printer friendly pageMS&E 211: Linear and Nonlinear Optimization
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:
MATH 51.
Terms: Aut
| Units: 3-4
Instructors:
Ye, Y. (PI)
MS&E 220: Probabilistic Analysis
Concepts and tools for the analysis of problems under uncertainty, focusing on model building and communication: the structuring, processing, and presentation of probabilistic information. Examples from legal, social, medical, and physical problems. Spreadsheets illustrate and solve problems as a complement to analytical closed-form solutions. Topics: axioms of probability, probability trees, random variables, distributions, conditioning, expectation, change of variables, and limit theorems. Prerequisite:
MATH 51. Recommended: knowledge of spreadsheets.
Terms: Aut
| Units: 3-4
Instructors:
Chiu, S. (PI)
MS&E 223: Simulation
Discrete-event systems, generation of uniform and non-uniform random numbers, Monte Carlo methods, programming techniques for simulation, statistical analysis of simulation output, efficiency-improvement techniques, decision making using simulation, applications to systems in computer science, engineering, finance, and operations research. Prerequisites: working knowledge of a programming language such as C, C++, Java, or FORTRAN; probability; and statistical methods.
Instructors:
Haas, P. (PI)
MS&E 233: Networked Markets
An introduction to economic analysis for modern online services and systems. Topics include: Examples of networked markets. Online advertising. Recommendation and reputation systems. Pricing digital media. Network effects and network externalities. Social learning and herd behavior. Markets and information. Prerequisites: Math 51and probability at the level of MS&E 220 or equivalent. No prior economics background will be assumed; requisite concepts will be introduced as needed.
Terms: Spr
| Units: 3
Instructors:
Goel, A. (PI)
;
Sundararajan, M. (PI)
MS&E 238: Leading Trends in Information Technology
Focuses on new trends and disruptive technologies in IT. Emphasis on the way technologies create a competitive edge and generate business value. Broad range of views presented by guest speakers, including top level executives of technology companies, and IT executives (e.g. CIOs) of Fortune 1000 companies. Special emphasis in technologies such as Virtualization, Cloud Computing, Security, Mobility and Unified Communications.
Terms: Sum
| Units: 3
Instructors:
Barreto, D. (PI)
MS&E 238A: Leading Trends in Information Technology
Focuses on new trends and disruptive technologies in IT. Emphasis on the way technologies create a competitive edge and generate business value. Broad range of views presented by guest speakers, including top level executives of technology companies, and IT executives (e.g. CIOs) of Fortune 1000 companies. Special emphasis in technologies such as Virtualization, Cloud Computing, Security, Mobility and Unified Communications.
Terms: Sum
| Units: 1
Instructors:
Barreto, D. (PI)
MS&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. Enrollment limited. Admission by order of enrollment.
Terms: Aut, Win, Sum
| Units: 3-4
Instructors:
Stanton, F. (PI)
MS&E 241: Economic Analysis
Principal methods of economic analysis of the production activities of firms, including production technologies, cost and profit, and perfect and imperfect competition; individual choice, including preferences and demand; and the market-based system, including price formation, efficiency, and welfare. Practical applications of the methods presented. See 341 for continuation of 241. Recommended: 211,
ECON 50.
Terms: Win
| Units: 3-4
Instructors:
Sweeney, J. (PI)
MS&E 242: Investment Science
Theory and application of modern quantitative investment analysis from an engineering perspective. How investment concepts are used to evaluate and manage opportunities, portfolios, and investment products including stocks, bonds, mortgages, and annuities. Topics: deterministic cash flows (term structure of interest rates, bond portfolio immunization, project optimization); mean-variance theory (Markowitz model, capital asset pricing); and arbitrage pricing theory. Group project. Prerequisites: 120,
MATH 51, or equivalents. Recommended: 111, 140, knowledge of spreadsheets. Limited enrollment.
Terms: Aut, Sum
| Units: 3
Instructors:
Giesecke, K. (PI)
;
Infanger, G. (PI)
MS&E 242H: Investment Science Honors
Concepts of modern quantitative finance and investments. Basic concepts under certainty including arbitrage, term structure of interest rates, and bond portfolio immunization. A situation of uncertainty in one period. Topics: arbitrage; theorems of asset pricing; pricing measures; derivative securities; applications and estimating of financial risk measures; mean-variance portfolio analysis; and equilibrium and the capital asset pricing model. Group projects involving financial market data. Enrollment limited. Prerequisites: basic probability, statistics, and economics such as MS&E 120, 121,
MATH 51, or equivalents. No prior knowledge of finance required.
Terms: Aut
| Units: 3
Instructors:
Giesecke, K. (PI)
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