, and worst-case analysis. Prerequisites: Linear algebra. 3.00 points. A specialized version of IEORE4150 for MSE and MSBA students. **These courses are open to Data Science Certification students or degree students with advisor permission. Prerequisites: approval by a faculty member who agrees to supervise the work. Required for undergraduate students majoring in OR:FE and OR. 3.00 points. SIEOW3600INTRO PROBABILITY/STATISTICS. IEORE4009NON-LINEAR OPTIMIZATION. Prerequisites: (IEORE3658) and (IEORE4307) or (STATGU4001) and Deterministic Models at the level of IEORE3608 or IEORE4004, or instructor permission. DATA ANALYTICS - Columbia University Prerequisites: (IEORE3608 or IEORE4404 or IEORE4007 or CSORW4231 or CSORW4246) and (IEORE3106 or IEORE4307 or SIEOW3600 or IEORE4100 or IEORE4101 or IEORE4150 or STATGR5701 or STATGR5703) or permission of instructor. Introduction to human spaceflight from a systems engineering perspective. More links. Management of complex projects and the tools that are available to assist managers with such projects. Students are also welcome to complete most modeling assignments with Matlab. Required for MSBA students. IEORE3106 must be completed by the fifth term. 1.50 point. Prerequisites: (STATGU4001) 3.00 points. The course takes a long deep look at the actual behavior of real stocks and options in the presence of commonplace, but singular events, such as earnings take-overs, hard-to-borrowness, expirations, etc. Application of theory in real-world situations: analyzing financial activities of companies such as General Electric, Google, Snapchat, Spotify, and Tesla. IEORE4700INTRO TO FINANCIAL ENGINEERING. Prerequisites: (IEORE3608) and (IEORE3658) and Prerequisites: (IEORE3608) or (IEORE4004) and (IEORE3106) or (IEORE4106), Prerequisites: (IEORE3608) and (IEORE3658) and (IEORE4307), Prerequisites: (IEORE4004) or (IEORE3608). This is a follow-up to IEORE3608 and will cover advanced topics in optimization, including integer optimization, convex optimization, and optimization under uncertainty, with a strong focus on modeling, formulations, and applications. Prerequisites: Must be registered in one of the MS IEOR Programs Basic and advanced techniques in commercial and government consulting. 3.00 points. 3.00 points. IEORE4402Corporate Finance, Accounting Investment Banking. Prerequisites: PhD-level Linear Programming. IEORE3106STOCHASTIC SYSTEMS AND APPLICATIONS. Prerequisites: see notes re: points IEORE4798Financial Engineering Practitioners Seminar Series. Exposure to critical skills on workplan development, interview techniques, presentation deck preparation, costing, and application of analytic techniques to solve complex problems. IEORE4705STUDIES IN OPERATION RESEARCH. Introduction to portfolio optimization and the capital asset pricing model. Required for undergraduate students majoring in IE. Option theory; Black-Scholes equation and call option formula. Special Topics: Survival Analysis, Missing Data, Robust Statistics, Sequential Analysis, Multiple Testing. Includes a design project to assist International Space Station astronauts. 0.00 points. IEOR students only; priority to MSBA students. IEORE4703MONTE CARLO SIMULATION METHODS. Topics include project selection, project teams and organizational issues, project monitoring and control, project risk management, project resource management, and managing multiple projects. IEORE4532Visualization and Storytelling with Data. 3.00 points. For most of these, strong intellectual property is a critical part of the business success. Topics covered include linear regression and classification, model selection and regularization, tree-based methods, support vector machines, and unsupervised learning. Graduate students must register for 3 points. 3.00 points. Covers customer discovery, market sizing, pricing, competition, distribution, funding, developing a minimal viable product, and other facets of creating new ventures. The syllabus combines guest lectures from academic data scientists in the greater NYC area and faculty at Columbia, along with a selection of related readings chosen by the guest lecturers. 1.00-3.00 points. 3.00 points. IEORE4742Deep Learning for OR and FE. Prerequisites: Familiarity with object-oriented programming. at the level of COMSW1007), a basic grounding in calculus and linear algebra. Prerequisites: (SIEOW3600) and (IEORE3106) or (IEORE4106) or equivalent. Recitation section required. Introduction to machine learning, practical use of ML algorithms and applications to financial engineering and operations. 3.00 points. Statistics building on knowledge in probability and simulation. IEORE4560THE LEAN LAUNCH PAD. Focus on three aspects of analytics: identifying client analytical requirements; assembling, cleaning and organizing data; identifying and implementing analytical techniques (e.g., statistics and/or machine learning); and delivering results in a client-friendly format. Prerequisites: (COMSW3134 or COMS W3136COMS W3137) and (COMSW3203) Note to students: 1.5 creditsNote to students re: pre-requisites: Probability and statistics, Basic optimization (e.g., familiarity with linear and convex optimization, gradient descent, basic algorithm design constructs), familiarity with Programming in python (or experience with programming in other languages like C/C++/Matlab and willingness to learn python). The course is targeted toward students planning careers in technical consulting (including operations consulting) and management consulting, or pursuing positions as business analysts in operations, logistics, supply chain and revenue management functions, positions in general management, and future entrepreneurs. Examples include insurance risk, financial risk, and operational risk. May not be taken for pass/fail credit or audited. Sophisticated modeling of requirements optimization and dependencies, risk management, probabilistic scenario scheduling, verification matrices, and systems-of-systems constructs are synthesized to define the meta-workflow at the top of every major engineering project. All you need is an API Key (register to get) and then try any or all of the available API calls - no coding required. Dynamic programming. IEORE4701STOCHASTIC MODELS FOR FIN ENG. IEORE4576TOPICS IN OPERATIONS RESEARCH. Course aims to strengthen individuals and collaborative capabilities to identify customer needs, indirect and qualitative research, create concept hypotheses, develop prototype, defined opportunities into actionable innovation possibilities, and recommendations for client organizations. Counterfactuals, Causal Structural Models and Graphical Models. Regression discontinuity, Instrumental Variables, Difference-in-Difference, Synthetic Control. Required for all undergraduate students majoring in IE, OR:EMS, OR:FE, and OR. Data-driven digital strategies and operating models. 3.00 points. IEORE4650BUSINESS ANALYTICS. Zero-credit course. 3.00 points. Numerical techniques: finite-difference, binomial method, and Monte Carlo.
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