IEOR E Fieldwork. 0 points.

IEOR E1000 Frontiers in Operations Research and Data Analytics. 1.00 point.

Introductory course for overview of modern approaches and ideas of operations research and data analytics. Through a series of interactive sessions, students engage in activities exploring OR topics with various faculty members from the IEOR department

Spring 2022: IEOR E1000
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 1000 001/13966 F 1:30pm - 2:30pm
420 Pupin Laboratories
Yi Zhang 1.00 1/50

IEOR E2261 Accounting and Finance. 3 points.

Lect: 3.

Prerequisites: (ECON UN1105)

For undergraduates only. 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. 

Fall 2021: IEOR E2261
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 2261 001/11763 F 10:10am - 12:40pm
202 Altschul Hall
Nadejda Zaets 3 101/120

IEOR E3106 Stochastic Systems and Applications. 3 points.

Lect: 3.

Prerequisites: (IEOR E3658) and

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 2021: IEOR E3106
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3106 001/11916 T Th 4:10pm - 5:25pm
329 Pupin Laboratories
Kaizheng Wang 3 77/100

IEOR E3402 PRODUCTN-INVENTORY PLAN-CONTRL. 4.00 points.

Lect: 3. Recit: 1.

Prerequisites: (IEOR E3608) and (IEOR E3658) and
For undergraduates only. Required for all undergraduate students majoring in IE, OR:EMS, OR:FE, and OR. 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 required

Spring 2022: IEOR E3402
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3402 001/12710 M W 8:40am - 9:55am
833 Seeley W. Mudd Building
Ali Sadighian 4.00 61/100

IEOR E3404 SIMULATION MODELING AND ANALYSIS. 4.00 points.

Not offered during 2021-22 academic year.

Prerequisites: (IEOR E3658) and (IEOR E4307) and knowledge of a programming language such as Python, C, C++ or Matlab.
Corequisites: IEOR E3106
It is strongly advised that Stochastic modeling (IEOR E3106 or IEOR E4106) be taken before this course. This is an introductory course to simulation, a statistical sampling technique that uses the power of computers to study complex stochastic systems when analytical or numerical techniques do not suffice. The course focuses on discrete-event simulation, a general technique used to analyze a model over time and determine the relevant quantities of interest. Topics covered in the course include the generation of random numbers, sampling from given distributions, simulation of discrete-event systems, output analysis, variance reduction techniques, goodness of fit tests, and the selection of input distributions. The first half of the course is oriented toward the design and implementation of algorithms, while the second half is more theoretical in nature and relies heavily on material covered in prior probability courses. The teaching methodology consists of lectures, recitations, weekly homework, and both in-class and take-home exams. Homework almost always includes a programming component for which students are encouraged to work in teams

Spring 2022: IEOR E3404
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3404 001/12712 M W 4:10pm - 5:25pm
329 Pupin Laboratories
Yi Zhang 4.00 66/100

IEOR E3608 Foundations of Optimization. 3 points.

Lect: 3.

Prerequisites: (MATH UN2010)
Corequisites: COMS W3134,COMS W3137

This first course in optimization focuses on theory and applications of linear optimization, network optimization and dynamic programming. 

Fall 2021: IEOR E3608
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3608 001/11769 M W 11:40am - 12:55pm
402 Chandler
Eric Balkanski 3 72/100

IEOR E3609 ADVANCED OPTIMIZATION. 3.00 points.

Lect: 3.

Prerequisites: (IEOR E3608)
For undergraduates only. Required for all undergraduate students majoring in IE, OR:EMS, OR:FE, and OR. This 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

Spring 2022: IEOR E3609
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3609 001/12717 T Th 10:10am - 11:25am
402 Chandler
Shipra Agrawal 3.00 56/100

IEOR E3658 Probability for Engineers. 3 points.

Lect: 3.

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

Prerequisites: Solid knowledge of calculus, including multiple variable integration. For undergraduates only. IEOR majors must take this course during the third or fourth semester. Students who take IEOR E3658 may not take IEOR E4150 due to significant overlap. Recommended: strong mathematical skills. Introductory course to probability theory, and does not assume any prior knowledge of the subject. Teaches foundations required to use probability in applications, but the course itself is theoretical in nature. Basic definitions and axioms of probability and notions of independence and conditional probability introduced. Focus on random variables, both continuous and discrete, and covers topics of expectation, variance, conditional distributions, conditional expectation and variance, and moment generating functions. Also Central Limit Theorem for sums of random variables. Consists of lectures, recitations, weekly homework, and in-class exams.

Fall 2021: IEOR E3658
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3658 001/11807 T Th 10:10am - 11:25am
Ren Kraft Center
Daniel Lacker 3 136/150
Spring 2022: IEOR E3658
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3658 001/12722 T Th 10:10am - 11:25am
833 Seeley W. Mudd Building
Mingliu Chen 3 57/120

IEOR E3900 UNDERGRAD RESEARCH OR PROJECT. 1.00-3.00 points.

Prerequisites: approval by a faculty member who agrees to supervise the work.
Prerequisites: approval by a faculty member who agrees to supervise the work. Independent work involving experiments, computer programming, analytical investigation, or engineering design

Summer 2021: IEOR E3900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3900 001/11394  
Shipra Agrawal 1.00-3.00 0/20
IEOR 3900 002/11395  
Eric Balkanski 1.00-3.00 0/20
IEOR 3900 003/11396  
Daniel Bienstock 1.00-3.00 0/20
IEOR 3900 004/11397  
Agostino Capponi 1.00-3.00 0/20
IEOR 3900 005/11398  
1.00-3.00 0/20
IEOR 3900 006/11399  
Emanuel Derman 1.00-3.00 0/20
IEOR 3900 007/11400  
Antonius Dieker 1.00-3.00 0/20
IEOR 3900 008/11401  
Christopher Dolan 1.00-3.00 0/20
IEOR 3900 009/11402  
Adam Elmachtoub 1.00-3.00 0/20
IEOR 3900 010/11403  
Yuri Faenza 1.00-3.00 0/20
IEOR 3900 011/11404  
Donald Goldfarb 1.00-3.00 0/20
IEOR 3900 012/11405  
Vineet Goyal 1.00-3.00 0/20
IEOR 3900 013/11406  
Ali Hirsa 1.00-3.00 0/20
IEOR 3900 014/11407  
Garud Iyengar 1.00-3.00 0/20
IEOR 3900 015/11408  
Hardeep Johar 1.00-3.00 0/20
IEOR 3900 016/11409  
Cedric Josz 1.00-3.00 0/20
IEOR 3900 017/11410  
Soulaymane Kachani 1.00-3.00 0/20
IEOR 3900 018/11411  
Christian Kroer 1.00-3.00 0/20
IEOR 3900 019/11412  
Daniel Lacker 1.00-3.00 0/20
IEOR 3900 020/11413  
Henry Lam 1.00-3.00 0/20
IEOR 3900 021/11414  
Uday Menon 1.00-3.00 0/20
IEOR 3900 022/11415  
Dylan Possamai 1.00-3.00 0/20
IEOR 3900 023/11416  
Jay Sethuraman 1.00-3.00 0/20
IEOR 3900 024/11417  
Karl Sigman 1.00-3.00 0/20
IEOR 3900 025/11418  
Clifford Stein 1.00-3.00 0/20
IEOR 3900 026/11419  
Wenpin Tang 1.00-3.00 0/20
IEOR 3900 027/11420  
Van Anh Truong 1.00-3.00 0/20
IEOR 3900 028/11421  
Kaizheng Wang 1.00-3.00 0/20
IEOR 3900 029/11422  
Ward Whitt 1.00-3.00 0/20
IEOR 3900 030/11423  
David Yao 1.00-3.00 0/20
IEOR 3900 031/11424  
Yi Zhang 1.00-3.00 0/20
IEOR 3900 032/11425  
Xunyu Zhou 1.00-3.00 0/20
IEOR 3900 033/11426  
Jenny Mak 1.00-3.00 0/20

IEOR E3999 Fieldwork. 1 point.

1-1.5 pts. (up to 2 pts. summer only)

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.

Summer 2021: IEOR E3999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3999 001/11178  
Van Anh Truong, Kristen Maynor, Yi Zhang 1 14/50
Fall 2021: IEOR E3999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3999 001/18448  
Van Anh Truong, Kristen Maynor, Yi Zhang 1 0/50

IEOR E4001 DESIGN/MGT OF PROD/SERV SYSTMS. 3.00 points.

IEOR E4003 Corporate Finance for Engineers. 3 points.

Lect: 3.

This course is required for all undergraduate students majoring in IEOR.  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 2021: IEOR E4003
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4003 001/11799 Th 7:10pm - 9:40pm
207 Mathematics Building
David DeRosa 3 73/100

IEOR E4004 Optimization Models and Methods. 3 points.

Lect: 3.

This is 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. 

Fall 2021: IEOR E4004
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4004 001/11773 T Th 10:10am - 11:25am
402 Chandler
Vineet Goyal 3 77/95
IEOR 4004 002/11774 S 4:10pm - 6:40pm
203 Mathematics Building
Cedric Josz 3 96/95
IEOR 4004 003/11779 F 1:10pm - 3:40pm
614 Schermerhorn Hall
Shipra Agrawal 3 94/95
IEOR 4004 004/11782 T Th 10:10am - 11:25am
614 Schermerhorn Hall
Yuri Faenza 3 86/90
IEOR 4004 005/11784 M W 5:40pm - 6:55pm
833 Seeley W. Mudd Building
Daniel Bienstock 3 81/95
Spring 2022: IEOR E4004
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4004 001/12727 M W 2:40pm - 3:55pm
309 Havemeyer Hall
Donald Goldfarb 3 1/150

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 2021: IEOR E4007
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4007 001/11812 M W 8:40am - 9:55am
428 Pupin Laboratories
Garud Iyengar 3 72/90
IEOR 4007 002/11813 M W 2:40pm - 3:55pm
301 Pupin Laboratories
Garud Iyengar 3 90/90

IEOR E4008 COMPUTATION DISCRETE OPT. 3.00 points.

Not offered during 2021-22 academic year.

Discrete optimization problems. Mathematical techniques and testing strengths and limits in practice on relevant applications. Transportation (travelling salesman and vehicle routing) and matching (online advertisement and school allocation) problems

Spring 2022: IEOR E4008
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4008 001/12732 T Th 10:10am - 11:25am
420 Pupin Laboratories
Yuri Faenza 3.00 1/50

IEOR E4009 NON-LINEAR OPTIMIZATION. 3.00 points.

Lect.: 2.5.Not offered during 2021-22 academic year.

Prerequisites: A course on optimization models and methods (at the level of IEOR 4004) and a course on linear algebra.
Unconstrained and constrained nonlinear optimization involving continuous functions. Additionally, fundamental concepts such as optimality conditions and convergence, principle focus on practical optimization methods

IEOR E4100 Statistics and Simulation. 1 point.

Lecture 1.5

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

Probability simulation. Statistics, build on knowledge in probability and simulation. Point and interval estimation, hypothesis testing, regression. This course is a specialized version of IEOR E4150 for MSE and MSBA students who are exempt from the first half of IEOR E4101. Must obtain waiver for E4101. 

Fall 2021: IEOR E4100
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4100 001/11829 M W 10:10am - 11:25am
417 International Affairs Bldg
Henry Lam 1 11/11
IEOR 4100 002/11832 M W 11:40am - 12:55pm
417 International Affairs Bldg
Henry Lam 1 13/11

IEOR E4101 Probability, Statistics and Simulation. 3 points.

Prerequisites: Understanding of singe and multi-variable calculus.

MSE and MSBA students only. 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 treatment and finance. This course is a specialized version of IEOR E4575 for MSE and MSBA students. 

Fall 2021: IEOR E4101
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4101 001/11830 M W 10:10am - 11:25am
417 International Affairs Bldg
Henry Lam 3 102/90
IEOR 4101 002/11833 M W 11:40am - 12:55pm
417 International Affairs Bldg
Henry Lam 3 99/95

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. 

Fall 2021: IEOR E4102
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4102 001/11803 M W 4:10pm - 5:25pm
633 Seeley W. Mudd Building
Karl Sigman 3 38/70
Spring 2022: IEOR E4102
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4102 001/12765 M W 4:10pm - 5:25pm
501 Schermerhorn Hall
Karl Sigman 3 0/150

IEOR E4106 STOCHASTIC MODELS. 3.00 points.

Lect: 3.

Prerequisites: (STAT GU4001)
Prerequisites: (IEOR 4150 or equivalent) This graduate course is a core course for MSIE and MSOR 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

Fall 2021: IEOR E4106
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4106 001/11804 M W 2:40pm - 3:55pm
501 Schermerhorn Hall
Karl Sigman 3.00 115/130
Spring 2022: IEOR E4106
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4106 001/12783 T Th 4:10pm - 5:25pm
301 Pupin Laboratories
David Yao 3.00 0/150

IEOR E4108 SUPPLY CHAIN ANALYTICS. 3.00 points.

Prerequisites: IEOR E3402, IEOR E4000 or instructor’s permission.

Prerequisites: see notes re: points IEOR 3402, IEOR 4000 or permission of instructor
MS IEOR students only. Supply chain management, model design of a supply chain network, inventories, stock systems, commonly used inventory models, supply contracts, value of information and information sharing, risk pooling, design for postponement, managing product variety, information technology and supply chain management; international and environmental issues. Note: replaced IEOR E4000 beginning in fall 2018

IEOR E4111 Operations Consulting. 3 points.

Prerequisites: (IEOR E3658) and (IEOR E4307) or (STAT GU4001) and Deterministic Models at the level of IEOR E3608 or IEOR E4004, or instructor 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.

Fall 2021: IEOR E4111
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4111 001/11887 Th 7:10pm - 9:40pm
417 International Affairs Bldg
Soulaymane Kachani 3 104/115

IEOR E4150 Introduction to Probability and Statistics. 3 points.

Lect: 3.Not offered during 2021-22 academic year.

Prerequisites: Calculus, including multiple integration.

This 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: point and confidence interval estimation, hypothesis tests, linear regression.

Fall 2021: IEOR E4150
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4150 001/11917 M W 11:40am - 12:55pm
501 Schermerhorn Hall
Christopher Dolan 3 90/95

IEOR E4177 Think Bigger. 3.00 points.

Innovative solutions to complex problems that are both novel and useful. Focuses on The Think Bigger Innovation Method, uses decision-making theory, cognitive science, and industry practice to facilitate creativity and innovation. Designed to foster new ideas during the beginning of the semester that will then function as the seeds for entrepreneurially minded. Culminates in a final project with presentation of formal and polished pitch of an innovative idea in front of a distinguished panel of successful minds from across the city

Spring 2022: IEOR E4177
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4177 001/15480 T 8:30am - 11:45am
Room TBA
Sheena Iyengar 3.00 0/40
IEOR 4177 002/15481 T 2:00pm - 5:15pm
Room TBA
Sheena Iyengar 3.00 0/40

IEOR E4199 MSIEOR Quantitative Bootcamp. 0.00 points.

Zero-credit course. Primer on quantitative and mathematical concepts. Required for all incoming MSOR and MSIE students

IEOR E4205 STUDIES IN OPERATIONS RESEARCH. 3.00 points.

IEOR E4206 Intellectual Property for Engineers. 0.00 points.

Intellectual property (patents, copyrights, trademarks) are an increasingly critical part of almost any business, at almost any stage of growth. Provides the aspiring business executive, tech entrepreneur, or engineer with an overview of commercial opportunities and risks associated with intellectual property, with a particular focus on technology patents. While legal principles will be addressed, the primary focus is on leveraging intellectual property to create financial returns

IEOR E4207 Human Factors: Performance. 3 points.

Lect: 3.

Prerequisites: Refer to course syllabus.

This course is required for undergraduate students majoring in IE. This course provides a survey of human performance engineering in the design of consumer products, user interfaces and work processes. The goal of the course is to provide the student with the ability to specify human performance variables affecting user performance, safety and satisfaction for a variety of products and task requirements. Topics include task analysis, information processing, anthropometry, control and display design, human computer interaction, usability testing, usability cost/ benefit analysis, forensics, motivation, group dynamics and personnel selection. Course requirements include a research paper and a (group) product redesign project. At the end of the course students will have a deeper understanding of the research and psychological principles underlying human performance capabilities and limitations. The hope is that this course will encourage students to become more of "a user advocate" in their future endeavors.

Fall 2021: IEOR E4207
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4207 001/11766 M 4:10pm - 6:40pm
627 Seeley W. Mudd Building
Leon Gold 3 34/50

IEOR E4208 SEM IN HUMAN FACTORS DESIGN. 3.00 points.

Lect: 3.

Prerequisites: (IEOR E4207) or IEOR E4207: Human Factors: Performance or the instructor's permission.
An elective for 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 2022: IEOR E4208
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4208 001/12980 M 4:10pm - 6:40pm
627 Seeley W. Mudd Building
Leon Gold 3.00 7/50

IEOR E4210 SUPPLY CHAIN MANAGEMENT. 3.00 points.

IEOR E4211 APPLIED CONSULTING. 3.00 points.

Prerequisites: (IEOR E3658) and (IEOR E4307) or (IEOR E4150) or (STAT GU4001) and 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. 

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.

Fall 2021: IEOR E4307
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4307 001/11831 T Th 11:40am - 12:55pm
303 Seeley W. Mudd Building
Kaizheng Wang 3 58/120

IEOR E4311 Derivatives Marketing & Structuring. 1.50 point.

Points: 1.5 Prerequisites: IEOR E3402, IEOR E4000 or permission of instructor.

Prerequisites: see notes re: points
Covers topics in Accounting, relationships among different elements of financial statements, short- term and long-term financing alternatives, using swaps, cap, and floors to manage interest rate risk, hedging interest risk of corporate finance, using options as cheapeners, structured swaps, accounting treatment of derivatives, cash flow hedging, accrual accounting, hedging issuance of a bond using treasuries, hedging employee stock options, preferred shares and their use in corporate treasury, FX risk and FX translation, commodities hedging, operating lease vs capital lease, credit risk, and cred spread and funding. Note: restricted to IEOR MS students

IEOR E4312 Application of OR & AI Techniques in Marketing. 1.50 point.

1.5 Points Prerequisites: Working knowledge EXCEL and a high-level language such as Python, R, MATLAB, or VBA and an introductory courses in Probability and Statistics.

Prerequisites: see notes re: points
Covers working knowledge of quantitative methods and data mining techniques applied to marketing and customer relationship management. Topics include clustering methods, conjoint analysis and customer preferences, forecasting, market share, product life cycle, new product, nearest neighbor, discriminant analysis, decision tree, revenue management, price and advertising elasticity, resource allocation and return on investment (ROI), economic analysis of a network and its formation, and networked markets. Note: restricted to IEOR MS students

IEOR E4399 MSE Quantitative Bootcamp. 0.00 points.

Zero-credit course. Primer on quantitative and mathematical concepts. Required for all incoming MSOR and MSIE students

IEOR E4402 Corporate Finance, Accounting & Investment Banking. 3.00 points.

Interpret financial statements, build cash flow models, value projects, value companies, and make Corporate Finance decisions. Additional topics include: cost of capital, dividend policy, debt policy, impact of taxes, Shareholder/Debtholder agency costs, dual-class shares, using option pricing theory to analyze management behavior, investment banking activities, including equity underwriting, syndicated lending, venture capital, private equity investing and private equity secondaries. Application of theory in real-world situations: analyzing financial activities of companies such as General Electric, Google, Snapchat, Spotify, and Tesla

Fall 2021: IEOR E4402
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4402 001/18413 M 7:10pm - 9:40pm
310 Fayerweather
Rodney Sunada-Wong 3.00 89/96

IEOR E4403 QUANTITATIVE CORPORATE FINANCE. 3.00 points.

Lect: 3.

Prerequisites: Probability theory and linear programming.
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. Deterministic mathematical programming models for capital budgeting. Concepts in utility theory, game theory and real options analysis

Fall 2021: IEOR E4403
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4403 001/18209 F 10:10am - 12:40pm
329 Pupin Laboratories
David DeRosa 3.00 44/100

IEOR E4404 Simulation. 3 points.

Lect: 3.

Prerequisites: (IEOR E3658) and (IEOR E4307) or (STAT GU4001) and computer programming.
Corequisites: IEOR E3106,IEOR E4106

This course is required for MSOR. Graduate students must register for 3 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. 

Fall 2021: IEOR E4404
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4404 001/11836 T Th 5:40pm - 6:55pm
417 International Affairs Bldg
Jay Sethuraman 3 129/150
Spring 2022: IEOR E4404
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4404 001/13652 T Th 1:10pm - 2:25pm
309 Havemeyer Hall
Christopher Dolan 3 0/150

IEOR E4405 PRODUCTION SCHEDULING. 3.00 points.

Lect: 3.

Prerequisites: (IEOR E3608) and (IEOR E3658) and computer programming.
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 2022: IEOR E4405
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4405 001/13037 M W 2:40pm - 3:55pm
303 Seeley W. Mudd Building
Eric Balkanski 3.00 25/73

IEOR E4406 FAC LOC,ROUTING,NETWORK DESIGN. 3.00 points.

IEOR E4407 Game Theoretic Models of Operations. 3 points.

Lect: 3.

Prerequisites: (IEOR E4004) or (IEOR E3608) and (IEOR E4106) or (IEOR E3106) and 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 2021: IEOR E4407
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4407 001/11837 T Th 11:40am - 12:55pm
833 Seeley W. Mudd Building
Jay Sethuraman 3 79/110

IEOR E4408 RESOURCE ALLOCATION. 3.00 points.

Lect: 3.Not offered during 2021-22 academic year.

Prerequisites: (IEOR E3608) or (IEOR E4004) and 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; multiperiod resource allocation; equitable allocation in multi-commodity network flow models; equitable content distribution in networks; equitable resource allocation with discrete decision variables

IEOR E4412 QUALITY CONTROL AND MANAGEMENT. 3.00 points.

Lect: 3.

Prerequisites: (IEOR E3658) and (STAT GU4001) Additional pre-requisite: working knowledge of statistics
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 services

Spring 2022: IEOR E4412
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4412 001/13448 T Th 2:40pm - 3:55pm
825 Seeley W. Mudd Building
Van Anh Truong 3.00 11/40

IEOR E4418 TRANSPORTATION ANALYTICS & LOGISTICS. 3.00 points.

Lect: 3.

Prerequisites: (IEOR E3608 or IEOR E4404 or IEOR E4007 or CSOR W4231 or CSOR W4246) and (IEOR E3106 or IEOR E4307 or SIEO W3600 or IEOR E4100 or IEOR E4101 or IEOR E4150 or STAT GR5701 or STAT GR5703) or permission of instructor.
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

Spring 2022: IEOR E4418
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4418 001/13447 M W 5:40pm - 6:55pm
602 Hamilton Hall
Adam Elmachtoub 3.00 16/75

IEOR E4500 APPLICATIONS PROGRAMMNG FOR FE. 3.00 points.

Lect: 3.

Prerequisites: Computer programming or instructor's approval.
Prerequisites: Computer programming or instructors 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 2021: IEOR E4500
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4500 001/11834 M W 4:10pm - 5:25pm
428 Pupin Laboratories
Daniel Bienstock 3.00 123/147

IEOR E4501 TOOLS FOR ANALYTICS. 3.00 points.

MS IEOR students only. Introduction programming in Python, tools with the programmer's ecosystem. Python, Data Analysis tools in Python (NumPy, pandas, bokeh), GIT, Bash, SQL, VIM, Linux/Debia, SSH

Fall 2021: IEOR E4501
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4501 001/18237 M 7:10pm - 9:40pm
402 Chandler
Julian Berman 3.00 108/120
IEOR 4501 002/18238 T 7:10pm - 9:40pm
417 International Affairs Bldg
Julian Berman 3.00 141/150
Spring 2022: IEOR E4501
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4501 001/13635 M 7:10pm - 9:40pm
833 Seeley W. Mudd Building
Julian Berman 3.00 0/80

IEOR E4502 Python for Analytics. 0.00 points.

Zero-credit course. Primer on Python for analytics concepts

IEOR E4505 OPERATION RES IN PUBLIC POLICY. 3.00 points.

Prerequisites: (IEOR E3608) or (IEOR E4004) and (IEOR E3106) or (IEOR E4106)
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. Draws on a variety techniques such as linear and integer programming, statistical and probabilistic methods, decision analysis, risk analysis, and analysis and control of dynamic systems

IEOR E4506 Design Digital Operating Models. 3 points.

Focus on the fast evolving sectors of ecommerce, advertising technology, and marketing technology, as venture capitalists chase returns in the ever increasing automation of the marketing, sales, and advertising functions. Understand industry dynamics, algorithms, patents, and business models at the core of the most successful players in the business.  Explore and define the different types of data in the industry and how they are used.

Fall 2021: IEOR E4506
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4506 001/11839 M 7:10pm - 9:40pm
633 Seeley W. Mudd Building
Anthony Effik 3 65/70

IEOR E4507 HEALTHCARE OPERATIONS MGT. 3.00 points.

Not offered during 2021-22 academic year.

Prerequisites: (IEOR E3608) and (IEOR E3658) and (IEOR E4307)
Prerequisite(s): for senior undergraduate Engineering students: IEOR E3608, E3658, and E4307; for Engineering graduate students (M.S. or Ph.D.): Probability and statistics at the level of IEOR E4150, and deterministic models at the level of IEOR E4004; for healthcare management students: P8529 Analytical methods for health services management. Develops modeling, analytical, and managerial skills of engineering and health care management students. Enables students to master an array of fundamental operations management tools adapted to the management of health care systems. Through real-world business cases, students learn to identify, model, and analyze operational improvements and innovations in a range of health care contexts

Spring 2022: IEOR E4507
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4507 001/13047 T Th 8:40am - 9:55am
833 Seeley W. Mudd Building
Van Anh Truong 3.00 12/100

IEOR E4510 PROJECT MANAGEMENT. 3.00 points.

Lect: 3.

Prerequisites: (IEOR E4004) or (IEOR E3608)
Management of complex projects 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 2022: IEOR E4510
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4510 001/13450 T 7:10pm - 9:40pm
833 Seeley W. Mudd Building
Moshe Rosenwein 3.00 17/120

IEOR E4511 Industry Projects in Analytics & Operations Research. 3.00 points.

Teams of students work on real-world projects in analytics. Focus on three aspects of analytics: identifying client analytical requirements; assembling, cleaning and organizing data; identifying and implementing analytical techniques (e.g., statistics and / or machine learning); and delivering results in a client-friendly format. Each project has a defined goal and preidentified data to analyze in one semester. Client facing class. Class requires 10 hours of time per week and possible client visits on Fridays

Summer 2021: IEOR E4511
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4511 001/11175 M 9:00am - 11:30am
309 Havemeyer Hall
Michael Robbins 3.00 11/50
Fall 2021: IEOR E4511
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4511 001/12065 M 9:00am - 11:30am
750 Schapiro Cepser
Michael Robbins 3.00 62/70

IEOR E4520 APPLIED SYSTEMS ENGINEERING. 3.00 points.

Lect: 3.

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-workflow at the top of every major engineering project

IEOR E4522 PYTHON FOR OPERATIONS RESEARCH. 1.50 point.

Lect: 1.5.Not offered during 2021-22 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.

IEOR E4523 Data Analytics. 3 points.

Lect: 3.

Corequisites: IEOR E4501

Co-requisite: IEOR E4501 Tools for Analytics. 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 2021: IEOR E4523
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4523 001/11842 T Th 4:10pm - 5:25pm
310 Fayerweather
Uday Menon 3 93/96
IEOR 4523 002/11843 T Th 2:40pm - 3:55pm
303 Seeley W. Mudd Building
Uday Menon 3 74/73
Spring 2022: IEOR E4523
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4523 001/13451 T Th 2:40pm - 3:55pm
329 Pupin Laboratories
Uday Menon 3 0/80

IEOR E4524 Analytics in Practice. 3 points.

Lect: 3.Not offered during 2021-22 academic year.

Prerequisites: (IEOR E4523) and IEOR E4501

MSBA 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.

Fall 2021: IEOR E4524
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4524 001/11905 W 7:10pm - 9:40pm
602 Hamilton Hall
Uday Menon 3 64/80
Spring 2022: IEOR E4524
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4524 001/12685 Th 7:10pm - 9:40pm
833 Seeley W. Mudd Building
Hardeep Johar 3 0/100
IEOR 4524 002/12689 Th 7:10pm - 9:40pm
614 Schermerhorn Hall
Uday Menon 3 0/100

IEOR E4525 MACHINE LEARNING FE & OPR. 3.00 points.

Prerequisites: optimization, applied probability, statistics or simulation.
Prerequisite(s): Optimization, applied probability, statistics, and knowledge of (or experience in) computer programming. MS IEOR students only. Introduction to machine learning, practical use of ML algorithms and applications to financial engineering and operations. Supervised learning: regression, classification, resampling methods, regularization, support vector machines (SVMs), and deep learning. Unsupervised learning: dimensionality reduction, matrix decomposition, and clustering algorithms

Fall 2021: IEOR E4525
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4525 001/11846 F 10:10am - 12:40pm
312 Mathematics Building
Christian Kroer 3.00 94/116
Spring 2022: IEOR E4525
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4525 001/12639 F 10:10am - 12:40pm
833 Seeley W. Mudd Building
Christian Kroer 3.00 9/120

IEOR E4526 Analytics on the Cloud. 3 points.

Prerequisites: IEOR E4501 and IEOR E4523

To introduce students to the programming issues around working with clouds for data analytics. The class will learn how to work with the infrastructure of cloud platforms, and discussion about distributed computing, the focus of the course is on programming. Topics covered will include MapReduce, parallelism, the rewriting of algorithms (statistical, OR, and machine learning) for the cloud, and the basics of porting applications so that they run on the cloud.

Spring 2022: IEOR E4526
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4526 001/12682 M 8:40am - 11:10am
303 Seeley W. Mudd Building
Hardeep Johar 3 0/60

IEOR E4530 TOPICS IN OPERATIONS RESEARCH. 3.00 points.

This is a course on how techniques from AI and optimization enable large-scale game solving and market design. We will cover the core ideas behind recent superhuman AIs for games such as Poker and Go. Then, we will discuss how AI and game theory ideas are used in large-scale marketplaces such as internet advertising, recommender systems, and electricity markets. This is intended to be an advanced MS level and senior undergraduate course for students in Operations Research and Financial Engineering. Students should therefore have a strong background in optimization, linear algebra, and statistics

Spring 2022: IEOR E4530
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4530 001/13663 M W 1:10pm - 2:25pm
702 Hamilton Hall
Christian Kroer 3.00 5/40

IEOR E4540 Data Mining. 3 points.

The course will cover major statistical learning methods for data mining under both supervised and unsupervised settings. Topics covered include linear regression and classi
fication, model selection and regularization, tree-based methods, support vector machines, and unsupervised learning. Students will learn about the principles underlying each method, how to determine which methods are most suited to applied settings, concepts behind model fi
tting and parameter tuning, and how to apply methods in practice and assess their performance. We will emphasize roles of statistical modeling and optimization in data mining. 

 

Fall 2021: IEOR E4540
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4540 001/11849 W 7:10pm - 9:40pm
303 Seeley W. Mudd Building
Krzysztof Choromanski 3 36/73
Spring 2022: IEOR E4540
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4540 001/13453 W 7:10pm - 9:40pm
633 Seeley W. Mudd Building
Krzysztof Choromanski 3 8/60

IEOR E4550 Entrepreneurial Business Creation for Engineers. 3 points.

Lect: 3.

Prerequisites: (IEOR E2261)

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. 

IEOR E4555 DESIGN/AGILE PROJ MGMT ENG LAB. 3.00 points.

Lect: 3.Not offered during 2021-22 academic year.

Intensive, team-, and project-based seminar covering multidisciplinary approach to evidence-based product design; agile project planning and execution; rapid MVP prototyping; and launch strategy formulation and implementation. Focuses on practical use of design thinking, design studio, and iterative design sprint methodologies. Systematic approaches to Lean User Research, User Experience (UX), and User Interface (UI) design and deployment are integral components of course curriculum. Mix of startup and enterprise projects, including application drive, data-driven, or combination of both. Teams are fully supported in devising prototypes and actualizing proposed solutions

IEOR E4560 THE LEAN LAUNCH PAD. 3.00 points.

IEOR E4561 LAUNCH YOUR STARTUP: TECH. 3.00 points.

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

IEOR E4562 Innovate Using Design Thinking. 3.00 points.

Design Thinking can enhance innovation activities, market impact, value creation, and speed to market. Course topics include a conceptual and practical understanding of design thinking and the use of a systematic approach to generating creative solutions to corporate challenges. It aims to strengthen your individual and collaborative capabilities to identify customer needs, conduct qualitative research, generate insights, create product concept hypotheses, develop and test prototypes and make actionable innovation recommendations for the client organization

Summer 2021: IEOR E4562
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4562 001/11176 M T W Th F 9:00am - 5:00pm
Online Only
Gita Johar, Adam Royalty 3.00 24/24

IEOR E4570 Entrepreneurship Bootcamp for Engineers. 1 point.

1.5 points

This course is designed as an introductory exposure to entrepreneurial concepts and practical skills for engineering students who wish to explore entrepreneurship conceptually or as a future endeavor in their careers. The class will be a mix of lecture, guest speakers from the entrepreneurship community, and work-shopping concepts we cover. Grades will be based on class participation and engagement as well as final pitch in which students describe their key takeaways & insights gleaned from the process.

Fall 2021: IEOR E4570
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4570 001/12159  
David Lerner 1 28/45

IEOR E4571 TOPICS IN OPERATIONS RESEARCH. 3.00 points.

Each offering of this course is devoted to a particular sector of Operations Research and its contemporary research, practice, and approaches. If topics are different, then course can be taken more than once for credit

Fall 2021: IEOR E4571
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4571 001/15377 F 1:30pm - 3:40pm
633 Seeley W. Mudd Building
Khosrow Dehnad, Brianne Cortese 3.00 35/70
Spring 2022: IEOR E4571
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4571 001/13687 T Th 11:40am - 12:55pm
717 Hamilton Hall
Van Anh Truong 3.00 5/60

IEOR E4572 Visualization and Story Telling with Data. 3 points.

Lect: 3.,Points: 1.5

Visualization and Story Telling with Data

,

This course will cover principles of data visualization and how to build a story with data. It is too easy to get distracted by complex statistics or massive datasets. This class will teach you to take complex data or statistics and allow you to communicate the results effectively. The final step of any analysis is presenting the result concisely and effectively.  Points: 1.5

Fall 2021: IEOR E4572
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4572 001/15070  
Michelle Glaser 3 50/60
Spring 2022: IEOR E4572
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4572 001/15542  
Michelle Glaser 3 0/60

IEOR E4573 TOPICS IN OR. 1.50 point.

Points: 1.5

Each offering of this course is devoted to a particular sector of Operations Research and its contemporary research, practice, and approaches. If topics are different, then course can be taken more than once for credit

Spring 2022: IEOR E4573
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4573 001/15691  
Nicolas Chikhani 1.50 0/60

IEOR E4574 TOPICS IN OR: CENSUS PARTICIPATION CHALLENGE. 3.00 points.

Each offering of this course is devoted to a particular sector of Operations Research and its contemporary research, practice, and approaches. If topics are different, then course can be taken more than once for credit

IEOR E4575 TOPICS IN OPERATIONS RESEARCH. 3.00 points.

Note to students: 1.5 credits Note to students re: pre-requisites: Probability and statistics, Basic optimization (e.g., familiarity with linear and convex optimization, gradient descent, basic algorithm design constructs), familiarity with Programming in python (or experience with programming in other languages like C/C++/Matlab and willingness to learn python). Knowledge of machine learning is not required, but some basic familiarity may help.

Reinforcement learning is a powerful paradigm for learning and sequential decision making, and it is relevant to an enormous range of tasks, including robotics, game playing, consumer modeling and healthcare. The course aims to provide a hands-on introduction to the state-of-the-art techniques in reinforcement learning. We will begin with foundations of sequential decision making and Markov Decision Processes, and move on to the core challenges and recent approaches for large-scale reinforcement learning. Through a combination of lectures, assignments, readings and project, the students will become well versed in the basic RL algorithmic techniques as well as deep RL based algorithmic techniques. The assignments will involve implementing these techniques to solve OpenAI gym environments using Python (Tensorflow numpy). The topics covered include (tentatively): Introduction to Markov Decision Processes (MDP) and Dynamic Programming. Reinforcement learning algorithms: Q-learning, Policy Gradient methods, TRPO and Regularized policy gradient methods, Actor-critic method. The multi-armed bandit problem and Exploration-exploitation in RL. Offline RL

Fall 2021: IEOR E4575
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4575 001/15146 T Th 2:40pm - 3:55pm
415 Schapiro Cepser
Rachel Cummings 3.00 27/50
Spring 2022: IEOR E4575
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4575 001/13458 T Th 11:40am - 12:55pm
303 Seeley W. Mudd Building
Shipra Agrawal 3.00 4/50

IEOR E4576 TOPICS IN OPERATIONS RESEARCH. 1.50 point.

1.5 pts

Each offering of this course is devoted to a particular sector of Operations Research and its contemporary research, practice, and approaches. If topics are different, then course can be taken more than once for credit

IEOR E4577 AI & OR at Scale in the Cloud.

Points: 1.5Not offered during 2021-22 academic year.

Often times, AI and analytics are seen through the lens of model building. Recent work has shown that model building represents only a small portion of the code produced by a data science team. This class focuses on the other aspects of AI: the development process of AI and analytics at scale in the cloud.

IEOR E4578 TOPICS IN OPERATION RESEARCH. 3.00 points.

Prerequisites: Must be registered in one of the MS IEOR Programs
Each offering of this course is devoted to a particular sector of Operations Research and its contemporary research, practice, and approaches. If topics are different, then course can be taken more than once for credit

Fall 2021: IEOR E4578
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4578 001/18218 Th 4:10pm - 6:40pm
303 Seeley W. Mudd Building
Owen Davis 3.00 43/60
Spring 2022: IEOR E4578
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4578 001/13676 T Th 4:10pm - 5:25pm
303 Seeley W. Mudd Building
Christopher Dolan 3.00 2/60

IEOR E4579 TOPICS IN OR. 1.50 point.

Each offering of this course is devoted to a particular sector of Operations Research and its contemporary research, practice, and approaches. If topics are different, then course can be taken more than once for credit

IEOR E4600 APPLIED INTEGER PROGRAMMING. 3.00 points.

Lect: 3.

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

This course is required for undergraduate students majoring in OR. This course covers applications of mathematical programming techniques, especially integer programming, with emphasis on software implementation. This course also covers topics of modeling and solution of problems in supply chain, logistics, routing. Particular emphasis is placed on optimization modeling systems, such as AMPL and OPL and state-of-the-art solvers.

IEOR E4601 Dynamic Pricing and Revenue Management. 3 points.

Lect: 3.

Prerequisites: (STAT GU4001) and (IEOR E4004)

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 2022: IEOR E4601
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4601 001/13467 T Th 10:10am - 11:25am
413 Kent Hall
Vineet Goyal 3 12/50

IEOR E4602 Quantitative Risk Management. 3 points.

Lect: 3.

Prerequisites: (STAT GU4001) and (IEOR E4106)

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.

Fall 2021: IEOR E4602
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4602 001/11853 T Th 11:40am - 12:55pm
633 Seeley W. Mudd Building
Agostino Capponi 3 28/70

IEOR E4611 DECISION MODELS AND APPLIC. 3.00 points.

Lect: 3.Not offered during 2021-22 academic year.

Prerequisites: (IEOR E3608) and (IEOR E4004) or (IEOR E3658) and (IEOR E4307) and (STAT GU4001) or the equivalent. For graduate students: instructor's permission is required.
Corequisites: IEOR E4404

Students are introduced to deterministic and stochastic decision tools used by leading corporations and applied researchers, and apply these software packages to complex, real-world problems in engineering and finance. Building on a basic theoretical understanding of optimization, simulation and game theory obtained in prerequisite classes, students master commercial decision modeling programs such as Premium Solver Professional (linear, integer and non-linear optimization), TreePlan (decision-trees), Crystal Ball (simulation), and OptQuest (optimization under uncertainty). Students are also welcome to complete most modeling assignments with Matlab. After students have mastered the course software, its limitations and the frameworks for applying it, they work in small teams to address (as a mid-term project) one large-scale deterministic project and (as an end-of-semester project) one similarly-complex stochastic problem. While addressing their first projects, students learn effective presentation and project reporting skills, suitable for communicating with CFOs and CEOs. Students present their project analyses to a small panel of industry experts and executives. Throughout the course, the importance of outside-the-model considerations, model limitations and sources of modeling error are stressed, and general frameworks for approaching particular problem types are developed.

IEOR E4615 SERVICE ENGINEERING. 3.00 points.

Lect: 3.Not offered during 2021-22 academic year.

Prerequisites: (SIEO W3600) and (IEOR E3106) or (IEOR E4106) or equivalent.
Focus on service systems viewed as stochastic networks, exploiting the theoretical framework of queueing theory. Includes multidisciplinary 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.

Prerequisites: (IEOR E4700)

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 2021: IEOR E4620
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4620 001/11855 T 7:10pm - 9:40pm
633 Seeley W. Mudd Building
Michael Miller 3 74/70

IEOR E4630 Asset Allocation. 3 points.

Lect: 3.

Prerequisites: (IEOR E4700)

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 2022: IEOR E4630
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4630 001/13468 T Th 2:40pm - 3:55pm
402 Chandler
Yanwei Jia 3 24/100

IEOR E4650 BUSINESS ANALYTICS. 3.00 points.

Prerequisites: (STAT GU4001) or (IEOR E4150) In this course, you will learn how to identify, evaluate, and capture business analytic opportunities that create value. Toward this end, you will learn basic analytical methods and analyze case studies on organizations that successfully deployed these techniques. In the first part of the course, we focus on how to use data to develop insights and predictive capabilities using machine learning and data mining techniques. In the second part, we focus on the use of optimization and simulation to support prescriptive decision-making in the presence of a large number of alternatives and business constraints. Finally, throughout the course, we explore the challenges that can arise in implementing analytical approaches within an organization

Fall 2021: IEOR E4650
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4650 001/11859 T Th 11:40am - 12:55pm
402 Chandler
Yi Zhang 3.00 89/90
Spring 2022: IEOR E4650
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4650 001/13462 M W 10:10am - 11:25am
Room TBA
Charles Guetta 3.00 0/120
IEOR 4650 002/13463 M W 11:40am - 12:55pm
Room TBA
Charles Guetta 3.00 1/120
IEOR 4650 003/13464 M W 4:10pm - 5:25pm
203 Mathematics Building
Charles Guetta 3.00 0/74
IEOR 4650 004/13465 M W 2:40pm - 3:55pm
602 Hamilton Hall
Adam Elmachtoub 3.00 0/75
IEOR 4650 005/13466 T Th 1:10pm - 2:25pm
313 Fayerweather
Mingliu Chen 3.00 31/75

IEOR E4651 DATA MINING. 3.00 points.

IEOR E4700 Introduction to Financial Engineering. 3 points.

Lect: 3.

Prerequisites: (IEOR E3106) or (IEOR E4106)

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. 

Fall 2021: IEOR E4700
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4700 001/11835 M W 1:10pm - 2:25pm
428 Pupin Laboratories
Emanuel Derman 3 111/130
Spring 2022: IEOR E4700
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4700 001/13469 M W 11:40am - 12:55pm
833 Seeley W. Mudd Building
Xunyu Zhou 3 27/100

IEOR E4701 Stochastic Models for Financial Engineering. 3 points.

Lect: 3.

Prerequisites: (STAT GU4001)

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 2021: IEOR E4701
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4701 001/11861 T Th 10:10am - 11:25am
303 Seeley W. Mudd Building
David Yao 3 66/70

IEOR E4703 MONTE CARLO SIMULATION METHODS. 3.00 points.

Lect: 3.

Prerequisites: (IEOR E4701)
Prerequisites: (IEOR E4701) 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 2022: IEOR E4703
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4703 001/13470 T Th 11:40am - 12:55pm
309 Havemeyer Hall
Ali Hirsa 3.00 0/200

IEOR E4705 STUDIES IN OPERATION RESEARCH. 3.00 points.

IEOR E4706 Foundations of Financial Engineering. 3 points.

Lect: 3.

Prerequisites: (IEOR E4701) and (IEOR E4702) and 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 2021: IEOR E4706
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4706 001/11862 M W 10:10am - 11:25am
303 Seeley W. Mudd Building
Wenpin Tang 3 73/70

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

Lect: 3.

Prerequisites: (IEOR E4701)

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.

Fall 2021: IEOR E4707
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4707 001/11864 T Th 5:40pm - 6:55pm
633 Seeley W. Mudd Building
Xunyu Zhou 3 41/60
Spring 2022: IEOR E4707
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4707 001/13471 M W 4:10pm - 5:25pm
501 Northwest Corner
Xunyu Zhou 3 0/150

IEOR E4708 SEM-OLD & NEW IDEAS-QUANT FIN. 3.00 points.

Lect: 3.

Prerequisites: (IEOR E4703) and (IEOR E4706) and IEOR E4703, E4706, probability and statistics.
Selected topics of special interest to M.S. students in financial engineering. If topics are different then this course can be taken more than once for credit

IEOR E4709 Statistical Analysis & 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. 

Fall 2021: IEOR E4709
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4709 001/11867 T Th 10:10am - 11:25am
1127 Seeley W. Mudd Building
Agostino Capponi 3 52/60
Spring 2022: IEOR E4709
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4709 001/13472 M W 11:40am - 12:55pm
501 Schermerhorn Hall
Agostino Capponi 3 7/150

IEOR E4710 TERM STRUCTURE MODELING. 3.00 points.

Lect: 3.Not offered during 2021-22 academic year.

Prerequisites: (IEOR E4706) and (IEOR E4707) and computer programming.
Interest rate models and numerical techniques for pricing and hedging interest rate contracts and fixed income securities

IEOR E4711 Global Capital Markets. 3 points.

Prerequisites: Refer to course syllabus.

Fall: Global Capital Markets, taught by Professor S. Dastidar. This course is an introduction to capital markets and investments. It provides an overview of financial markets and teaches you tools for asset valuation that will be very useful in your future career. The extract below is from last year. While I was keen to have similar content, the class complained last year that the topics 2 and 3 were too esoteric for them. Based on what the class feels, I am probably going to replace it with general content on equities (i.e. replace 2 and 3 with 4). This course then becomes very similar to Capital Markets and Investments offered by the Business School. We will cover: 1. The pricing of fixed income securities (treasury markets, interest rate swaps, futures etc) 2. Discussions on topics in credit, foreign exchange, sovereign and securitized markets (we may drop this) 3. Private markets - private equity and hedge funds, etc. (we may drop this) 4. We shall spend some time on equity markets and their derivatives, time permitting. We will aim to take a hands-on approach in this course. The course is somewhat quantitative in nature; you should be prepared to work with data and spreadsheets. Programming is not required. Nevertheless, this is a basic foundations course, and does not assume much prior knowledge in finance. Consequently, the course emphasizes a few cardinal principles while getting into some institutional detail. The word "Global" in the title implies that the concepts we discuss are relevant to all geographies; we will rarely get into specifics of any particular region.

Fall 2021: IEOR E4711
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4711 001/11868 M 7:10pm - 9:40pm
413 Kent Hall
Siddhartha Ghosh Dastidar 3 58/71
Spring 2022: IEOR E4711
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4711 001/13474 M 7:10pm - 9:40pm
602 Hamilton Hall
3 20/70

IEOR E4712 BEHAVIORAL FINANCE. 1.50 point.

Not offered during 2021-22 academic year.

Prerequisites: (IEOR E4700)
Behavioral finance is the application of behavioral psychology to financial decision making. Focuses on the portfolio aspect of behavioral finance and briefly touches on other aspects. Compared with 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 MGMT,FIN SYSTM,FIN CRISIS. 1.50 point.

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 con- temporary 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. Attempt to understand the emergency programs deployed by central bankers and other policy makers to address crises historically and today

IEOR E4715 COMMODITY DERIVATIVES. 1.50 point.

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 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 INTRO-IMPLIED VOLATILITY SMILE. 3.00 points.

Lect: 3.

Prerequisites: (IEOR E4706) and knowledge of derivatives valuation models.
During the past 15 years the behavior of market options prices have shown systematic deviations from the classic Black-Scholes model. 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 for hedging and valuation

Spring 2022: IEOR E4718
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4718 001/13477 M W 1:10pm - 2:25pm
313 Fayerweather
Emanuel Derman 3.00 10/75

IEOR E4720 TOPICS IN QUANT FINANCE. 3.00 points.

Prerequisites: (IEOR E4700) and 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

IEOR E4721 Mathematics of Finance for FE Bootcamp. 1.5-3 points.

Prerequisites: IEOR E4700: Introduction to Financial Engineering, additional pre-requisites 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 2022: IEOR E4721
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4721 001/13632 T Th 8:40am - 9:55am
702 Hamilton Hall
Ali Hirsa 1.5-3 0/60

IEOR E4722 TOPICS IN QUANT FINANCE. 3.00 points.

Prerequisites: IEOR E4707 Refer to course syllabus.
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

IEOR E4723 TOPICS IN QUANTATIVE FINANCE. 1.50 point.

Course Points: 1.5

ESG (Environmental, Social and Corporate Governance) Finance is a rapidly growing area of Investment Management – and Finance more broadly – that has received a lot of attention in the past several years from the investor community, financial regulatory agencies, and the general public alike. This course provides an introduction to ESG Finance from a financial engineer’s perspective. The course combines a theoretical basis underlying risk factor investing and risk management with an in- depth discussion of ESG applications. Climate risk is an area of particular focus due to its increasing general importance. Lectures are supplemented with a number of hands-on exercises, which allow students to immediately try applying learned techniques to publicly available data

Fall 2021: IEOR E4723
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4723 001/17946 T 7:10pm - 9:40pm
327 Seeley W. Mudd Building
Cyril Shmatov 1.50 12/39

IEOR E4724 TOPICS IN QUANTATIVE FINANCE. 3.00 points.

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

Fall 2021: IEOR E4724
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4724 001/17980 Th 7:10pm - 9:40pm
524 Seeley W. Mudd Building
Luca Capriotti 3.00 8/40

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

Lect: 3.Not offered during 2021-22 academic year.

Prerequisites: (IEOR E4706) and (IEOR E4707) IEOR E4706 and IEOR E4707.

Networks are ubiquitous in our modern society. Economic and social networks have been used extensively to model a variety of situations, in which individual decision-makers are affected by the choices of their peers in the network. This course will introduce the main mathematical models for the study of these networks. It will discuss game theoretical and dynamic optimization techniques, which can be used to analyze a wide variety of these networks, including their resilience to shocks, the diffusion of information leading to social contagion, and how the strategic behavior of agents shapes the performance of the network

Fall 2021: IEOR E4725
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4725 001/13718 T Th 1:10pm - 2:25pm
413 Kent Hall
Yanwei Jia 3 54/70

IEOR E4726 TOPICS IN QUANTATIVE FINANCE. 3.00 points.

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

IEOR E4727 TOPICS IN QUANTATIVE FINANCE. 3.00 points.

Prerequisites: Refer to course syllabus.
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

IEOR E4728 TOPICS IN QUANTITATIVE FINANCE. 1.50 point.

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. Java, mortgage-backed securities, numerical solutions of partial differential equations, quantitative portfolio management, risk management, trade and technology in financial markets

Fall 2021: IEOR E4728
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4728 001/18215 T 4:10pm - 6:40pm
404 International Affairs Bldg
Ajit Agrawal 1.50 18/40

IEOR E4729 TOPICS IN QUANTATIVE FINANCE. 1.50 point.

NOTE: If you have previously completed IEOR 4733 Algorithmic Trading or IEOR 4729 Model Based Trading, please note that while this version of 4729 has many new elements, it materially overlaps with these two classes and is intended to replace both.

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

Fall 2021: IEOR E4729
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4729 001/18217  
Kenneth Goodman 1.50 40/50

IEOR E4731 CREDIT RISK/CREDIT DERIVATIVES. 3.00 points.

Lect: 3.

Prerequisites: (IEOR E4701) and (IEOR E4707)
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). Detail topics include default and credit risk, multiname default barrier models and multiname reduced form models

IEOR E4732 COMPUT METHODS IN FINANCE. 3.00 points.

Prerequisites: (IEOR E4700)
MS IEOR students only. Application of various computational methods/techniques in quantitative/computational finance. Transform techniques: fast Fourier transform for data de-noising and pricing, finite difference methods for partial differential equations (PDE), partial integro-differential equations (PIDE), Monte-Carlo simulation techniques in finance, and calibration techniques, filtering and parameter estimation techniques. Computational platform will be C /Java/Python/Matlab/R

Spring 2022: IEOR E4732
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4732 001/13648 T 7:10pm - 9:40pm
Room TBA
Alireza Javaheri 3.00 0/60

IEOR E4733 ALGORITHMIC TRADING. 3.00 points.

Prerequisites: IEOR E4700
Prerequisite(s): IEOR E4700. 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

Spring 2022: IEOR E4733
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4733 001/13592 W 7:10pm - 9:40pm
602 Hamilton Hall
Sebastien Donadio 3.00 14/80

IEOR E4734 FOR EXCH/RELATD DERIVATVS INST. 1.50 point.

1.5.

Prerequisites: (IEOR E4700)
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. Ironically the foreign exchange markets may be the best place to trade derivatives and to invent new derivatives—given the massive two-way flow of trading that goes through bank dealing rooms virtually 24 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

IEOR E4735 Structured and Hybrid Products. 3 points.

Lect: 3.

Prerequisites: (IEOR E4700)

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.

Fall 2021: IEOR E4735
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4735 001/17157 Th 7:10pm - 9:40pm
428 Pupin Laboratories
Alireza Javaheri 3 55/100

IEOR E4736 EVENT DRIVEN FINANCE. 3.00 points.

Lect: 3.

Prerequisites: (IEOR E4706 and IEOR E4707) 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. 

IEOR E4738 PROGRAMMING FOR FE 1. 0.00 points.

Lect: 3.

Prerequisites: Familiarity with object-oriented programming.
Object-oriented programming and database development for building financial data and risk systems; Python and Python's scientific libraries; basic database theory, querying and constructing databases; basic risk management and design of risk systems

IEOR E4739 PROGRAMMING FOR FE 2. 3.00 points.

Lect: 2.5.

Prerequisites: (IEOR E4738)
Developing effective software implementations in C programming language; modeling of portfolio optimization; modeling of price impact trading models; review of synchronization of programs using the file system; review of synchronization of programs using threads; review of synchronization of programs using sockets; implementation of high-performance simulations in finance

IEOR E4741 Programming for Financial Engineering. 3 points.

The course covers C++ programming language, applications and features for financial engineering and quantitative finance applications.

Fall 2021: IEOR E4741
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4741 001/11870 W 7:10pm - 9:40pm
627 Seeley W. Mudd Building
Sebastien Donadio 3 23/52

IEOR E4745 Applied Financial Risk Management. 3 points.

Prerequisites: Probability and statistics, instruments of the financial markets, and asset pricing models

Prerequisites: see notes re: points

The course introduces risk management principles, practical implementation and applications, standard market, liquidity and credit risk measurement techniques, and their drawbacks and limitations.

Fall 2021: IEOR E4745
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4745 001/11874 T Th 2:40pm - 3:55pm
633 Seeley W. Mudd Building
Allan Malz 3 70/70

IEOR E4798 Financial Engineering Seminar Series. 0 points.

Degree requirement for all MSFE first year students. Seminar Series for Financial Engineering Practitioners. Topics in the field of Financial Engineering. Past seminar topics include Evolving Financial Intermediation, Measuring and Using Trading Algorithms Effectively, Path-Dependent Volatility, Arti¹cial Intelligence and Data Science in modern financial decision making, Risk-Based Performance Attribution, and Financial Machine Learning. Meets select Monday evenings.

Fall 2021: IEOR E4798
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4798 001/18483 M 7:00pm - 8:30pm
Online Only
Ali Hirsa, Carmen Ng, Lizbeth Morales, Winsor Yang 0 129/151

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.

Fall 2021: IEOR E4900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4900 001/16698  
Shipra Agrawal 1-3 0/20
IEOR 4900 002/16699  
Eric Balkanski 1-3 0/20
IEOR 4900 003/16700  
Daniel Bienstock 1-3 0/20
IEOR 4900 004/16701  
Agostino Capponi 1-3 0/20
IEOR 4900 005/16702  
1-3 0/20
IEOR 4900 006/16703  
Emanuel Derman 1-3 0/20
IEOR 4900 008/16705  
Christopher Dolan 1-3 0/20
IEOR 4900 009/16706  
Adam Elmachtoub 1-3 0/20
IEOR 4900 010/16707  
Yuri Faenza 1-3 0/20
IEOR 4900 011/16708  
Donald Goldfarb 1-3 0/20
IEOR 4900 012/16709  
Vineet Goyal 1-3 0/20
IEOR 4900 013/16710  
Ali Hirsa 1-3 5/20
IEOR 4900 014/16711  
Garud Iyengar 1-3 1/20
IEOR 4900 015/16712  
Hardeep Johar 1-3 1/20
IEOR 4900 016/16713  
Cedric Josz 1-3 0/20
IEOR 4900 017/16714  
Soulaymane Kachani 1-3 1/20
IEOR 4900 018/16715  
Christian Kroer 1-3 0/20
IEOR 4900 019/16716  
Daniel Lacker 1-3 0/20
IEOR 4900 020/16717  
Henry Lam 1-3 0/20
IEOR 4900 021/16719  
Uday Menon 1-3 0/20
IEOR 4900 022/16720  
Jay Sethuraman 1-3 0/20
IEOR 4900 023/16721  
Karl Sigman 1-3 0/20
IEOR 4900 024/16718  
Clifford Stein 1-3 0/20
IEOR 4900 025/16722  
Wenpin Tang 1-3 0/20
IEOR 4900 026/16723  
Van Anh Truong 1-3 0/20
IEOR 4900 027/16724  
Kaizheng Wang 1-3 0/20
IEOR 4900 028/16725  
David Yao 1-3 1/20
IEOR 4900 029/16726  
Yi Zhang 1-3 0/20
IEOR 4900 030/16727  
Xunyu Zhou 1-3 0/20
IEOR 4900 031/16728  
Jenny Mak 1-3 0/20

IEOR E4998 Managing Technological Innovation and Entrepreneurship. 3 points.

Lect: 3.

This is a required course for undergraduate students majoring in OR:EMS. Focus on the management and consequences of technology-based innovation. Explores how new industries are created, how existing industries can be transformed by new technologies, the linkages between technological development and the creation of wealth and the management challenges of pursuing strategic innovation. 

Spring 2022: IEOR E4998
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4998 001/13597 F 10:10am - 12:40pm
203 Mathematics Building
Gerard Neumann 3 38/80

IEOR E4999 Fieldwork. 0.5-2 points.

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.

Summer 2021: IEOR E4999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4999 001/11071  
Emanuel Derman, Ali Hirsa, Kristen Maynor 0.5-2 93/250
Fall 2021: IEOR E4999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4999 001/18449  
Emanuel Derman, Kristen Maynor, Ali Hirsa 0.5-2 62/250

IEOR E6602 NONLINEAR & CONVEX PROGRAMMING. 3.00 points.

Lect: 3.

Prerequisites: PhD-level Linear Programming.
Convex sets and functions, convex duality and optimality conditions. Computational methods: steepest descent, Newton and quasi-Newton methods for unconstrained problems, active set, penalty set, interior point, augmented Lagrangian and sequential quadratic programming methods for constrained problems. Introduction to nondifferentiable optimization and bundle methods

IEOR E6608 INTEGER PROGRAMMING. 3.00 points.

IEOR E6613 Optimization, I. 4.5 points.

Prerequisites: Refer to course syllabus.

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 2021: IEOR E6613
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6613 001/11875 T Th 11:40am - 12:55pm
233 Seeley W. Mudd Building
Vineet Goyal 4.5 34/40

IEOR E6614 Optimization, II. 4.5 points.

Lect: 3.

Prerequisites: Refer to course syllabus.

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 2022: IEOR E6614
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6614 001/13610 M W 4:10pm - 5:25pm
834 Seeley W. Mudd Building
Daniel Bienstock 4.5 0/40

IEOR E6616 CONVEX OPTIMIZATION. 3.00 points.

IEOR E6703 ADVANCED FINANCIAL ENGINEERING. 3.00 points.

Lect: 3.Not offered during 2021-22 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 E6704 QUEUING THEORY & APPLICATIONS. 3.00 points.

IEOR E6706 QUEUEING NETWORKS. 3.00 points.

IEOR E6711 Stochastic models, I. 4.5 points.

Prerequisites: (STAT GU4001) or Refer to course syllabus.

This is the first course in a two-course sequence introducing students to the theory of stochastic processes. The fall term starts with a review of probability theory and then treats Poisson processes, renewal processes, discrete-time Markov chains and continuous-time Markov chains. The spring term emphasizes martingales and Brownian motion. Although the course does not assume knowledge of measure theory or measure-theoretic probability, the focus is on the mathematics. Proofs are emphasized. This course sequence is intended for our first-year doctoral students. Indeed, one of the two qualifying exams at the end of the first year covers the material taught in this course sequence. The course is intended to provide students background, so that they will be able to effectively conduct research.

Fall 2021: IEOR E6711
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6711 001/11883 M W 4:10pm - 5:25pm
834 Seeley W. Mudd Building
Henry Lam 4.5 32/40

IEOR E6712 Stochastic models, II. 4.5 points.

Prerequisites: (IEOR E6711) or Refer to course syllabus.

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 2022: IEOR E6712
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6712 001/13613 T Th 11:40am - 12:55pm
227 Seeley W. Mudd Building
David Yao 4.5 0/40

IEOR E8100 ADVANCED TOPICS IN IEOR. 3.00 points.

Prerequisites: Faculty adviser's permission.
Prerequisites: Faculty adviser's permission. In matching markets, we have a set of agents that want to sell/buy/exchange goods. Each agent has a preference pattern describing how much she likes other agents or goods, and the goal is to find an assignment of goods to agents as to maximize an objective function, or simply as to satisfy certain constraints. Matching markets arise, for instance, in school allocation, job placement, and refugee resettlement problems. Matching markets go beyond classical matching problems, where typically a feasible solution is easy to find. Hence, classical algorithmic techniques need to be integrated with new ideas. In this class, we will see descriptions and algorithms for many matching markets, starting from the classical case of stable matchings and then exploring more modern and sophisticated solution concepts. Our point of view will mainly be that of an optimizer, i.e., we will wish to find provably good solutions in a provably short amount of time

Fall 2021: IEOR E8100
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 8100 001/13717 T Th 2:40pm - 3:55pm
480 Computer Science Bldg
Yuri Faenza 3.00 18/40
Spring 2022: IEOR E8100
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 8100 001/13602 M W 11:40am - 12:55pm
834 Seeley W. Mudd Building
Donald Goldfarb 3.00 0/40
IEOR 8100 002/13605 T Th 2:40pm - 3:55pm
304 Hamilton Hall
Wenpin Tang 3.00 0/40

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.

Fall 2021: IEOR E9101
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 9101 001/16729  
Shipra Agrawal 1-6 0/20
IEOR 9101 002/16730  
Eric Balkanski 1-6 0/20
IEOR 9101 003/16731  
Daniel Bienstock 1-6 0/20
IEOR 9101 004/16732  
Agostino Capponi 1-6 0/20
IEOR 9101 005/16733  
1-6 1/20
IEOR 9101 006/16734  
Emanuel Derman 1-6 0/20
IEOR 9101 007/16735  
Antonius Dieker 1-6 0/20
IEOR 9101 008/16736  
Christopher Dolan 1-6 0/20
IEOR 9101 009/16737  
Adam Elmachtoub 1-6 1/20
IEOR 9101 010/16738  
Yuri Faenza 1-6 0/20
IEOR 9101 011/16748  
Donald Goldfarb 1-6 2/20
IEOR 9101 012/16747  
Vineet Goyal 1-6 3/20
IEOR 9101 013/16746  
Ali Hirsa 1-6 0/20
IEOR 9101 014/16745  
Garud Iyengar 1-6 2/20
IEOR 9101 015/16744  
Hardeep Johar 1-6 0/20
IEOR 9101 016/16743  
Cedric Josz 1-6 1/20
IEOR 9101 017/16742  
Soulaymane Kachani 1-6 0/20
IEOR 9101 018/16741  
Christian Kroer 1-6 2/20
IEOR 9101 019/16740  
Daniel Lacker 1-6 0/20
IEOR 9101 020/16739  
Henry Lam 1-6 3/20
IEOR 9101 021/16759  
Uday Menon 1-6 0/20
IEOR 9101 022/16758  
Jay Sethuraman 1-6 0/20
IEOR 9101 023/16757  
Karl Sigman 1-6 0/20
IEOR 9101 024/16756  
Clifford Stein 1-6 0/20
IEOR 9101 025/16755  
Wenpin Tang 1-6 0/20
IEOR 9101 026/16754  
Van Anh Truong 1-6 1/20
IEOR 9101 027/16753  
Kaizheng Wang 1-6 0/20
IEOR 9101 028/16752  
David Yao 1-6 0/20
IEOR 9101 029/16751  
Yi Zhang 1-6 0/20
IEOR 9101 030/16750  
Xunyu Zhou 1-6 1/20
IEOR 9101 031/16749  
Jenny Mak 1-6 0/20

IEOR E9800 DOCTORAL RESEARCH INSTRUCTION. 3.00-12.00 points.

IEOR S3900 UNDERGRAD RESEARCH OR PROJECT. 1.00-3.00 points.

Fall 2021: IEOR S3900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3900 001/16484  
Shipra Agrawal 1.00-3.00 0/20
IEOR 3900 002/16485  
Eric Balkanski 1.00-3.00 1/20
IEOR 3900 003/16486  
Daniel Bienstock 1.00-3.00 0/20
IEOR 3900 004/16487  
Agostino Capponi 1.00-3.00 0/20
IEOR 3900 005/16488  
Rachel Cummings 1.00-3.00 0/20
IEOR 3900 006/16489  
Emanuel Derman 1.00-3.00 0/20
IEOR 3900 007/16490  
Antonius Dieker 1.00-3.00 0/20
IEOR 3900 008/16491  
Christopher Dolan 1.00-3.00 0/20
IEOR 3900 009/16492  
Adam Elmachtoub 1.00-3.00 0/20
IEOR 3900 010/16493  
Yuri Faenza 1.00-3.00 1/20
IEOR 3900 011/16494  
Donald Goldfarb 1.00-3.00 0/20
IEOR 3900 012/16495  
Vineet Goyal 1.00-3.00 0/20
IEOR 3900 013/16496  
Ali Hirsa 1.00-3.00 0/20
IEOR 3900 014/16497  
Garud Iyengar 1.00-3.00 1/20
IEOR 3900 015/16498  
Hardeep Johar 1.00-3.00 1/20
IEOR 3900 016/16499  
Cedric Josz 1.00-3.00 0/20
IEOR 3900 017/16500  
Soulaymane Kachani 1.00-3.00 4/20
IEOR 3900 018/16501  
Christian Kroer 1.00-3.00 0/20
IEOR 3900 019/16502  
Daniel Lacker 1.00-3.00 0/20
IEOR 3900 020/16503  
Henry Lam 1.00-3.00 0/20
IEOR 3900 021/16504  
Uday Menon 1.00-3.00 0/20
IEOR 3900 022/16505  
Jay Sethuraman 1.00-3.00 0/20
IEOR 3900 023/16506  
Karl Sigman 1.00-3.00 0/20
IEOR 3900 024/16507  
Clifford Stein 1.00-3.00 0/20
IEOR 3900 025/16508  
Wenpin Tang 1.00-3.00 0/20
IEOR 3900 026/16509  
Van Anh Truong 1.00-3.00 0/20
IEOR 3900 027/16510  
Kaizheng Wang 1.00-3.00 0/20
IEOR 3900 028/16511  
David Yao 1.00-3.00 0/20
IEOR 3900 029/16512  
Yi Zhang 1.00-3.00 0/20
IEOR 3900 030/16513  
Xunyu Zhou 1.00-3.00 0/20
IEOR 3900 031/16514  
Jenny Mak 1.00-3.00 0/20

CSOR E4010 GRAPH THEORY: COMBINATL VIEW. 3.00 points.

Lect: 3.Not offered during 2021-22 academic year.

Prerequisites: Linear Algebra, or instructor's permission.
An introductory course in graph theory with emphasis on its 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

CSOR E4231 ANALYSIS OF ALGORITHMS I. 3.00 points.

Prerequisites: COMS W3134, COMS W3136, or COMS W3137, and COMS W3203. Introduction to the design and analysis of efficient algorithms. Topics include models of computation, efficient sorting and searching, algorithms for algebraic problems, graph algorithms, dynamic programming, probabilistic methods, approximation algorithms, and NP-completeness

Spring 2022: CSOR E4231
Course Number Section/Call Number Times/Location Instructor Points Enrollment
CSOR 4231 001/13460 T Th 4:10pm - 5:25pm
702 Hamilton Hall
Rachel Cummings 3.00 6/80

CSOR W4231 Analysis of Algorithms I. 3 points.

Lect: 3.

Prerequisites: (COMS W3134 or COMS W3136COMS W3137) and (COMS W3203)

Introduction to the design and analysis of efficient algorithms. Topics include models of computation, efficient sorting and searching, algorithms for algebraic problems, graph algorithms, dynamic programming, probabilistic methods, approximation algorithms, and NP-completeness.

Fall 2021: CSOR W4231
Course Number Section/Call Number Times/Location Instructor Points Enrollment
CSOR 4231 001/13346 T Th 11:40am - 12:55pm
451 Computer Science Bldg
Mihalis Yannakakis 3 105/110
CSOR 4231 002/13394 T Th 4:10pm - 5:25pm
451 Computer Science Bldg
Alexandr Andoni 3 111/110
CSOR 4231 H01/20216  
Mihalis Yannakakis 3 48/50
CSOR 4231 V01/16127  
Mihalis Yannakakis 3 15/99
Spring 2022: CSOR W4231
Course Number Section/Call Number Times/Location Instructor Points Enrollment
CSOR 4231 001/12435 T Th 11:40am - 12:55pm
501 Northwest Corner
Eleni Drinea 3 1/150

COSA E9800 Data Science Doctoral Seminar. 1 point.

Not offered during 2021-22 academic year.

The Data Science Doctoral Seminar is a 1-credit course that meets weekly. The purpose is to expose the doctoral students to a breadth of ideas in data science across disciplinary domains. The syllabus combines guest lectures from academic data scientists in the greater NYC area and faculty at Columbia, along with a selection of related readings chosen by the guest lecturers. As part of this seminar, students will be expected to engage in active open discussion about the topics and readings covered in class, as well as discuss how such topics apply to their own respective research areas.

IEME E4200 HUMAN-CENTERED DESIGN AND INNOVATION. 3.00 points.

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.  

MEIE E4810 Introduction to Human Spaceflight. 0 points.

Prerequisites: Department permission and knowledge of MATLAB or equivalent

Introduction to human spaceflight from a systems engineering perspective. Historical and current space programs and spacecraft. Motivation, cost and rationale for human space exploration. Overview of space environment needed to sustain human life and health, including physiological and psychological concerns in space habitat. Astronaut selection and training processes, spacewalking, robotics, mission operations, and future program directions. Systems integration for successful operation of a spacecraft. Highlights from current events and space research, Space Shuttle, Hubble Space Telescope, and International Space Station (ISS). Includes a design project to assist International Space Station astronauts. 

Spring 2022: MEIE E4810
Course Number Section/Call Number Times/Location Instructor Points Enrollment
MEIE 4810 001/13229 F 1:10pm - 3:40pm
Room TBA
Michael Massimino 0 0/20

MSIE W6408 Inventory Theory. 3 points.

Lect: 3.Not offered during 2021-22 academic year.

Prerequisites: Probability theory, dynamic programming.

Construction and analysis of mathematical models used in the design and analysis of inventory systems. Deterministic and stochastic demands and lead times. Optimality of (s, S) policies. Multiproduct and multiechelon systems. Computational methods.