CSOR E4010 Graph Theory: A Combinatorial View. 3 points.

Lect: 3.

Prerequisites: Linear algebra, or instructor's permission.

An introductory course in graph theory with emphasis on combinatorial aspects. Basic definitions, and some fundamental topics in graph theory and its applications. Topics include trees and forests graph coloring, connectivity, matching theory and others. 

DROM B8108 Supply chain management. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

Prerequisites: instructor's permission.

This is an IE elective for undergraduate students majoring in IE. Major issues in supply chain management, including, definition of a supply chain; role of inventory; supply contracts; bullwhip effect and information sharing; vendor-managed inventories and other distribution strategies; third-party logistics providers; managing product variety; information technology and supply chain management; international issues. Emphasis on quantitative models and analysis.

Spring 2017: DROM B8108
Course Number Section/Call Number Times/Location Instructor Points Enrollment
DROM 8108 001/68169 Th 9:00am - 12:15pm
332 Uris Hall
Medini Singh 3 40
DROM 8108 002/24828 Th 2:15pm - 5:30pm
303 Uris Hall
Medini Singh 3 65
DROM 8108 060/65947 M W 10:10am - 11:25am
Room TBA
Awi Federgruen 3 18/30

DROM B8123 Demand and supply analytics. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

Prerequisites: instructor's permission.

Tools to efficiently manage supply and demand networks. Topics include service and inventory trade-offs, stock allocation, pricing, markdown management and contracts, timely product distribution to market while avoiding excess inventory, allocating adequate resources to the most profitable products and selling the right product to the right customer at the right price and at the right time. 

Spring 2017: DROM B8123
Course Number Section/Call Number Times/Location Instructor Points Enrollment
DROM 8123 060/88533 Th 4:10pm - 6:55pm
Room TBA
Charles Guetta 3 29/50

EEOR E6616 Convex optimization. 3 points.

Lect: 2.5.

Convex sets and functions, and operations preserving convexity. Convex optimization problems. Convex duality. Applications of convex optimization problems ranging from signal processing and information theory to revenue management. Convex optimization in Banach spaces.  Algorithms for solving constrained convex optimization problems.

Spring 2017: EEOR E6616
Course Number Section/Call Number Times/Location Instructor Points Enrollment
EEOR 6616 001/27399 T 4:10pm - 6:40pm
303 Seeley W. Mudd Building
Donald Goldfarb 3 23/40

IEME E4200 Human Centered Design. 1 point.

Lect: 4.5.Not offered during 2017-18 academic year.

Prerequisites: By application and instructor approval.

Fast-paced introduction to human centered design. Students learn the vocabulary of design methods, understanding of design process. Small group projects to create prototypes. Design of simple product, more complex systems of products and services, and design of business.

Spring 2017: IEME E4200
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEME 4200 001/11286 F 1:00pm - 2:30pm
750 Schapiro Cepser
Nicole Wong, Harry West, Turi McKinley 1 36/40
IEME 4200 001/11286 F 9:00am - 12:00pm
750 Schapiro Cepser
Nicole Wong, Harry West, Turi McKinley 1 36/40

IEME E4310 The Manufacturing Enterprise. 3 points.

Lect: 3.

The strategies and technologies of global manufacturing and service enterprises. Connections between the needs of a global enterprise, the technology and methodology needed for manufacturing and product development, and strategic planning as currently practiced in industry.  

Fall 2017: IEME E4310
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEME 4310 001/65263 W 10:10am - 12:40pm
Room TBA
Sheldon Weinig 3 15/60

IEOR E Simulation modeling and analysis. 4 points.

Lect: 4.Not offered during 2017-18 academic year.

IEOR E2261 Introduction to Accounting and Finance. 3 points.

Lect: 3.

For undergraduates only. This course is required for all undergraduate students majoring in IE, OR:EMS, OR:FE and OR. This course examines the fundamental concepts of financial accounting and finance, from the perspective of both managers and investors. Key topics covered in this course include principles of accrual accounting; recognizing and recording accounting transactions; preparation and analysis of financial statements, including balance sheets, income statements, cash flow statements, and statements of owners' equity; ratio analysis; pro-forma projections; time value of money (present values, future values and interest/discount rates); inflation; discounted-cash-flow (DCF) project evaluation methods; deterministic and probabilistic measures of risk; capital budgeting. 

Spring 2017: IEOR E2261
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 2261 001/76979 F 10:10am - 12:40pm
304 Barnard Hall
Anthony Webster 3 91/120
Fall 2017: IEOR E2261
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 2261 001/19101 F 10:10am - 12:40pm
Room TBA
Anthony Webster 3 120/120

IEOR E3106 Introduction to Operations Research: Stochastic Models. 3 points.

Lect: 3.

For undergraduates only. This course is required for all undergraduate students majoring in IE, OR:EMS, OR:FE and OR.  This class must be taken during (or before) the fifth semester. Some of the main stochastic models used in engineering and operations research applications: discrete-time Markov chains, Poisson processes, birth-and-death processes, and other continuous Markov chains, renewal-reward processes, Applications: queuing, reliability, inventory, and finance. IEOR E3106 must be completed by the fifth term. Only students with special academic circumstances may be allowed to take these courses in alternative semesters with the consultation of CSA and Departmental advisors.

Fall 2017: IEOR E3106
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3106 001/11007 T Th 11:40am - 12:55pm
Room TBA
Karl Sigman 3 64/90
IEOR 3106 R01/26700  
3 0/0

IEOR E3402 Production Inventory Planning and Control. 4 points.

Lect: 3. Recit: 1.

For undergraduates only. This course is required for all undergraduate students majoring in IE, OR:EMS, OR:FE and OR. This class must be taken during (or before) the sixth semester. Inventory management and production planning. Continuous and periodic review models: optimal policies and heuristic solutions, deterministic and probabilistic demands. Material requirements planning. Aggregate planning of production, inventory, and work force. Multi-echelon integrated production-inventory systems. Production scheduling. Term project. Recitation section is required.

Spring 2017: IEOR E3402
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3402 001/74322 M W 1:10pm - 2:25pm
310 Fayerweather
Van Anh Truong 4 88/85
IEOR 3402 R01/69041  
4 0/0

IEOR E3608 Foundations of optimization. 4 points.

Lect: 3. Recit: 1.

Corequisites: COMS W3134,COMS W3137

For undergraduates only. This course is required for all undergraduate students majoring in IE, OR:EMS, OR:FE and OR. This class must be taken during (or before) the fifth semester. Introduction to mathematical programming models and computational techniques. Linear programming and the simplex method, dynamic programming, implicit enumeration for integer programs; production planning applications. IEOR E3608 must be completed by the fifth term. Only students with special academic circumstances may be allowed to take these courses in alternative semesters with the consultation of CSA and Departmental advisors. Recitation section required.

Fall 2017: IEOR E3608
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3608 001/68467 M W 11:40am - 12:55pm
Room TBA
Jay Sethuraman 4 59/90
IEOR 3608 R01/76114  
4 0/0

IEOR E3609 Advanced optimization. 3 points.

Lect: 3.

For undergraduates only. This course is required for all undergraduate students majoring in IE, OR:EMS, OR:FE and OR. 

IEOR E3658 Probability for engineers. 3 points.

Lect: 3.

Prerequisites: Solid knowledge of calculus, including multiple variable integration.

For undergraduates only. This course is required for the OR:FE concentration. This course is a follow-up to IEOR E3608 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.  

Fall 2017: IEOR E3658
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3658 001/62231 M W 1:10pm - 2:25pm
Room TBA
Antonius Dieker 3 89/100
IEOR 3658 R01/68999  
3 0/0

IEOR E3900 Undergraduate Research or Project. 1-3 points.

Prerequisites: Approval by a faculty member who agrees to supervise the work.

Independent work involving experiments, computer programming, analytical investigation, or engineering design.

Spring 2017: IEOR E3900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3900 001/20864  
Shipra Agrawal 1-3 0/20
IEOR 3900 002/28958  
Daniel Bienstock 1-3 0/20
IEOR 3900 003/17664  
Jose Blanchet 1-3 0/20
IEOR 3900 004/72336  
Agostino Capponi 1-3 0/20
IEOR 3900 005/25265  
Antonius Dieker 1-3 2/20
IEOR 3900 006/20432  
Emanuel Derman 1-3 0/20
IEOR 3900 007/15141  
Adam Elmachtoub 1-3 0/20
IEOR 3900 008/29425  
Yuri Faenza 1-3 0/20
IEOR 3900 009/70499  
Guillermo Gallego 1-3 0/20
IEOR 3900 010/75707  
Donald Goldfarb 1-3 0/20
IEOR 3900 011/77743  
Vineet Goyal 1-3 0/20
IEOR 3900 012/60899  
Martin Haugh 1-3 0/20
IEOR 3900 013/23048  
Garud Iyengar 1-3 0/20
IEOR 3900 014/13830  
hardeep Johar 1-3 0/20
IEOR 3900 015/12581  
Soulaymane Kachani 1-3 0/20
IEOR 3900 016/28143  
Jay Sethuraman 1-3 0/20
IEOR 3900 017/12967  
Karl Sigman 1-3 4/20
IEOR 3900 018/22056  
Clifford Stein 1-3 0/20
IEOR 3900 019/14373  
Van Anh Truong 1-3 0/20
IEOR 3900 020/22262  
Ward Whitt 1-3 0/20
IEOR 3900 021/25880  
David Yao 1-3 0/20
IEOR 3900 022/71611  
Xunyu Zhou 1-3 0/20
IEOR 3900 023/23422  
Jenny Mak 1-3 2/20
Summer 2017: IEOR E3900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3900 001/25946  
Shipra Agrawal 1-3 0/20
IEOR 3900 002/25947  
Daniel Bienstock 1-3 0/20
IEOR 3900 003/25948  
Jose Blanchet 1-3 0/20
IEOR 3900 004/25996  
Agostino Capponi 1-3 0/20
IEOR 3900 005/25997  
Antonius Dieker 1-3 0/20
IEOR 3900 006/25998  
Emanuel Derman 1-3 0/20
IEOR 3900 007/25999  
Adam Elmachtoub 1-3 0/20
IEOR 3900 008/26000  
Yuri Faenza 1-3 0/20
IEOR 3900 009/26046  
Guillermo Gallego 1-3 0/20
IEOR 3900 010/26047  
Donald Goldfarb 1-3 0/20
IEOR 3900 011/26048  
Vineet Goyal 1-3 0/20
IEOR 3900 013/26050  
Garud Iyengar 1-3 0/20
IEOR 3900 014/26097  
hardeep Johar 1-3 0/20
IEOR 3900 015/26098  
Soulaymane Kachani 1-3 0/20
IEOR 3900 016/26099  
Jay Sethuraman 1-3 0/20
IEOR 3900 017/26100  
Karl Sigman 1-3 0/20
IEOR 3900 018/26101  
Clifford Stein 1-3 0/20
IEOR 3900 019/26102  
Van Anh Truong 1-3 0/20
IEOR 3900 020/26148  
Ward Whitt 1-3 0/20
IEOR 3900 021/26149  
David Yao 1-3 0/20
IEOR 3900 022/26150  
Xunyu Zhou 1-3 0/20
IEOR 3900 023/26151  
Jenny Mak 1-3 0/20
Fall 2017: IEOR E3900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3900 001/21456  
Shipra Agrawal 1-3 0/20
IEOR 3900 002/11177  
Daniel Bienstock 1-3 0/20
IEOR 3900 003/23166  
1-3 0/20
IEOR 3900 004/16379  
Agostino Capponi 1-3 0/20
IEOR 3900 005/70489  
Antonius Dieker 1-3 0/20
IEOR 3900 006/27661  
Emanuel Derman 1-3 0/20
IEOR 3900 007/16732  
Adam Elmachtoub 1-3 0/20
IEOR 3900 008/71689  
Yuri Faenza 1-3 0/20
IEOR 3900 009/23271  
1-3 0/20
IEOR 3900 010/19851  
Donald Goldfarb 1-3 0/20
IEOR 3900 011/24017  
Vineet Goyal 1-3 0/20
IEOR 3900 012/69855  
Garud Iyengar 1-3 0/20
IEOR 3900 013/71433  
hardeep Johar 1-3 0/20
IEOR 3900 014/11350  
Soulaymane Kachani 1-3 0/20
IEOR 3900 015/60343  
Jay Sethuraman 1-3 0/20
IEOR 3900 016/67014  
Karl Sigman 1-3 0/20
IEOR 3900 017/70642  
Clifford Stein 1-3 0/20
IEOR 3900 018/71919  
Van Anh Truong 1-3 1/20
IEOR 3900 019/14803  
1-3 0/20
IEOR 3900 020/16993  
David Yao 1-3 0/20
IEOR 3900 021/12030  
Xunyu Zhou 1-3 0/20
IEOR 3900 022/27948  
Jenny Mak 1-3 0/20

IEOR E3999 Fieldwork. 1 point.

Not offered during 2017-18 academic year.

Prerequisites: Obtained internship and approval from faculty advisor.

Only for IEOR undergraduate students who need relevant work experience as part of their program of study. Final reports are required. This course may not be taken for pass/fail credit or audited. Note: Fieldwork credits will only count towards the 128 credit requirement. They may not count towards major core, technical, management or other program elective requirements.

Summer 2017: IEOR E3999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3999 001/67447  
Karl Sigman 1 3
Fall 2017: IEOR E3999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3999 001/86780  
Karl Sigman 1 0

IEOR E4000 Operations Management. 3 points.

Lect: 3.

Prerequisites: Probability theory and linear programming.

Required course for MSIE. An introduction to production management for students not having an industrial engineering bachelor's degree. Topics include deterministic inventory models, aggregate production planning, material requirements planning, forecasting, stochastic inventory models and supply chain management. Emphasis on modeling and its implications for managerial decisions.

Fall 2017: IEOR E4000
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4000 001/71315 T Th 8:40am - 9:55am
Room TBA
Van Anh Truong 3 7/60
IEOR 4000 R01/22501  
3 0/0

IEOR E4001 Design and Management of Production and Service Systems. 3 points.

Lect: 3.

This course is required for undergraduate students majoring in OR:EMS. Design and management problems in production and service systems: process design and capacity management, inventory system design and management, aggregate planning, staff scheduling, and quality control system design. 

IEOR E4003 Corporate finance for engineers. 3 points.

Lect: 3.

This course is required for all undergraduate students majoring in IE, OR:EMS, OR:FE and OR. Introduction to the economic evaluation of industrial projects. Economic equivalence and criteria. Deterministic approaches to economic analysis. Multiple projects and constraints. Analysis and choice under risk and uncertainty. 

Fall 2017: IEOR E4003
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4003 001/16749 Th 7:00pm - 9:30pm
Room TBA
Maya Waisman 3 77/90

IEOR E4004 Optimization models and methods. 3 points.

Lect: 3.

This graduate course is only for MS&E, IE and OR students.  This is also required for students in the Undergraduate Advanced Track. For students who have not studied linear programming. Some of the main methods used in IEOR applications involving deterministic models: linear programming, the simplex method, nonlinear, integer and dynamic programming. 

Spring 2017: IEOR E4004
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4004 001/66999 M W 8:40am - 9:55am
1127 Seeley W. Mudd Building
Shipra Agrawal 3 27/70
IEOR 4004 R01/76043 T 6:00pm - 7:30pm
1127 Seeley W. Mudd Building
3 0/0
Fall 2017: IEOR E4004
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4004 001/66088 M W 11:40am - 12:55pm
Room TBA
Shipra Agrawal 3 0/90
IEOR 4004 002/69314 T Th 11:40am - 12:55pm
Room TBA
Daniel Bienstock 3 3/150
IEOR 4004 003/17798 T Th 4:10pm - 5:25pm
Room TBA
Yuri Faenza 3 0/150
IEOR 4004 R01/73940  
3 0/0
IEOR 4004 R02/15064  
3 0/90
IEOR 4004 R03/22138  
3 0/90

IEOR E4007 Optimization Models and Methods for Financial Engineering. 3 points.

Lect: 3.

Prerequisites: Linear algebra.

This graduate course is only for MS Program in FE students. Linear, quadratic, nonlinear, dynamic, and stochastic programming. Some discrete optimization techniques will also be introduced. The theory underlying the various optimization methods is covered. The emphasis is on modeling and the choice of appropriate optimization methods. Applications from financial engineering are discussed. 

Fall 2017: IEOR E4007
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4007 001/76544 T Th 8:40am - 9:55am
Room TBA
Garud Iyengar 3 0/90
IEOR 4007 R01/68264  
3 0/0

IEOR E4100 Probability models for MSE. 1 point.

Lect: 2.5.Not offered during 2017-18 academic year.

Prerequisites: Understanding of single- and multi-variable calculus.

Basic probability theory, including independence and conditioning, discrete and continuous random variable, law of large numbers, central limit theorem, and stochastic simulation, basic statistics, including point and interval estimation, hypothesis testing, and regression; examples from business applications such inventory management, medical treatments, and finance. This course is a specialized version of IEOR E4150 for MSE students who are exempt from the first half of IEOR E4101. 

IEOR E4101 Probability Models For Management Science and Engineering. 3 points.

Prerequisites: Understanding of single- and multivariable calculus.

Understanding of single- and multivariable calculus. Basic probability theory, including independence and conditioning, discrete and continuous random variable, law of large numbers, central limit theorem, and stochastic simulation, basic statistics, including point and interval estimation, hypothesis testing, and regression; examples from business applications such as inventory management, medical treatments, and finance. This course is a specialized version of IEOR E4150 for MSE students.

Fall 2017: IEOR E4101
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4101 001/72907 T Th 5:40pm - 6:55pm
Room TBA
3 0/90
IEOR 4101 R01/71648  
3 0/0

IEOR E4102 Stochastic Models for Management Science and Engineering. 3 points.

Prerequisites: IEOR E4101

Introduction to stochastic processes and model, with emphasis on applications to engineering and management; random walks, gambler's ruin problem, Markov chains in both discrete and continuous time, Poisson processes, renewal processes, stopping times, Wald's equation, binomial lattice model for pricing risky assets, simple option pricing; simulation of simple stochastic processes, Brownian motion, and geometric Brownian motion. This course is a specialized version of IEOR E4106 for MSE students. 

Spring 2017: IEOR E4102
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4102 001/63562 T Th 11:40am - 12:55pm
310 Fayerweather
Karl Sigman 3 85/85

IEOR E4106 Stochastic Models. 3 points.

Lect: 3.

This graduate course is only for MS&E, IE and OR students. This is also required for students in the Undergraduate Advanced Track. Some of the main stochastic models used in engineering and operations research applications: discrete-time Markov chains, Poisson processes, birth-and-death processes, and other continuous Markov chains, renewal reward processes. Applications: queueing, reliability, inventory, and finance.

Spring 2017: IEOR E4106
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4106 001/71921 T Th 11:40am - 12:55pm
833 Seeley W. Mudd Building
David Yao 3 103/100
IEOR 4106 R01/28482 F 8:40am - 10:00am
545 Seeley W. Mudd Building
3 0/0
Fall 2017: IEOR E4106
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4106 001/24164 M W 1:10pm - 2:25pm
Room TBA
David Yao 3 6/180
IEOR 4106 R01/75459  
3 0/0

IEOR E4111 Operations Consulting. 3 points.

Lect: 3.

Prerequisites: Probability and Statistics at the level of SIEO W3600 or SIEO W4150, and Deterministic Models at the level of IEOR E3608 or IEOR E4004, or instructor's permission.

This course is for MS-MS&E students only. This course aims to develop and harness the modeling, analytical and managerial skills of engineering students and apply them to improve the operations of both service and manufacturing firms. The course is structured as a hands-on laboratory in which students "learn by doing" on real-world consulting projects (October to May). The student teams focus on identifying, modeling and testing (and sometimes implementing) operational improvements and innovations with high potential to enhance the profitability and/or achieve sustainable competitive advantage for their sponsor companies. 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.

Spring 2017: IEOR E4111
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4111 001/70068 Th 7:10pm - 9:40pm
501 Northwest Corner
Soulaymane Kachani 3 0/0
Fall 2017: IEOR E4111
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4111 001/60009 Th 7:10pm - 9:40pm
501 Northwest Corner
Soulaymane Kachani 3 1/90

IEOR E4150 Introduction to probability and statistics. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

Prerequisites: Calculus, including multiple integration.

Course covers the following topics: fundamentals of probability theory and statistical inference used in engineering and applied science; probabilistic models, random variables, useful distributions, expectations, law of large numbers, central limit theorem; statistical inference: pint and confidence interval estimation, hypothesis tests, linear regression. For IEOR graduate students. 

Fall 2017: IEOR E4150
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4150 001/77192 M W 11:40am - 12:55pm
Room TBA
Antonius Dieker 3 1/180

IEOR E4205 Studies in Operations Research. 3 points.

Lect: 3.

Prerequisites: instructor's permission.

Applications of operations research models in practice; examples of successful projects; discussion of difficulties in applying operations research techniques in practice; understanding the factors leading to successful applications. Students will be required to do a project that may involve the following: project management and budgeting, contract preparation, change-order negotiations, progress reporting, organizational and personal dynamics, client communications and relationships, and presentation skills.

IEOR E4207 Human Factors: Performance. 3 points.

Lect: 3.

This course is required for undergraduate students majoring in IE. Sensory and cognitive (brain) processing considerations in the design, development, and operations of systems, products, and tools. User or operator limits and potential in sensing, perceiving decision making, movement coordination, memory, and motivation.

Fall 2017: IEOR E4207
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4207 001/15405 M 4:10pm - 6:40pm
Room TBA
Leon Gold 3 31/50

IEOR E4208 Seminar in Human Factors Design. 3 points.

Lect: 3.

Prerequisites: instructor's permission.

This course is an elective undergraduate students majoring in IE. An in-depth exploration of the application potential of human factor principles for the design of products and processes. Applications to industrial products, tools, layouts, workplaces, and computer displays. Consideration to environmental factors, training and documentation. Term project. 

Spring 2017: IEOR E4208
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4208 001/18714 M 4:10pm - 6:40pm
233 Seeley W. Mudd Building
Leon Gold 3 37/40

IEOR E4211 Applied consulting. 3 points.

Lect: 2.5.Not offered during 2017-18 academic year.

Prerequisites: familiarity with R or SAS.

Basic and advanced techniques in commercial and government consulting. Case studies supported by lectures focused on collecting and analyzing skills, client/market data, client interview techniques, and application of quantitative and qualitative methodologies. Exposure to critical skills on workplan development, interview techniques, presentation deck preparation, costing, and application of analytic techniques to solve complex problems. 

Spring 2017: IEOR E4211
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4211 001/27042 T Th 1:10pm - 2:25pm
1127 Seeley W. Mudd Building
Mark Herman 3 33/50
IEOR 4211 002/28863 T Th 2:40pm - 3:55pm
404 International Affairs Bldg
Mark Herman 3 46/50

IEOR E4307 Statistics and data analysis. 3 points.

Lect: 3.

Prerequisites: Probability, linear algebra.

Descriptive statistics, central limit theorem, parameter estimation, sufficient statistics, hypothesis testing, regression, logistic regression, goodness-of-fit tests, applications to operations research models.

Spring 2017: IEOR E4307
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4307 001/23040 M W 2:40pm - 3:55pm
627 Seeley W. Mudd Building
Antonius Dieker 3 26/80

IEOR E4403 Quantitative corporate finance. 3 points.

Lect: 3.

Prerequisites: Probability theory and linear programming.

This course is required for students in the Undergraduate Advanced Track. Key measures and analytical tools to assess the financial performance of a firm and perform the economic evaluation of industrial projects and businesses. Deterministic mathematical programming models for capital budgeting. Concepts in utility theory, game theory and real options analysis. 

Fall 2017: IEOR E4403
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4403 001/27777 W 4:10pm - 6:40pm
Room TBA
Rodney Sunada-Wong 3 29/100

IEOR E4404 Simulation. 4 points.

Lect: 3. Recit: 1.

Prerequisites: computer programming.
Corequisites: IEOR E3106,IEOR E4106

This course is required for all undergraduate students majoring in IE, OR:EMS, OR:FE and OR. This course is also required for MSIE and MSOR. Graduate students must register for 3 points. Undergraduate students must register for 4 points. Generation of random numbers from given distributions; variance reduction; statistical output analysis; introduction to simulation languages; application to financial, telecommunications, computer, and production systems. Students who have taken IEOR E4703 Monte Carlo simulation may not register for this course for credit. Recitation section required.

Spring 2017: IEOR E4404
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4404 001/29950 T Th 5:40pm - 6:55pm
203 Mathematics Building
Carlos Pacheco 4 91/100
IEOR 4404 R01/25144 F 2:15pm - 3:00pm
312 Mathematics Building
4 1/0
Fall 2017: IEOR E4404
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4404 001/27552 T Th 5:40pm - 6:55pm
Room TBA
4 111/150
IEOR 4404 R01/25434  
4 0/0

IEOR E4405 Scheduling. 3 points.

Lect: 3.

Prerequisites: computer programming.

This course is required for undergraduate students majoring in IE and OR. Job shop scheduling: parallel machines, machines in series; arbitrary job shops. Algorithms, complexity, and worst-case analysis. Effects of randomness: machine breakdowns, random processing time. Term project. 

Spring 2017: IEOR E4405
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4405 001/24747 T Th 4:10pm - 5:25pm
545 Seeley W. Mudd Building
Clifford Stein 3 49/80

IEOR E4407 Game Theoretic Models of Operations. 3 points.

Lect: 3.

Prerequisites: familiarity with differential equations and computer programming; or instructor's permission.

This course is required for undergraduate students majoring in OR:FE and OR. A mathematically rigorous study of game theory and auctions, and their application to operations management. Topics include introductory game theory, private value auction, revenue equivalence, mechanism design, optimal auction, multiple-unit auctions, combinatorial auctions, incentives, and supply chain coordination with contracts. No previous knowledge of game theory is required.

Fall 2017: IEOR E4407
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4407 001/11759 T Th 10:10am - 11:25am
Room TBA
Vineet Goyal 3 63/70
IEOR 4407 R01/16623  
3 0/0

IEOR E4408 Resource Allocation: Models, Algorithms, and Applications. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

Prerequisites: basic knowledge of nonlinear and integer programming.

Overview of resource allocation models. Single resource allocation with concave returns; equitable resource allocation; lexicographic minmax/maxmin optimization; extensions to substitutable resources; multi-period resource allocation; equitable allocation in multicommodity network flow models; equitable content distribution in networks; equitable resource allocation with discrete decision variables. 

IEOR E4412 Quality Control and Management. 3 points.

Lect: 3.

This course is required for undergraduate students majoring in IE. Statistical methods for quality control and improvement: graphical methods, introduction to experimental design and reliability engineering and the relationships between quality and productivity. Contemporary methods used by manufacturing and service organizations in product and process design, production and delivery of products and service. 

Spring 2017: IEOR E4412
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4412 001/25946 M W 5:40pm - 6:55pm
420 Pupin Laboratories
Sufian Ikhmeis 3 9/70

IEOR E4418 Transportation analytics and logistics. 3 points.

Lect: 3.

Prerequisites: instructor's permission.

Introduces quantitative techniques and state-of-the-art practice of operations research relevant to the design and both the tactical and strategic management of logistical and transportation systems. Discusses a wide variety of passenger and freight systems, including air, urban and highway traffic, rail, and maritime systems. Explores the practice of revenue management and dynamic pricing. Through case studies, analyzes successes and failures in third-party logistics, postal, truck and rail pickup and delivery systems. Investigates large-scale integrated logistics and transportation systems and studies the underlying principles governing transportation planning, investment and operations.

IEOR E4500 Applications Programming for Financial Engineering. 3 points.

Lect: 3.

Prerequisites: Computer programming or instructor's approval.

This course is required for undergraduate students majoring in OR:FE. In this course we will take a hands-on approach to developing computer applications for Financial Engineering. Special focus will be placed on high-performance numerical applications that interact with a graphical interface. In the course of developing such applications we will learn how to create DLLs, how to integrate VBA with C/C++ programs, and how to write multithreaded programs. Examples of problems settings that we will consider include: simulation of stock price evolution, tracking, evaluation and optimization of a stock portfolio; optimal trade execution. In the course of developing these applications we will review topics of interest to OR/FE in a holistic fashion.

Fall 2017: IEOR E4500
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4500 001/74836 T Th 5:40pm - 6:55pm
Room TBA
Daniel Bienstock 3 29/150
IEOR 4500 R01/21141  
3 0/0

IEOR E4505 Operations Research in Public Policy. 3 points.

This course aims to give the student a broad overview of the role of Operations Research in public policy. The specific areas covered include voting theory; apportionment; deployment of emergency units; location of hazardous facilities; health care; organ allocation; management of natural resources; energy policy; and aviation security. The course will draw on a variety techniques such as linear and integer programming, statistical and probabilistic methods, decision analysis, risk analysis, and analysis & control of dynamic systems.

Spring 2017: IEOR E4505
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4505 001/68530 M W 11:40am - 12:55pm
602 Hamilton Hall
Jay Sethuraman 3 51/80

IEOR E4507 Healthcare operations management. 3 points.

Prerequisites: For senior undergraduate Engineering students: SIEO W3600: Introduction to Probability and Statistics and IEOR E3608: Introduction to Mathematical Programming; For Engineering graduate students (MS or PhD): Probability and Statistics at the level of SIEO W4150, and Deterministic Models at the level of IEOR E4004. For Healthcare Management students: P8529: Analytic Methods for Health Services Management.

Develops modeling, analytical and managerial skills of engineering and healthcare management students. Enables students to master an array of fundamental Operations Management tools adapted to the management of healthcare systems. Through real-world business cases, students learn to identify, model and analyze operational improvements and innovations in a range of healthcare contexts.

IEOR E4510 Project Management. 3 points.

Lect: 3.

Management of complex project and the tools that are available to assist managers with such projects. Topics include project selection, project teams and organizational issues, project monitoring and control, project risk management, project resource management, and managing multiple projects. 

Spring 2017: IEOR E4510
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4510 001/68579 W 7:10pm - 9:40pm
501 Schermerhorn Hall
Moshe Rosenwein 3 95/100

IEOR E4520 Applied Systems Engineering. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

Prerequisites: B.S. in Engineering or Applied Sciences; Professional experience recommended; Calculus, Probability and Statistics, Linear Algebra.

Introduction to fundamental methods used in Systems Engineering. Rigorous process that translates customer needs into a structured set of specific requirements; synthesizes a system architecture that satisfies those requirements; and allocates them in a physical system, meeting cost, schedule, and performance objectives throughout the product life-cycle. 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-work flow at the top of every major engineering project.

Summer 2017: IEOR E4520
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4520 D01/68498  
Ebad Jahangir 3 6
Fall 2017: IEOR E4520
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4520 001/68118 F 10:10am - 12:40pm
Room TBA
Ebad Jahangir 3 10/70

IEOR E4522 Python for Operations Research. 1 point.

Lect: 1.5.Not offered during 2017-18 academic year.

IEOR Students Only; Priority to MSOR Students. Introduction to programming in Python, providing a working knowledge of how to use Python to extract knowledge and information from data. Overview of Python libraries for data analysis. Fundamental course for MSOR students in order to engage in higher level analytics courses.

Fall 2017: IEOR E4522
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4522 001/10781 T 7:00pm - 9:30pm
Room TBA
Paul Bulkley-Logston 1 19/60

IEOR E4523 Data Analytics for Operations Research. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

Corequisites: IEOR E4522

IEOR Students Only; Priority to MSOR Students. Survey tools available in Python for getting, cleaning, and analyzing data. Obtain data from files (csv, html, json, xml) and databases (Mysql, PostgreSQL, NoSQL), cover the rudiments of data cleaning, and examine data analysis, machine learning and data visualization packages (numpy, Pandas, Scikit­learn, bokeh) available in Python. Brief overview of natural language processing, network analysis, and big data tools available in Python. Contains a group project component that will require students to gather, store, and analyze a data set of their choosing.

Fall 2017: IEOR E4523
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4523 001/63396 M 8:40am - 11:10am
Room TBA
hardeep Johar 3 13/80
IEOR 4523 002/72196 W 8:40am - 11:10am
Room TBA
Yair Avgar 3 3/80

IEOR E4524 Industry Projects in Analytics. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

Prerequisites: equivalent and concurrent registration in either Data Mining or Machine Learning.

MSOR Students Only. Groups of students will work on real world projects in analytics, focusing on three aspects: identifying client analytical requirements; assembling, cleaning and organizing data; identifying and implementing analytical techniques (statistics, OR, machine learning); and delivering results in a client friendly format. Each project has a well defined goal, come with the sources of data pre¬-identified, and have been structured so that they can be completed in one semester. This is a client facing class with numerous on-site client visits; students should keep their Fridays clear for this purpose.

IEOR E4550 Entrepreneurial Business Creation for Engineers. 3 points.

Lect: 3.

This course is required for undergraduate students majoring in OR:EMS. Introduce basic concepts and methodologies that are used by the nonengineering part of the world in creating, funding, investing in, relating to, and operating entrepreneurial ventures. The first half of the course focuses on the underpinning principles and skills required in recognizing, analyzing, evaluating, and nurturing a business idea.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. 

Fall 2017: IEOR E4550
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4550 001/67222 M 4:10pm - 6:40pm
Room TBA
David Gulley 3 18/70

IEOR E4555 Design and Agile Project Management Engineering Lab. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

An intensive, team and project­-based seminar in which students will learn: (1) a multi-­disciplinary approach to evidence ­based product design;(2) agile project planning and execution; (3) rapid MVP prototyping; and (4) launch strategy formulation and implementation. Focuses on the practical use of design thinking, design studio, and iterative design sprint methodologies. Systematic approach to Lean User Research, User Experience (UX), and User Interface (UI) design and deployment are integral components of the course curriculum. Mix of startup and enterprise projects that are either application ­drive, data­ driven, or a combination of both. Teams are fully supported in devising prototypes and actualizing their proposed solutions. Note: This course is by application only.

Fall 2017: IEOR E4555
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4555 001/27897 W 4:10pm - 6:40pm
Room TBA
Amir Farrokhnia 3 0/80

IEOR E4561 Launch Your Startup. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

Tools and knowledge to develop a comprehensive new venture that is scalable, repeatable and capital efficient. Covering customer discovery, market sizing, pricing, competition, distribution, funding, developing a minimal viable product and other facets of creating a new ventures. A company blueprint and final investor pitch are deliverables. 

IEOR E4572 Data Analytics for Operations Research. 3 points.

Lect: 3.

Prerequisites: Mathematical and scientific programming. Data visualization. Introduction to analysis of social networks using computational techniques in network analysis and natural language processing. BS IEOR Program students only.

Spring 2017: IEOR E4572
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4572 001/75145 T 1:10pm - 3:40pm
413 Kent Hall
Yair Avgar 3 51/50
IEOR 4572 002/28285 M W 11:40am - 12:55pm
313 Fayerweather
hardeep Johar 3 25/70
Fall 2017: IEOR E4572
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4572 001/84530 M W 2:40pm - 3:55pm
Room TBA
hardeep Johar 3 1/80

IEOR E4573 Topics in Operations Research: Design and Agile Project Management Engineering Lab (DAPME-Lab). 3 points.

Intensive project-based seminar with emphasis on multi-disciplinary approach to front-end and product design, strategy formulation and implementation, and agile application of tech-driven concepts in actual business settings. Focus on practical development and execution of inventive design-centric solutions coupled with deep industrial, operational, and business analyses. Topics include industrial product and web design as well as UX and UI, Scrum, Kanban, and the dynamics of entrepreneurial/venture-capital financing relevant to technical (co-)founders. Guest speakers, field trips, and interaction with domain experts. Projects include work with a Fortune 500 corporation and an entrepreneurial portfolio company. Social good project of a New York-based small or not-for-profit business. Product Design Sprint and Agile Development, working on all aspects of exploration, ideation, design, refinement, prototype buildup, and validation. Simultaneous work on engineering and tech-driven briefs (including field-testing) addressing real-life business challenges. Limited enrollment by application: requires signing of Non-Disclosure Agreement for class projects. Proficiency in math, statistics, coding, and/or database management/analysis are recommended.

Spring 2017: IEOR E4573
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4573 001/87647 M W 11:40am - 12:55pm
337 Seeley W. Mudd Building
Yuri Faenza 3 7/80

IEOR E4577 Intellectual property for entrepreneurs and managers. 0 points.

Lect: 3.Not offered during 2017-18 academic year.

An overview of commercial opportunities in intellectual property, with a focus on technology patents for the business or tech entrepreneur.

Spring 2017: IEOR E4577
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4577 001/87531 T 7:10pm - 9:40pm
602 Hamilton Hall
Khosrow Dehnad 0 23/80

IEOR E4578 Professional Development for Management Science & Engineering. 0 points.

Students will engage, learn and share their experiences in order to make meaning of professional development. The instructional team hopes that the students will obtain the following: gain familiarity and insight to the US job market and US career culture; recognize the skills necessary to compete effectively; increase student professional intelligence, develop own professional self and identify developmental needs; obtain information on employment trends, resources and networking opportunities; refine resume writing, interviewing, and job search skills; establish a collaborative relationship with the instructional team and provide constructive feedback where appropriate to enhance the student's professional development.

Spring 2017: IEOR E4578
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4578 001/71438 M W 1:10pm - 2:25pm
614 Schermerhorn Hall
Jenny Mak 0 0/0

IEOR E4579 Professional Development for Industrial Engineering & Operations Research. 0 points.

Students will engage, learn and share their experiences in order to make meaning of professional development. The instructional team hopes that the students will obtain the following: gain familiarity and insight to the US job market and US career culture; recognize the skills necessary to compete effectively; increase student professional intelligence, develop own professional self and identify developmental needs; obtain information on employment trends, resources and networking opportunities; refine resume writing, interviewing, and job search skills; establish a collaborative relationship with the instructional team and provide constructive feedback where appropriate to enhance the student's professional development.

Spring 2017: IEOR E4579
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4579 001/14149 M W 1:10pm - 2:25pm
614 Schermerhorn Hall
Jenny Mak 0 0/0

IEOR E4600 Applied Integer Programming. 3 points.

Lect: 3.

Prerequisites: Linear programming, linear algebra, and computer programming.

This course is required for undergraduate students majoring in OR. Applications of mathematical programming techniques, especially integer programming, with emphasis on software implementation. Typical applications: capacity expansion, network design, and scheduling.

Spring 2017: IEOR E4600
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4600 001/66113 T Th 10:10am - 11:25am
627 Seeley W. Mudd Building
Clifford Stein 3 34/80

IEOR E4601 Dynamic Pricing and Revenue Management. 3 points.

Lect: 3.

Focus on capacity allocation, dynamic pricing and revenue management. Perishable and/or limited product and pricing implications. Applications to various industries including service, airlines, hotel, resource rentals, etc.

Spring 2017: IEOR E4601
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4601 001/29596 T Th 10:10am - 11:25am
303 Seeley W. Mudd Building
Vineet Goyal 3 42/80
IEOR 4601 R01/77388  
3 0/0

IEOR E4602 Quantitative Risk Management. 3 points.

Lect: 3.

Risk management models and tools; measure risk using statistical and stochastic methods, hedging and diversification. Examples of this include insurance risk, financial risk, and operational risk. Topics covered include VaR, estimating rare events, extreme value analysis, time series estimation of extremal events; axioms of risk measures, hedging using financial options, credit risk modeling, and various insurance risk models.

IEOR E4611 Decision Models and Applications. 3 points.

Lect: 3.

Prerequisites: equivalent. For graduate students: instructor's permission required.
Corequisites: IEOR E4404

Introduction to deterministic and stochastic decision tools used by leading corporations and applied researchers. Real-world problems in engineering and finance are discussed.

IEOR E4615 Service Engineering. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

Prerequisites: equivalent.

Focus on service systems viewed as stochastic networks, exploiting the theoretical framework of queueing theory. Includes multi-disciplinary perspectives involving Statistics, Psychology and Marketing. Significant emphasis on data analysis, exploiting data from banks hospitals and call centers to demonstrate the use of decision support tools. Analytical models, flow models of service networks, Little’s law , measuring methods in face-to-face and computerized systems, forecasting methods, stability of service systems, operational quality of service, economies of scale, staffing, complex service networks, skill based routing.

IEOR E4620 Pricing Models for Financial Engineering. 3 points.

Lect: 3.

This course is required for undergraduate students majoring in OR:FE. Characteristics of commodities or credit derivatives. Case study and pricing of structures and products. Topics covered include swaps, credit derivatives, single tranche CDO, hedging, convertible arbitrage, FX, leverage leases, debt markets, and commodities.

Fall 2017: IEOR E4620
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4620 001/70913 W 7:00pm - 9:30pm
Room TBA
David DeRosa 3 23/70

IEOR E4630 Asset Allocation. 3 points.

Lect: 3.

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). 

Spring 2017: IEOR E4630
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4630 001/23603 Th 1:10pm - 3:40pm
428 Pupin Laboratories
Miquel Noguer Alonso 3 71/80
IEOR 4630 R01/21641  
3 0/0

IEOR E4650 Business analytics. 3 points.

Lect: 3. Recit: 1.Not offered during 2017-18 academic year.

This course prepares students to gather, describe, and analyze data, using advanced statistical tools to support operations, risk management, and response to disruptions. Analysis is done by targeting economic and financial decisions in complex systems that involve multiple partners. Topics include probability, statistics, hypothesis testing, experimentation, and forecasting. 

Spring 2017: IEOR E4650
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4650 002/27890 M W 5:40pm - 6:55pm
313 Fayerweather
Adam Elmachtoub 3 72/75
Fall 2017: IEOR E4650
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4650 001/16774 T Th 10:10am - 11:25am
303 Seeley W. Mudd Building
Jacob Leshno 3 20/55
IEOR 4650 002/77598 T Th 11:40am - 12:55pm
303 Seeley W. Mudd Building
Jacob Leshno 3 13/55
IEOR 4650 R01/21841  
3 0/0

IEOR E4700 Introduction to Financial Engineering. 3 points.

Lect: 3.

This course is required for undergraduate students majoring in OR:FE. Introduction to investment and financial instruments via portfolio theory and derivative securities, using basic operations research/engineering methodology. Portfolio theory, arbitrage; Markowitz model, market equilibrium, and the capital asset pricing model. General models for asset price fluctuations in discrete and continuous time. Elementary introduction to Brownian motion and geometric Brownian motion. Option theory; Black-Scholes equation and call option formula. Computational methods such as Monte Carlo simulation. 

Spring 2017: IEOR E4700
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4700 001/20176 M W 4:10pm - 5:25pm
209 Havemeyer Hall
Emanuel Derman 3 67/150
IEOR 4700 R01/11640  
3 0/0
Fall 2017: IEOR E4700
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4700 001/12964 M W 10:10am - 11:25am
Room TBA
David Yao 3 22/100
IEOR 4700 R01/73693  
3 0/0

IEOR E4701 Stochastic Models for Financial Engineering. 3 points.

Lect: 3.

This graduate course is only for MS Program in FE students, offered during the summer session. Review of elements of probability theory, Poisson processes, exponential distribution, renewal theory, Wald's equation. Introduction to discrete-time Markov chains and applications to queueing theory, inventory models, branching processes. 

Fall 2017: IEOR E4701
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4701 001/25358 M W 10:10am - 11:25am
Room TBA
3 0/75

IEOR E4703 Monte Carlo Simulation. 3 points.

Lect: 3.

This graduate course is only for MS Program in FE students. Multivariate random number generation, bootstrapping, Monte Carlo simulation, efficiency improvement techniques. Simulation output analysis, Markov-chain Monte Carlo. Applications to financial engineering. Introduction to financial engineering simulation software and exposure to modeling with real financial data. Note: Students who have taken IEOR E4404 Simulation may not register for this course for credit.

Spring 2017: IEOR E4703
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4703 001/26320 T Th 11:40am - 12:55pm
303 Seeley W. Mudd Building
Martin Haugh 3 74/90

IEOR E4706 Foundations of Financial Engineering. 3 points.

Lect: 3.

Prerequisites: linear algebra.

This graduate course is only for MS Program in FE students, offered during the summer session. Discrete-time models of equity, bond, credit, and foreign-exchange markets. Introduction to derivative markets. Pricing and hedging of derivative securities. Complete and incomplete markets. Introduction to portfolio optimization, and the capital asset pricing model.

Fall 2017: IEOR E4706
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4706 001/65180 T Th 10:10am - 11:25am
Room TBA
3 1/75
IEOR 4706 R01/70784  
3 0/0

IEOR E4707 Financial Engineering: Continuous-Time Asset Pricing. 3 points.

Lect: 3.

This graduate course is only for MS Program in FE students. Modeling, analysis, and computation of derivative securities. Application of stochastic calculus and stochastic differential equations. Numerical techniques: finite-difference, binomial method, and Monte Carlo.

Spring 2017: IEOR E4707
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4707 001/75230 T Th 4:10pm - 5:25pm
1127 Seeley W. Mudd Building
Xunyu Zhou 3 73/90

IEOR E4708 Seminar on Important Papers in Financial Engineering. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

Prerequisites: probability and statistics.

Selected topics of special interest to M.S. students interested in financial engineering. If topics are different then this course can be taken more than once for credit. 

IEOR E4709 Statistical analysis and time series. 3 points.

Lect: 3.

Prerequisites: Probability.
Corequisites: IEOR E4706,IEOR E4702

This graduate course is only for MS Program in FE students. Empirical analysis of asset prices: heavy tails, test of the predictability of stock returns. Financial time series: ARMA, stochastic volatility, and GARCH models. Regression models: linear regression and test of CAPM, nonlinear regression and fitting of term structures. 

Spring 2017: IEOR E4709
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4709 001/67408 M W 10:10am - 11:25am
1127 Seeley W. Mudd Building
Agostino Capponi 3 76/90
IEOR 4709 R01/16948  
3 0/0

IEOR E4710 Fixed income and term structure modeling. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

Prerequisites: computer programming.

Interest rate models and numerical techniques for pricing and hedging interest rate contracts and fixed income securities. Introduction to interest models in discrete and continuous time including lattice models, single- and multi- factor models, Heath-Jarrow-Morton and market models. Martingale and PDE methods for pricing and hedging interest-rate derivatives. Monte-Carlo methods for term structure models. Additional applications from mortgage modeling and fixed income asset allocation and risk management.

IEOR E4711 Global Capital Markets. 3 points.

Prerequisites: Refer to course syllabus.

An introduction to capital markets and investments providing an overview of financial markets and tools for asset valuation. Topics covered include the pricing of fixed-income securities (treasury markets, interest rate swaps futures, etc.), discussions on topics in credit, foreign exchange, sovereign ad securitized markets - private equity and hedge funds, etc.

Fall 2017: IEOR E4711
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4711 001/67797 T 7:00pm - 9:30pm
Room TBA
Siddhartha Ghosh Dastidar 3 37/75
IEOR 4711 002/11251 W 7:00pm - 9:30pm
Room TBA
Siddhartha Ghosh Dastidar 3 17/75

IEOR E4712 Behavioral Finance. 3 points.

Not offered during 2017-18 academic year.

Behavioral finance is the application of behavioral psychology to financial decision making. Focus on the portfolio aspect of behavioral finance, and briefly touches others. Compared with the classical theory of portfolio choice, behavioral portfolio choice features human being's psychological biases. It builds both on behavioral preference structures different from mean variance theory and expected utility theory and on systematic biases against rational beliefs such as Bayesian rule.

IEOR E4714 Risk Management, Financial System & Financial Crisis. 1.5 point.

Not offered during 2017-18 academic year.

Risk-taking and risk management are at the heart of the financial system, and of the current financial crisis. An introduction to risk management both from an individual financial firm's and from a public policy viewpoint. Overview of the contemporary financial system, focusing on innovations of the past few decades that have changed how financial risk is generated and distributed among market participants, such as the growth of non-bank financial intermediaries, the increased prevalence of leverage and liquidity risk, and the development of structured credit products. Introduction to the basic quantitative tools used in market, credit and liquidity risk management. The two strands of the course are brought together to help understand how the financial crisis arose and is playing out, examining the mechanics of runs and the behavior of asset prices during crises. We also attempt to make sense of the emergency programs deployed by central bankers and other policy makers to address crises historically and today.

IEOR E4715 Commodity Derivatives. 1.5 point.

Not offered during 2017-18 academic year.

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. The largest banks either already have profitable commodities franchises already or are actively building them, and money managers and funds are increasingly including these assets in their portfolio mix. The end result is a dramatic increase in focus on these markets from all aspects of the financial markets, including the quantitative end.

IEOR E4718 Beyond black-scholes: the implied volatility smile. 3 points.

Lect: 3.

Prerequisites: knowledge of derivatives valuation models.

During the past fifteen years the behavior of market options prices have shown systematic deviations from the classic Black-Scholes model. The course examines the empirical behavior of implied volatilities, in particular the volatility smile that now characterizes most markets, the mathematics and intuition behind new models that can account for the smile, and their consequences of these models for hedging and valuation.

Fall 2017: IEOR E4718
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4718 001/70918 M W 11:40am - 12:55pm
Room TBA
Emanuel Derman 3 52/80

IEOR E4720 Topics in quantitative finance. 1 point.

2

Prerequisites: additional prerequisites will be announced depending on offering.

Selected topics of interest in the area of quantitative finance. Offerings vary each year; some topics include energy derivatives, experimental finance, foreign exchange and related derivative instruments, inflation derivatives, hedge fund management, modeling equity derivatives in Java, mortgage-backed securities, numerical solutions of partial differential equations, quantitative portfolio management, risk management, trade and technology in financial markets.

Spring 2017: IEOR E4720
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4720 001/63462 M W 1:10pm - 2:25pm
614 Schermerhorn Hall
Jenny Mak 1 0/0
IEOR 4720 R01/12233 F 3:00pm - 4:30pm
Room TBA
Jenny Mak 1 0/0

IEOR E4721 Mathematics of Finance. 3 points.

Prerequisites: IEOR E4700: Introduction to Financial Engineering, additional pre-requisites will be announced depending on offering.

This is a required primer course for MSFE Program students during their first year.
,1. Statistics
,2. Linear algebra
,3. Calculus I
,4. Calculus II and Regression Analysis

Fall 2017: IEOR E4721
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4721 001/69000  
Michael Miller 3 0/90

IEOR E4722 Introduction to Algorithmic Trading. 1.5 point.

Prerequisites: Refer to course syllabus.

The course is an introductory level course on the various aspects of Algorithmic and Quantitative Trading. The course will put significant emphasis on topics related to execution and to greater extent to quantitative trading. The course will put large emphasis on practical consideration in the general area of quantitative trading, and in particular in the equities world. Some of the topics that will be covered. Market participants, the mechanics of trading, order books, exchanges, ATS, ECNs, etc. Market micro structure, routing, rules, market impact, covariance matrix estimation in various time frames, dynamic and optimal trading, statistical arbitrage, portfolio optimization. The course homework will include working with data sets at various frequencies.

Summer 2017: IEOR E4722
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4722 001/17047 W 6:10pm - 8:40pm
834 Seeley W. Mudd Building
Mark Higgins 1.5 6

IEOR E4725 Topics in Quantitative Finance: Numerical Solutions of Partial Differential Equation. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

The course covers derivations and solutions of partial differential equations under variety of underlying stochastic price processes. Students will gain exposure to applications of partial differential equations to security pricing in different financial markets (i.e. equity derivatives, fixed income securities and credit derivative markets).

Spring 2017: IEOR E4725
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4725 001/13226 F 10:10am - 12:40pm
203 Mathematics Building
Miquel Noguer Alonso 3 41/85
Fall 2017: IEOR E4725
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4725 001/96746 T Th 1:10pm - 2:25pm
Room TBA
Miquel Noguer Alonso 3 0/60

IEOR E4727 Programming for Financial Engineering. 3 points.

Prerequisites: Refer to course syllabus.

This course covers features of the C++ programming language which are essential in financial engineering and its applications. We start by covering basic C++ programming features and then move to some more advance features. We utilize these features for financial engineering and quantitative finance applications.

Fall 2017: IEOR E4727
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4727 001/75227 Th 4:10pm - 6:40pm
Room TBA
Ali Hirsa 3 5/10

IEOR E4729 Financial Markets, Risk and Institutions. 1.5 point.

Lect: 1.5.

This graduate course is only for MS Program in FE students, offered during the summer session. This core curriculum course introduces students pursuing a graduate degree in financial engineering to the main areas and concepts of modern finance. The course's objective is to provide an introduction to financial institutions, financial markets, and risk management as well as the broadest possible perspective on how financial theory and real-life practice interact, preparing students for successful careers in the financial industry and paving the way for in-depth studies that follow.

IEOR E4731 Credit risk modeling and derivatives. 3 points.

Lect: 3.

Introduction to quantitative modeling of credit risk, with a focus on the pricing of credit derivatives. Focus on the pricing of single-name credit derivatives (credit default swaps) and collateralized debt obligations (CDOs). Details topics include default and credit risk, multiname default barrier models and multiname reduced form models. 

Fall 2017: IEOR E4731
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4731 001/61149 M W 1:10pm - 2:25pm
Room TBA
Agostino Capponi 3 39/80

IEOR E4732 Computational Methods in Derivatives Pricing. 3 points.

Introduction and application of various computational techniques in pricing derivatives and risk management. Transform techniques, numerical solutions of partial differential equations (PDEs) and partial integro-differential equations (PIDEs) via finite differences, Monte-Carlo simulation techniques, calibration techniques, and parameter estimation and filtering techniques. The computational platform will be Java/C++. The primary application focus will be pricing of financial derivatives and calibration. These techniques are useful for various other problems in financial modeling and practical implementations from the theory of mathematical finance.

Fall 2017: IEOR E4732
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4732 001/25545 Th 1:10pm - 3:40pm
Room TBA
Ali Hirsa 3 16/80

IEOR E4733 Algorithmic Trading. 3 points.

Large and amorphous collection of subjects ranging from the study of market microstructure, to the analysis of optimal trading strategies, to the development of computerized, high frequency trading strategies. Analysis of these subjects, the scientific and practical issues they involve, and the extensive body of academic literature they have spawned. Attempt to understand and uncover the economic and financial mechanisms that drive and ultimately relate them.

Fall 2017: IEOR E4733
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4733 001/10760 Th 7:10pm - 9:40pm
Room TBA
Iraj Kani 3 80/80

IEOR E4734 Foreign Exchange and Its Related Derivative Instruments. 1.5 point.

1.5.

Foreign exchange market and its related derivative instruments - the latter being forward contracts, futures, options, and exotic options. What is unusual about foreign exchange is that although it can rightfully claim to be the largest of all financial markets it remains an area where very few have any meaningful experience. Virtually everyone has traded stocks, bonds, and mutual funds. Comparatively few individuals have ever traded foreign exchange. In part that is because foreign exchange is an interbank market. Yet ironically the foreign exchange markets may be the best place to trade derivatives and invent new derivatives - given the massive two-way flow of trading that goes though bank dealing rooms virtually twenty-four hours a day. And most of that is transacted at razor-thin margins, at least comparatively speaking, a fact that makes the foreign exchange market an ideal platform for derivatives. The emphasis is on familiarizing the student with the nature of the foreign exchange market and those factors that make it special among financial markets, enabling the student to gain a deeper understanding of the related market for derivatives on foreign exchange.

Spring 2017: IEOR E4734
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4734 001/71194 T 7:10pm - 9:40pm
517 Hamilton Hall
David DeRosa 1.5 14/80

IEOR E4735 Structured and Hybrid Products. 3 points.

Lect: 3.

Conceptual and practical understanding of structured and hybrid products from the standpoint of relevant risk factors, design goals and characteristics, pricing, hedging and risk management. Detailed analysis of the underlying cash-flows, embedded derivative instruments and various structural features of these transactions, both from the investor and issuer perspectives, and analysis of the impact of the prevailing market conditions and parameters on their pricing and risk characteristics. Numerical methods for valuing and managing risk of structured/hybrid products and their embedded derivatives and their application to equity, interest rates, commodities and currencies, inflation and credit-related products. Conceptual and mathematical principles underlying these techniques, and practical issues that arise in their implementations in the Microsoft Excel/VBA and other programming environments. Special contractual provisions often encountered in structured and hybrid transactions, and attempt to incorporate yield curves, volatility smile, and other features of the underlying processes into pricing and implementation framework for these products.

Spring 2017: IEOR E4735
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4735 001/60781 W 7:10pm - 9:40pm
517 Hamilton Hall
Iraj Kani 3 98/80

IEOR E4736 Event-driven finance. 3 points.

Lect: 3.

Prerequisites: equivalent.

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. The course introduces concepts to propose trading schema (we organize tests via the very extensive and robust IVY options/stock database) and carry out tests efficiently and accurately. It exposes students to the striking differences between the model-based (static, thermodynamic/SDE model solutions) behavior predicted for stocks and options and their real (often quite different) behavior. They will become familiar with computational techniques for modeling and testing proposals for trading strategies. 

Fall 2017: IEOR E4736
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4736 001/65537 T 7:10pm - 9:40pm
Room TBA
Michael Lipkin, Alexander Stanton 3 34/70

IEOR E4739 Programming for FE 2: Implementing High Performance Financial Systems. 3 points.

Lect: 2.5.

Developing effective software implementations in C programming language; modeling of portfolio optimization; modeling of price impact trading models; review of synchronization of programs using threads; review of synchronization of programs using sockets; implementation of high-performance simulations in finance. 

IEOR E4900 Master's Research or Project. 1-3 points.

Prerequisites: Approval by a faculty member who agrees to supervise the work.

Independent work involving experiments, computer programming, analytical investigation, or engineering design.

Spring 2017: IEOR E4900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4900 001/68289  
Shipra Agrawal 1-3 1/20
IEOR 4900 002/26698  
Daniel Bienstock 1-3 0/20
IEOR 4900 003/17794  
Jose Blanchet 1-3 0/20
IEOR 4900 004/67233  
Agostino Capponi 1-3 0/20
IEOR 4900 005/28615  
Antonius Dieker 1-3 0/20
IEOR 4900 006/15767  
Emanuel Derman 1-3 0/20
IEOR 4900 007/15009  
Adam Elmachtoub 1-3 0/20
IEOR 4900 008/16124  
Yuri Faenza 1-3 0/20
IEOR 4900 009/67102  
Guillermo Gallego 1-3 0/20
IEOR 4900 010/71781  
Donald Goldfarb 1-3 0/20
IEOR 4900 011/62980  
Vineet Goyal 1-3 0/20
IEOR 4900 012/65551  
Martin Haugh 1-3 0/20
IEOR 4900 013/21151  
Garud Iyengar 1-3 0/20
IEOR 4900 014/10680  
hardeep Johar 1-3 0/20
IEOR 4900 015/11142  
Soulaymane Kachani 1-3 0/20
IEOR 4900 016/27781  
Jay Sethuraman 1-3 0/20
IEOR 4900 017/74642  
Karl Sigman 1-3 0/20
IEOR 4900 018/66983  
Clifford Stein 1-3 0/20
IEOR 4900 019/73637  
Van Anh Truong 1-3 0/20
IEOR 4900 020/71082  
Ward Whitt 1-3 0/20
IEOR 4900 021/29489  
David Yao 1-3 1/20
IEOR 4900 022/69050  
Xunyu Zhou 1-3 0/20
IEOR 4900 023/65915  
Jenny Mak 1-3 7/20
Summer 2017: IEOR E4900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4900 001/26196  
Shipra Agrawal 1-3 1/20
IEOR 4900 002/26197  
Daniel Bienstock 1-3 0/20
IEOR 4900 003/26198  
Jose Blanchet 1-3 0/20
IEOR 4900 004/26199  
Agostino Capponi 1-3 0/20
IEOR 4900 005/26200  
Antonius Dieker 1-3 0/20
IEOR 4900 006/26246  
Emanuel Derman 1-3 0/20
IEOR 4900 007/26247  
Adam Elmachtoub 1-3 0/20
IEOR 4900 008/26248  
Yuri Faenza 1-3 0/20
IEOR 4900 009/26249  
Guillermo Gallego 1-3 0/20
IEOR 4900 010/26250  
Donald Goldfarb 1-3 0/20
IEOR 4900 011/26251  
Vineet Goyal 1-3 0/20
IEOR 4900 013/26297  
Garud Iyengar 1-3 0/20
IEOR 4900 014/26298  
hardeep Johar 1-3 0/20
IEOR 4900 015/26299  
Soulaymane Kachani 1-3 0/20
IEOR 4900 016/26346  
Jay Sethuraman 1-3 0/20
IEOR 4900 017/26347  
Karl Sigman 1-3 0/20
IEOR 4900 018/26348  
Clifford Stein 1-3 0/20
IEOR 4900 019/26349  
Van Anh Truong 1-3 0/20
IEOR 4900 020/26350  
Ward Whitt 1-3 0/20
IEOR 4900 021/26396  
David Yao 1-3 0/20
IEOR 4900 022/26397  
Xunyu Zhou 1-3 0/20
IEOR 4900 023/26398  
Jenny Mak 1-3 0/20
Fall 2017: IEOR E4900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4900 001/16672  
Shipra Agrawal 1-3 0/20
IEOR 4900 002/19084  
Daniel Bienstock 1-3 0/20
IEOR 4900 003/24588  
1-3 0/20
IEOR 4900 004/26627  
Agostino Capponi 1-3 0/20
IEOR 4900 005/76844  
Antonius Dieker 1-3 0/20
IEOR 4900 006/25720  
Emanuel Derman 1-3 0/20
IEOR 4900 007/72468  
Adam Elmachtoub 1-3 0/20
IEOR 4900 008/22673  
Yuri Faenza 1-3 0/20
IEOR 4900 009/73595  
1-3 0/20
IEOR 4900 010/15902  
Donald Goldfarb 1-3 0/20
IEOR 4900 011/69571  
Vineet Goyal 1-3 0/20
IEOR 4900 012/18795  
Garud Iyengar 1-3 0/20
IEOR 4900 013/60153  
hardeep Johar 1-3 0/20
IEOR 4900 014/29194  
Soulaymane Kachani 1-3 0/20
IEOR 4900 015/27967  
Jay Sethuraman 1-3 0/20
IEOR 4900 016/62864  
Karl Sigman 1-3 0/20
IEOR 4900 017/11893  
Clifford Stein 1-3 0/20
IEOR 4900 018/25846  
Van Anh Truong 1-3 0/20
IEOR 4900 019/22612  
1-3 0/20
IEOR 4900 020/62786  
David Yao 1-3 0/20
IEOR 4900 021/14313  
Xunyu Zhou 1-3 1/20
IEOR 4900 022/71311  
Jenny Mak 1-3 0/20

IEOR E4999 Fieldwork. 1 point.

Prerequisites: Obtained internship and approval from faculty advisor.

Only for IEOR graduate students who need relevant work experience as part of their program of study. Final reports required. This course may not be taken for pass/fail credit or audited.

Spring 2017: IEOR E4999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4999 001/13045  
Emanuel Derman, Lizbeth Morales 1 17/200
Summer 2017: IEOR E4999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4999 001/26399  
Emanuel Derman, Lizbeth Morales 1 194/400
Fall 2017: IEOR E4999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4999 001/13321  
Emanuel Derman, Lizbeth Morales 1 4/120

IEOR E6613 Optimization, I. 4.5 points.

Lect: 3.

Prerequisites: Linear algebra.

Theory and geometry of linear programming. The simplex method. Duality theory, sensitivity analysis, column generation and decomposition. Interior point methods. Introduction to nonlinear optimization: convexity, optimality conditions, steepest descent and Newton's method, active set and barrier methods.

Fall 2017: IEOR E6613
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6613 001/14835 M W 4:10pm - 5:25pm
Room TBA
Donald Goldfarb 4.5 1/25
IEOR 6613 R01/64732  
4.5 0/0

IEOR E6614 Optimization, II. 4.5 points.

Lect: 3.

Prerequisites: Linear algebra.

An introduction to combinatorial optimization, network flows and discrete algorithms. Shortest path problems, maximum flow problems. Matching problems, bipartite and cardinality nonbipartite. Introduction to discrete algorithms and complexity theory: NP-completeness and approximation algorithms.

Spring 2017: IEOR E6614
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6614 001/60106 M W 11:40am - 12:55pm
415 Schapiro Cepser
Daniel Bienstock 4.5 15/40
IEOR 6614 R01/68730  
4.5 0/0

IEOR E6703 Advanced Financial Engineering. 3 points.

Lect: 3.Not offered during 2017-18 academic year.

Prerequisites: Probability theory and advanced stochastic models at the SIEO GR6501 level.

Review of basic mathematics, including renewal theory and stochastic calculus. Martingale approach to Black-Scholes formula. Optimal stopping and American options. Pricing of continuous and discrete exotic options. Term structure models and pricing of bond options. Jump diffusion models. Applications, including pricing of real and electricity options and hedging of real options.

IEOR E6711 Stochastic models, I. 4.5 points.

Lect: 3.

Prerequisites: equivalent.

Advanced treatment of stochastic modeling in the context of queueing, reliability, manufacturing, insurance risk, financial engineering and other engineering applications. Review of elements of probability theory; exponential distribution; renewal theory; Wald's equation; Poisson processes. Introduction to both discrete and continuous-time Markov chains; introduction to Brownian motion. 

Fall 2017: IEOR E6711
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6711 001/23319 T Th 4:10pm - 5:25pm
Room TBA
Karl Sigman 4.5 1/25
IEOR 6711 R01/23082  
4.5 0/0

IEOR E6712 Stochastic models, II. 4.5 points.

Lect: 3.

Prerequisites: equivalent.

Continuation of IEOR E6711, covering further topics in stochastic modeling in the context of queueing, reliability, manufacturing, insurance risk, financial engineering and other engineering applications. Topics from among generalized semi-Markov processes; processes with a non-discrete state space; point processes; stochastic comparisons; martingales; introduction to stochastic calculus.

Spring 2017: IEOR E6712
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6712 001/61152 T Th 10:10am - 11:25am
825 Seeley W. Mudd Building
David Yao 4.5 14/40
IEOR 6712 R01/18934 F 1:00pm - 2:00pm
222 Pupin Laboratories
4.5 0/0

IEOR E8100 Advanced Topics In IEOR. 1-3 points.

Prerequisites: Faculty adviser's permission.

Selected topics of current research interest. May be taken more than once for credit. 

Spring 2017: IEOR E8100
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 8100 002/22631 M W 2:40pm - 3:55pm
227 Seeley W. Mudd Building
Yuri Faenza 1-3 14/40
IEOR 8100 003/12867 W 4:10pm - 6:40pm
834 Seeley W. Mudd Building
Xunyu Zhou 1-3 7/40
IEOR 8100 004/19056 M W 1:10pm - 2:25pm
1127 Seeley W. Mudd Building
Agostino Capponi 1-3 18/40
IEOR 8100 005/88498 M W 10:00am - 12:00pm
304 Hamilton Hall
Janet Kayfetz 1-3 13/40
Fall 2017: IEOR E8100
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 8100 001/64242 T Th 10:10am - 11:25am
Room TBA
Ward Whitt 1-3 1/40
IEOR 8100 002/60992 T 7:00pm - 9:30pm
Room TBA
Krzysztof Choromanski 1-3 12/32

IEOR E9101 Research. 1-6 points.

Before registering, the student must submit an outline of the proposed work for approval by the supervisor and the chair of the Department. Advanced study in a specialized field under the supervision of a member of the department staff. This course may be repeated for credit.

Spring 2017: IEOR E9101
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 9101 001/24925  
Shipra Agrawal 1-6 1/20
IEOR 9101 002/64448  
Daniel Bienstock 1-6 2/20
IEOR 9101 003/14582  
Jose Blanchet 1-6 0/20
IEOR 9101 004/11595  
Agostino Capponi 1-6 1/20
IEOR 9101 005/73187  
Antonius Dieker 1-6 0/20
IEOR 9101 006/77356  
Emanuel Derman 1-6 0/20
IEOR 9101 007/67053  
Adam Elmachtoub 1-6 0/20
IEOR 9101 008/17087  
Yuri Faenza 1-6 2/20
IEOR 9101 009/64115  
Guillermo Gallego 1-6 0/20
IEOR 9101 010/12282  
Donald Goldfarb 1-6 1/20
IEOR 9101 011/63248  
Vineet Goyal 1-6 3/20
IEOR 9101 012/17731  
Martin Haugh 1-6 3/20
IEOR 9101 013/21818  
Garud Iyengar 1-6 1/20
IEOR 9101 014/70977  
hardeep Johar 1-6 0/20
IEOR 9101 015/64842  
Soulaymane Kachani 1-6 0/20
IEOR 9101 016/18295  
Jay Sethuraman 1-6 0/20
IEOR 9101 017/18228  
Karl Sigman 1-6 0/20
IEOR 9101 018/23513  
Clifford Stein 1-6 1/20
IEOR 9101 019/17171  
Van Anh Truong 1-6 0/20
IEOR 9101 020/64231  
Ward Whitt 1-6 0/20
IEOR 9101 021/23645  
David Yao 1-6 1/20
IEOR 9101 022/15337  
Xunyu Zhou 1-6 2/20
IEOR 9101 023/63289  
Jenny Mak 1-6 0/20
Summer 2017: IEOR E9101
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 9101 001/26400  
Shipra Agrawal 1-6 0/20
IEOR 9101 002/26446  
Daniel Bienstock 1-6 0/20
IEOR 9101 003/26447  
Jose Blanchet 1-6 0/20
IEOR 9101 004/26448  
Agostino Capponi 1-6 0/20
IEOR 9101 005/26449  
Antonius Dieker 1-6 0/20
IEOR 9101 006/26450  
Emanuel Derman 1-6 0/20
IEOR 9101 007/26497  
Adam Elmachtoub 1-6 0/20
IEOR 9101 008/26498  
Yuri Faenza 1-6 0/20
IEOR 9101 009/26499  
Guillermo Gallego 1-6 0/20
IEOR 9101 010/26500  
Donald Goldfarb 1-6 0/20
IEOR 9101 011/26546  
Vineet Goyal 1-6 0/20
IEOR 9101 013/26548  
Garud Iyengar 1-6 0/20
IEOR 9101 014/26549  
hardeep Johar 1-6 0/20
IEOR 9101 015/26550  
Soulaymane Kachani 1-6 0/20
IEOR 9101 016/26551  
Jay Sethuraman 1-6 0/20
IEOR 9101 017/26596  
Karl Sigman 1-6 0/20
IEOR 9101 018/26597  
Clifford Stein 1-6 0/20
IEOR 9101 019/26598  
Van Anh Truong 1-6 0/20
IEOR 9101 020/26599  
Ward Whitt 1-6 0/20
IEOR 9101 021/26646  
David Yao 1-6 0/20
IEOR 9101 022/26647  
Xunyu Zhou 1-6 0/20
IEOR 9101 023/26648  
Jenny Mak 1-6 0/20
Fall 2017: IEOR E9101
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 9101 001/75210  
Shipra Agrawal 1-6 0/20
IEOR 9101 002/16490  
Daniel Bienstock 1-6 0/20
IEOR 9101 003/74740  
1-6 0/20
IEOR 9101 004/73266  
Agostino Capponi 1-6 0/20
IEOR 9101 005/72941  
Antonius Dieker 1-6 0/20
IEOR 9101 006/15784  
Emanuel Derman 1-6 0/20
IEOR 9101 007/69630  
Adam Elmachtoub 1-6 0/20
IEOR 9101 008/73980  
Yuri Faenza 1-6 0/20
IEOR 9101 009/70790  
1-6 0/20
IEOR 9101 010/29781  
Donald Goldfarb 1-6 0/20
IEOR 9101 011/73530  
Vineet Goyal 1-6 0/20
IEOR 9101 012/65830  
Garud Iyengar 1-6 0/20
IEOR 9101 013/28629  
hardeep Johar 1-6 0/20
IEOR 9101 014/62242  
Soulaymane Kachani 1-6 0/20
IEOR 9101 015/76444  
Jay Sethuraman 1-6 0/20
IEOR 9101 016/27566  
Karl Sigman 1-6 0/20
IEOR 9101 017/68765  
Clifford Stein 1-6 0/20
IEOR 9101 018/27724  
Van Anh Truong 1-6 0/20
IEOR 9101 019/71230  
1-6 0/20
IEOR 9101 020/60068  
David Yao 1-6 0/20
IEOR 9101 021/72995  
Xunyu Zhou 1-6 0/20
IEOR 9101 022/60993  
Jenny Mak 1-6 0/20

SIEO W3600 Introduction to Probability and Statistics. 4 points.

Lect: 3. Recit: 1.

Prerequisites: Calculus.

For undergraduates only. This course is required for undergraduate students majoring in IE, OR:EMS, and OR. This class must be taken during the fourth semester. Fundamentals of probability and statistics used in engineering and applied science. Probability: random variables, useful distributions, expectations, law of large numbers, central limit theorem. Statistics: point and confidence interval estimation, hypothesis tests, linear regression. SIEO W3600 must be completed by the fourth term. Only students with special academic circumstances may be allowed to take these courses in alternative semesters with the consultation of CSA and Departmental advisors. Recitation section required.

Spring 2017: SIEO W3600
Course Number Section/Call Number Times/Location Instructor Points Enrollment
SIEO 3600 001/76556 T Th 4:10pm - 5:25pm
833 Seeley W. Mudd Building
Karl Sigman 4 52/120
SIEO 3600 R01/22359 F 9:00am - 10:00am
834 Seeley W. Mudd Building
4 0/0