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1 - 10 of 39 results for: MS&E

MS&E 111X: Introduction to Optimization (Accelerated) (ENGR 62X, MS&E 211X)

Optimization theory and modeling. The role of prices, duality, optimality conditions, and algorithms in finding and recognizing solutions. Perspectives: problem formulation, analytical theory, computational methods, and recent applications in engineering, finance, and economics. Theories: finite dimensional derivatives, convexity, optimality, duality, and sensitivity. Methods: simplex and interior-point, gradient, Newton, and barrier. Prerequisite: CME 100 or MATH 51 or equivalent.
Terms: Aut, Win | Units: 3-4 | Grading: Letter or Credit/No Credit

MS&E 120: Probabilistic Analysis

Concepts and tools for the analysis of problems under uncertainty, focusing on focusing on structuring, model building, and analysis. Examples from legal, social, medical, and physical problems. Topics include axioms of probability, probability trees, random variables, distributions, conditioning, expectation, change of variables, and limit theorems. Prerequisite: CME 100 or MATH 51.
Terms: Aut | Units: 5 | UG Reqs: GER:DB-EngrAppSci, WAY-AQR, WAY-FR | Grading: Letter or Credit/No Credit

MS&E 145: Introduction to Investment Science

Introduction to the financial concepts and empirical evidence that are useful for investment decisions. Time-value of money: understanding basic interest rates, evaluating investments with present value and internal rates of return, fixed-income securities. Risk-return tradeoff and pricing models: mean variance optimization and portfolio choice, capital asset pricing theory and extensions. No prior knowledge of finance is required. Concepts are applied in a stock market simulation with real data. Prerequisites: basic preparation in probability, statistics, and optimization as covered e.g. in 111 and 120.
Terms: Aut | Units: 4 | Grading: Letter or Credit/No Credit

MS&E 148: Ethics of Finance

Explores the ethical reasoning needed to make banking, insurance and financial services safer, fairer and more positively impactful. Weighs tradeoffs in how money is created, privileging some, under-privileging others, using market mechanisms for transforming and trading financial risk, return, maturity and asset types. Technology is changing banks, financial markets, insurance and money. Like technology for medicine, finance is being rebuilt as machine learned code, algorithmic investment rules and regulatory monitoring. Risk models can be built to detect fraud and ethical lapses, or to open doors for them. Investment valuation models can optimize short term or long term returns, by optimizing or ignoring environmental and social impacts. Transparency or opacity can be the norm. Transforming finance through engineering requires finding, applying and evolving codes of professional conduct to make sure that engineers use their skills within legal and ethical norms. Daily, financial engi more »
Explores the ethical reasoning needed to make banking, insurance and financial services safer, fairer and more positively impactful. Weighs tradeoffs in how money is created, privileging some, under-privileging others, using market mechanisms for transforming and trading financial risk, return, maturity and asset types. Technology is changing banks, financial markets, insurance and money. Like technology for medicine, finance is being rebuilt as machine learned code, algorithmic investment rules and regulatory monitoring. Risk models can be built to detect fraud and ethical lapses, or to open doors for them. Investment valuation models can optimize short term or long term returns, by optimizing or ignoring environmental and social impacts. Transparency or opacity can be the norm. Transforming finance through engineering requires finding, applying and evolving codes of professional conduct to make sure that engineers use their skills within legal and ethical norms. Daily, financial engineers focus on two horizons: on the floor, we stand on the bare minimum standards of conduct, and on the ceiling, we aim for higher ethical goals that generate discoveries celebrated though individual fulfillment and TED Talks. Stanford engineers, computer scientists, data scientists, mathematicians and other professionals are building systems for lending, investment and portfolio management decisions that determine future economic and social growth. This course uses the case method to preview intersecting codes of conduct, legal hurdles and ethical impact opportunities, and creates as a safe academic setting for seeing career-limiting ethical stop signs (red lights) and previewing ¿what¿s my life all about¿ events, as unexpected threats or surprising ah-ha moments. Guest speakers will highlight real life situations, lawsuits and other events where ethics of financial engineering was a predominant theme, stumbling block or humanitarian opportunity.
Terms: Aut | Units: 2 | Grading: Satisfactory/No Credit

MS&E 149: Hedge Fund Management

Introduction to hedge fund management. Students actively manage the $1MM Stanford Kudla Fund employing Equity Long/Short, Macro and Quantitative Investment Strategies. Modeled after a hedge fund partnership culture, participation involves significant time commitment, passion for investing, and uncommon teamwork and communication skills. Open to advanced undergraduate and graduate students with continuing participation expectation. Limited to 12 students. Enrollment by application and permission of Instructor.
Terms: Aut, Win, Spr | Units: 1-2 | Grading: Satisfactory/No Credit
Instructors: Borland, L. (PI)

MS&E 178: The Spirit of Entrepreneurship

Is there more to entrepreneurship than inventing the better mouse trap? This course uses the speakers from the Entrepreneurial Thought Leader seminar (MS&E472) to drive research and discussion about what makes an entrepreneur successful. Topics include venture financing, business models, and interpersonal dynamics in the startup environment. Students meet before and after MS&E 472 to prepare for and debrief after the sessions. Enrollment limited to 60 students. Application available at first class session.
Terms: Aut, Win, Spr | Units: 2 | Repeatable for credit | Grading: Credit/No Credit

MS&E 180: Organizations: Theory and Management

For undergraduates only; preference to MS&E majors. Classical and contemporary organization theory; the behavior of individuals, groups, and organizations. Limited enrollment. Students must attend and complete an application at the first class session.
Terms: Aut | Units: 4 | Grading: Letter (ABCD/NP)

MS&E 183: Leadership in Action

Leadership in action is designed with a significant lab component in which students will be working on leadership projects throughout the quarter. The projects will provide students with hands on experience trying out new leadership behaviors in a variety of situations, along with the opportunity to reflect on these experience and, in turn, expand their leadership skills. Limited enrollment. Students must attend first class session.
Terms: Aut | Units: 4 | Grading: Letter (ABCD/NP)

MS&E 208A: Practical Training

MS&E students obtain employment in a relevant industrial or research activity to enhance professional experience, consistent with the degree program they are pursuing. Students submit a statement showing relevance to degree program along with offer letter to the Student Services Office before the start of the quarter, and a 2-3 page final report documenting the work done and relevance to degree program at the conclusion of the quarter. Students may take each course once. To receive a permission code to enroll, please submit this form: http://web.stanford.edu/~lcottle/forms/CPTapp.fb with statement and offer letter.
Terms: Aut, Win, Spr, Sum | Units: 1 | Grading: Satisfactory/No Credit
Instructors: Brandeau, M. (PI)

MS&E 208B: Practical Training

MS&E students obtain employment in a relevant industrial or research activity to enhance professional experience, consistent with the degree program they are pursuing. Students submit a statement showing relevance to degree program along with offer letter to the Student Services Office before the start of the quarter, and a 2-3 page final report documenting the work done and relevance to degree program at the conclusion of the quarter. Students may take each course once. To receive a permission code to enroll, please submit this form: http://web.stanford.edu/~lcottle/forms/CPTapp.fb with statement and offer letter.
Terms: Aut, Win, Spr, Sum | Units: 1 | Grading: Satisfactory/No Credit
Instructors: Brandeau, M. (PI)
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