printer friendly pageMS&E 240: Accounting for Managers and Entrepreneurs (MS&E 140)
Non-majors and minors who have taken or are taking elementary accounting should not enroll. Introduction to accounting concepts and the operating characteristics of accounting systems. The principles of financial and cost accounting, design of accounting systems, techniques of analysis, and cost control. Interpretation and use of accounting information for decision making. Designed for the user of accounting information and not as an introduction to a professional accounting career.
Terms: Spr, Sum
| Units: 3
Instructors:
Lord, J. (PI)
;
Damian, M. (TA)
;
Jha, A. (TA)
;
Rajesh, N. (TA)
;
Sperla, E. (TA)
;
Vu, K. (TA)
MS&E 243: Energy and Environmental Policy Analysis
Concepts, methods, and applications. Energy/environmental policy issues such as automobile fuel economy regulation, global climate change, research and development policy, and environmental benefit assessment. Group project. Prerequisite: MS&E 241 or
ECON 50.
Terms: Spr
| Units: 3
Instructors:
Sweeney, J. (PI)
;
Elfarsdottir, A. (TA)
MS&E 244: Statistical Arbitrage
Practical introduction to statistical arbitrage, which typically refers to trading strategies that are bottom up, market neutral, with trading driven by statistical or econometric models. Models may focus on tendency of short term returns to revert, leads/lags among correlated instruments, volume momentum, or behavioral effects. A classic statistical arbitrage program is relatively high frequency over a large universe of stocks and is driven algorithmically. This course discusses a taxonomy of market participants and what motivates trading, data: different types, how to obtain data, timestamps, errors and dirty data, methods of exploring relationships between instruments, forecasting, portfolio construction across a large number of instruments, trading: the execution of portfolio changes in real markets, risks inherent in statistical arbitrage, nonstationarity of relationships due to changes in market regulations, fluctuations in market volatility and other factors, frictions such as c
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Practical introduction to statistical arbitrage, which typically refers to trading strategies that are bottom up, market neutral, with trading driven by statistical or econometric models. Models may focus on tendency of short term returns to revert, leads/lags among correlated instruments, volume momentum, or behavioral effects. A classic statistical arbitrage program is relatively high frequency over a large universe of stocks and is driven algorithmically. This course discusses a taxonomy of market participants and what motivates trading, data: different types, how to obtain data, timestamps, errors and dirty data, methods of exploring relationships between instruments, forecasting, portfolio construction across a large number of instruments, trading: the execution of portfolio changes in real markets, risks inherent in statistical arbitrage, nonstationarity of relationships due to changes in market regulations, fluctuations in market volatility and other factors, frictions such as costs of trading and constraints and how strategies scale, analysis of strategies. Prepares students with valuable skills for engaging in quantitative trading in a hedge fund or investment bank trading desk, understanding how to evaluate quantitative strategies from the point of view of an investor or asset allocator, including performance evaluation, risk analysis, and strategy capacity analysis. Occasional hands-on data projects supporting weekly topics. Weekly lectures and a final data-driven project. The objective of the final project is to build, test and analyze some kind of statistical arbitrage strategy. Prerequisites: MS&E 245A or similar, some background in probability and statistics, working knowledge of R, Python or similar computational/statistical package.
Terms: Spr
| Units: 3
Instructors:
Demers, D. (PI)
;
Zanotti, G. (TA)
MS&E 245B: Advanced Investment Science
Formerly MS&E 342. Topics: forwards and futures contracts, continuous and discrete time models of stock price behavior, geometric Brownian motion, Ito's lemma, basic options theory, Black-Scholes equation, advanced options techniques, models and applications of stochastic interest rate processes, and optimal portfolio growth. Computational issues and general theory. Teams work on independent projects. Prerequisite: 245A.
Terms: Spr
| Units: 3
MS&E 248: Blockchain and Crypto Currencies
Blockchain is one of the most significant technologies to impact law and business in many years. Blockchain is also one of the most interdisciplinary areas, bringing together new questions, and opportunities at the intersection of technology, business and law. This course is designed to employ this interdisciplinary nature, provide an overview of the technology behind blockchain, and explore current and potential real-world applications in technology, business and law. This is a lecture, discussion, and project-oriented class. Each lecture will focus on one of the topics, including a survey of the state-of-the-art in the area and in-depth discussion of the topic. Each week, students are expected to complete reading assignments before class and participate actively in class discussion.
Terms: Spr
| Units: 3
Instructors:
LaBlanc, G. (PI)
MS&E 250B: Project Course in Engineering Risk Analysis
Students, individually or in groups, choose, define, formulate, and resolve a real risk management problem, preferably from a local firm or institution. Oral presentation and report required. Scope of the project is adapted to the number of students involved. Three phases: risk assessment, communication, and management. Emphasis is on the use of probability for the treatment of uncertainties and sensitivity to problem boundaries. Prerequisites: engineering risk analysis, decision analysis, or consent of instructor.
Terms: Spr
| Units: 3
| Repeatable
4 times
(up to 12 units total)
Instructors:
Pate-Cornell, E. (PI)
MS&E 254: The Ethical Analyst
We raise awareness of ethically sensitive situations and provide principles and tools for forming coherent ethical judgments regarding individual, government, or organizational actions. Students learn ethical theories and tools from which they create their own personal ethical codes and test them against established ethical principles, class discussion, homework, class presentations, and situations from work and life. The course addresses personal life, human action and relations in society, technology, medicine, coercion, harming, stealing, imposition of risk, deception, and other ethical issues.
Terms: Spr, Sum
| Units: 3
MS&E 254A: The Ethical Analyst
We raise awareness of ethically sensitive situations and provide principles and tools for forming coherent ethical judgments regarding individual, government, or organizational actions. Students learn ethical theories and tools from which they create their own personal ethical codes and test them against established ethical principles, class discussion, homework, class presentations, and situations from work and life. The course addresses personal life, human action and relations in society, technology, medicine, coercion, harming, stealing, imposition of risk, deception, and other ethical issues. Limited enrollment.
Terms: Spr
| Units: 1
MS&E 256: Technology Assessment and Regulation of Medical Devices (BIOE 256)
Regulatory approval and reimbursement for new health technologies are critical success factors for product commercialization. This course explores the regulatory and payer environment in the U.S. and abroad, as well as common methods of health technology assessment. Students will learn frameworks to identify factors relevant to the adoption of new health technologies, and the management of those factors in the design and development phases of bringing a product to market through case studies, guest speakers from government (FDA) and industry, and a course project.
Terms: Spr
| Units: 3
MS&E 256A: Technology Assessment and Regulation of Medical Devices
Regulatory approval and reimbursement for new medical technologies as a key component of product commercialization. The regulatory and payer environment in the U.S. and abroad, and common methods of health technology assessment. Framework to identify factors relevant to adoption of new medical devices, and the management of those factors in the design and development phases. Case studies; guest speakers from government (FDA) and industry.
Terms: Spr
| Units: 1
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