IEOR E Fieldwork. 0 points.

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. 

Spring 2019: IEOR E2261
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 2261 001/27550 F 10:10am - 12:40pm
Room TBA
Anthony Webster 3 87/120
Fall 2019: IEOR E2261
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 2261 001/10246 F 10:10am - 12:40pm
304 Barnard Hall
Nadejda Zaets 3 107/85

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 2019: IEOR E3106
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3106 001/10248 T Th 10:10am - 11:25am
303 Seeley W. Mudd Building
Antonius Dieker 3 37/80

IEOR E3402 Production and Inventory Planning. 4 points.

Lect: 3. Recit: 1.

Prerequisites: (IEOR E3608) and (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 sixth semester. This course equips students with knowledge of fundamental issues in production and inventory planning and control in manufacturing firms while developing students' modeling and analytical skills. The course is targeted toward engineering students planning careers in technical consulting, business analysis in operations, logistics, supply-chain and revenue-management functions, positions in general management and future entrepreneurs. The course will cover inventory management and production planning; material requirements planning; aggregate planning of production, inventory, and work force; multi-echelon integrated production-inventory systems; and production scheduling. Students will have an opportunity to participate in a computer-simulation game where, as operations managers for a company, they work in teams to manage capacity, inventories, scheduling, and purchasing of parts. The recitation section is required.

Spring 2019: IEOR E3402
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3402 001/25649 M W 10:10am - 11:25am
310 Fayerweather
Zhengliang Xue 4 88/100
IEOR 3402 R01/24265  
4 0/0

IEOR E3404 Simulation Modeling and Analysis.

Not offered during 2019-20 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 2019: IEOR E3404
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3404 001/27733 T Th 2:40pm - 3:55pm
451 Computer Science Bldg
Yi Zhang 87/100

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 2019: IEOR E3608
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3608 001/10249 M W 11:40am - 12:55pm
303 Seeley W. Mudd Building
Vineet Goyal 3 37/80

IEOR E3609 Advanced Optimization. 3 points.

Lect: 3.

Prerequisites: (IEOR E3608)

For undergraduates only. This course is required for all undergraduate students majoring in IE, OR:EMS, OR:FE, OR:A and OR. This course is a follow-up to IEOR E3608 and will cover advanced topics in optimization including integer optimization, convex optimization and optimization under uncertainty with a strong focus on modeling, formulations and applications. 

IEOR E3658 Probability for Engineers. 3 points.

Lect: 3.

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

For undergraduates only. Must be taken during the third or forth semester. Students who take IEOR E3658 may not take W4150 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 2019: IEOR E3658
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3658 001/10250 T Th 11:40am - 12:55pm
303 Seeley W. Mudd Building
Daniel Lacker 3 83/90

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

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

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

Spring 2019: IEOR E3900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3900 001/26372  
Shipra Agrawal 1-3 0/10
IEOR 3900 002/74833  
Daniel Bienstock 1-3 0/10
IEOR 3900 003/17036  
Agostino Capponi 1-3 0/10
IEOR 3900 004/61031  
Emanuel Derman 1-3 0/10
IEOR 3900 005/13203  
Antonius Dieker 1-3 0/10
IEOR 3900 006/19098  
Adam Elmachtoub 1-3 0/10
IEOR 3900 007/21286  
Yuri Faenza 1-3 0/10
IEOR 3900 008/67785  
Donald Goldfarb 1-3 0/10
IEOR 3900 009/20248  
Vineet Goyal 1-3 0/10
IEOR 3900 010/65579  
Ali Hirsa 1-3 1/10
IEOR 3900 011/13682  
Garud Iyengar 1-3 0/10
IEOR 3900 012/61486  
Hardeep Johar 1-3 2/10
IEOR 3900 013/22935  
Soulaymane Kachani 1-3 2/10
IEOR 3900 014/24624  
Daniel Lacker 1-3 0/10
IEOR 3900 015/26283  
Henry Lam 1-3 0/10
IEOR 3900 016/28461  
Dylan Possamai 1-3 1/10
IEOR 3900 017/64858  
Jay Sethuraman 1-3 0/10
IEOR 3900 018/14274  
Karl Sigman 1-3 0/10
IEOR 3900 019/76136  
Clifford Stein 1-3 0/10
IEOR 3900 020/60841  
Van Anh Truong 1-3 0/10
IEOR 3900 021/18116  
Ward Whitt 1-3 0/10
IEOR 3900 022/61574  
David Yao 1-3 0/10
IEOR 3900 023/75750  
Yi Zhang 1-3 0/10
IEOR 3900 024/24727  
Xunyu Zhou 1-3 0/10
IEOR 3900 025/23500  
Jenny Mak 1-3 0/10
Summer 2019: IEOR E3900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3900 001/71946  
Shipra Agrawal 1-3 0/20
IEOR 3900 002/81846  
Daniel Bienstock 1-3 0/20
IEOR 3900 003/97046  
Agostino Capponi 1-3 0/20
IEOR 3900 004/83029  
Emanuel Derman 1-3 0/20
IEOR 3900 005/94257  
Antonius Dieker 1-3 0/20
IEOR 3900 006/18296  
Adam Elmachtoub 1-3 0/20
IEOR 3900 007/26696  
Yuri Faenza 1-3 0/20
IEOR 3900 008/62779  
Donald Goldfarb 1-3 0/20
IEOR 3900 009/89529  
Vineet Goyal 1-3 0/20
IEOR 3900 010/27030  
Ali Hirsa 1-3 0/20
IEOR 3900 011/78096  
Garud Iyengar 1-3 0/20
IEOR 3900 012/86996  
Hardeep Johar 1-3 0/20
IEOR 3900 013/92396  
Soulaymane Kachani 1-3 0/20
IEOR 3900 014/27779  
Daniel Lacker 1-3 0/20
IEOR 3900 015/11029  
Henry Lam 1-3 0/20
IEOR 3900 016/60941  
Dylan Possamai 1-3 0/20
IEOR 3900 017/67147  
Soulaymane Kachani 1-3 0/20
IEOR 3900 018/72996  
Karl Sigman 1-3 0/20
IEOR 3900 019/77846  
Clifford Stein 1-3 0/20
IEOR 3900 020/87546  
Van Anh Truong 1-3 0/20
IEOR 3900 021/15941  
Ward Whitt 1-3 0/20
IEOR 3900 022/12447  
David Yao 1-3 0/20
IEOR 3900 023/26446  
Yi Zhang 1-3 0/20
IEOR 3900 024/62279  
Xunyu Zhou 1-3 0/20
IEOR 3900 025/25506  
Jenny Mak 1-3 0/20
Fall 2019: IEOR E3900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3900 001/15008  
Shipra Agrawal 1-3 0/20
IEOR 3900 002/15010  
Daniel Bienstock 1-3 0/20
IEOR 3900 003/15007  
Agostino Capponi 1-3 0/20
IEOR 3900 004/15012  
Emanuel Derman 1-3 0/20
IEOR 3900 005/15013  
Antonius Dieker 1-3 0/20
IEOR 3900 006/15014  
Adam Elmachtoub 1-3 0/20
IEOR 3900 007/15015  
Yuri Faenza 1-3 0/20
IEOR 3900 008/15016  
Donald Goldfarb 1-3 0/20
IEOR 3900 009/15017  
Vineet Goyal 1-3 0/20
IEOR 3900 010/15018  
Ali Hirsa 1-3 0/20
IEOR 3900 011/15019  
Garud Iyengar 1-3 0/20
IEOR 3900 012/15020  
Hardeep Johar 1-3 0/20
IEOR 3900 013/15021  
Cedric Josz 1-3 0/20
IEOR 3900 014/15022  
Soulaymane Kachani 1-3 0/20
IEOR 3900 016/15060  
Daniel Lacker 1-3 0/20
IEOR 3900 017/15061  
Henry Lam 1-3 0/20
IEOR 3900 018/15062  
Jenny Mak 1-3 0/20
IEOR 3900 019/15063  
Uday Menon 1-3 0/20
IEOR 3900 020/15064  
Dylan Possamai 1-3 0/20
IEOR 3900 021/15065  
Jay Sethuraman 1-3 0/20
IEOR 3900 022/15066  
Karl Sigman 1-3 0/20
IEOR 3900 023/15067  
Clifford Stein 1-3 0/20
IEOR 3900 024/15068  
Van Anh Truong 1-3 0/20
IEOR 3900 025/15069  
Ward Whitt 1-3 0/20
IEOR 3900 026/15070  
David Yao 1-3 0/20
IEOR 3900 027/15071  
Yi Zhang 1-3 0/20
IEOR 3900 028/15072  
Xunyu Zhou 1-3 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.

Spring 2019: IEOR E3999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3999 001/28930  
Karl Sigman, Shipra Agrawal, Kristen Maynor 1 6/50
Summer 2019: IEOR E3999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 3999 001/11846  
Karl Sigman, Kristen Maynor 1 20/250

IEOR E4000 Professional Development and Leadership for Engineering and Scientists. 0 points.

Prerequisites: Probability theory and linear programming.

The Professional Development and Leadership course aims to enhance and expand Columbia Engineering graduate students’ interpersonal, professional and leadership skills, through six modules, including: (1) professional portfolio; (2) communication skills; (3) business etiquette and networking; (4) leadership, followership and teamwork; (5) life management; and (6) ethics and integrity. Students in the course will build upon and enhance their interpersonal and intrapersonal skills to further distinguishing themselves in the classroom and in their careers. This course is offered at the Pass/D/Fail grading option.

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 2019: IEOR E4003
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4003 001/10251 Th 7:10pm - 9:40pm
303 Seeley W. Mudd Building
3 48/120

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. 

Spring 2019: IEOR E4004
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4004 001/64595 T Th 5:40pm - 6:55pm
303 Seeley W. Mudd Building
Raghav Singal 3 8/40
IEOR 4004 R01/20351  
3 0/0
Fall 2019: IEOR E4004
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4004 001/10252 T Th 11:40am - 12:55pm
501 Northwest Corner
Shipra Agrawal 3 135/150
IEOR 4004 V01/16402  
Shipra Agrawal 3 10/99

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. 

Spring 2019: IEOR E4007
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4007 D01/17347  
Garud Iyengar 3 10
Fall 2019: IEOR E4007
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4007 001/10283 M W 11:40am - 12:55pm
Room TBA
Daniel Bienstock 3 86/100

IEOR E4008 Computation Discrete Optimization. 3 points.

Not offered during 2019-20 academic year.

Discrete optimization is a powerful tool for modelling a wide range of problems in science, engineering, and many other areas of technological everyday life. It deals with problems where the decisions to be made are discrete, for instance: which cities should be connected with a road, how many airplanes should we build, or to whom should a highly-requested job be given.

IEOR E4009 Non-linear optimization. 3 points.

Lect.: 2.5.Not offered during 2019-20 academic year.

Prerequisites: A course on optimization models and methods (at the level of IEOR 4004) and a course on linear algebra.

Covers unconstrained and constrained nonlinear optimization involving continuous functions. Additionally, fundamental concepts such as optimality conditions and convergence, principal 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. 

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. 

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

Prerequisites: IEOR E4101

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

Spring 2019: IEOR E4102
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4102 001/61729 M W 4:10pm - 5:25pm
303 Seeley W. Mudd Building
Henry Lam 3 82/85

IEOR E4106 Stochastic Models. 3 points.

Lect: 3.

Prerequisites: (STAT GU4001)

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

Spring 2019: IEOR E4106
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4106 001/16185 M W 4:10pm - 5:25pm
833 Seeley W. Mudd Building
David Yao 3 59/120
IEOR 4106 R01/17084  
3 0/0
Fall 2019: IEOR E4106
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4106 001/10256 T Th 4:10pm - 5:25pm
Room TBA
David Yao 3 92/180
IEOR 4106 D01/16404  
Karl Sigman 3 3/99

IEOR E4108 Supply Chain Management and Design. 3 points.

Prerequisites: IEOR 3402, IEOR 4000 or permission of instructor

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

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.

Spring 2019: IEOR E4111
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4111 001/11622 Th 7:10pm - 9:40pm
501 Northwest Corner
Soulaymane Kachani 3 0/85
Fall 2019: IEOR E4111
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4111 001/10294 Th 7:10pm - 9:40am
Room TBA
Soulaymane Kachani 3 95/100

IEOR E4150 Introduction to Probability and Statistics. 3 points.

Lect: 3.Not offered during 2019-20 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.

Spring 2019: IEOR E4150
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4150 D01/12748  
Antonius Dieker 3 9
Fall 2019: IEOR E4150
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4150 001/10257 T Th 5:40pm - 6:55pm
Room TBA
Antonius Dieker 3 164/180
IEOR 4150 D01/17243  
Antonius Dieker 3 5/99

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 2019: IEOR E4207
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4207 001/10258 M 4:10pm - 6:40pm
Room TBA
Leon Gold 3 32/50

IEOR E4208 Seminar in Human Factors Design. 3 points.

Lect: 3.

Prerequisites: (IEOR E4207) or IEOR E4207: Human Factors: Performance or the instructor's permission.

This course is an elective undergraduate students majoring in IE. This course is an advance seminar in the field of human factors. A significant part of the course will explore methodologies and tools that facilitate the integration of psychological and human factor research in the design of new products and processes. The first part of the seminar will discuss methodological issues associated with human factor research and product evaluation. The second part of the seminary will address specific "user centered" methodologies (ISO, ANSI) that support the design process. The third part of the course will explore alternative product evaluation techniques. Students will be required to critique scientific research articles in class, and to perform a usability evaluation of a redesigned product. This is a seminar and therefore class participation is important. The opportunity to pursue individual interests in human factors (e.g. consumer, financial and medical product design, human computer interaction, stress, error analysis, usability evaluation, augmented cognition) is strongly encouraged.

Spring 2019: IEOR E4208
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4208 001/28376 M 4:10pm - 6:40pm
644 Seeley W. Mudd Building
Leon Gold 3 20/40

IEOR E4211 Applied consulting. 0 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.

Spring 2019: IEOR E4307
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4307 001/26964 T Th 11:40am - 12:55pm
614 Schermerhorn Hall
Antonius Dieker 3 37/120

IEOR E4403 Quantitative Corporate Finance. 3 points.

Lect: 3.

Prerequisites: Probability theory and linear programming.

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

Fall 2019: IEOR E4403
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4403 001/10259 F 10:10am - 12:40pm
833 Seeley W. Mudd Building
David DeRosa 3 107/100
IEOR 4403 V01/16406  
David DeRosa 3 2/99

IEOR E4404 Simulation. 4 points.

Lect: 3. Recit: 1.

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

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

Spring 2019: IEOR E4404
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4404 001/20931 T Th 5:40pm - 6:55pm
207 Mathematics Building
Yi Zhang 4 137/150
IEOR 4404 D01/65541  
Karl Sigman 4 3
IEOR 4404 R01/62263  
4 0/0
Fall 2019: IEOR E4404
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4404 001/10260 T Th 5:40pm - 6:55pm
Room TBA
Yi Zhang 4 61/200
IEOR 4404 D01/17328  
Karl Sigman 4 1/99

IEOR E4405 Scheduling. 3 points.

Lect: 3.

Prerequisites: (IEOR E3608) and (IEOR E3658) and computer programming.

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

Spring 2019: IEOR E4405
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4405 001/18951 T Th 11:40am - 12:55pm
303 Seeley W. Mudd Building
Clifford Stein 3 54/100

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 2019: IEOR E4407
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4407 001/10261 M W 10:10am - 11:25am
303 Seeley W. Mudd Building
Jay Sethuraman 3 99/75

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

Lect: 3.Not offered during 2019-20 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; multi-period resource allocation; equitable allocation in multicommodity network flow models; equitable content distribution in networks; equitable resource allocation with discrete decision variables. 

IEOR E4412 Quality Control and Management. 3 points.

Lect: 3.

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

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

Spring 2019: IEOR E4412
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4412 001/77027 M W 5:40pm - 6:55pm
633 Seeley W. Mudd Building
Sufian Ikhmeis 3 20/70

IEOR E4418 Transportation analytics and logistics. 3 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.

Transportation, primarily focused on the movement of people, and logistics, primarily focused on the movement of goods, are two of the most fundamental challenges to modern society. To address many problems in these areas, a wide array of mathematical models and analytics tools have been developed. This class will introduce many of the foundational tools used in transportation and logistics problems, relying on ideas from linear optimization, integer optimization, stochastic processes, statistics, and simulation. We will address problems such as optimizing the routes of cars and delivery trucks, positioning emergency vehicles, and controlling traffic behavior. Moreover, we will discuss modern issues such as bicycle sharing, on-demand car and delivery services, and humanitarian logistics. Concepts will be reinforced with technical content as well as real-world data and examples. Prerequisites: A course in probability/statistics (e.g., IEOR 3106, IEOR 4307, SIEO 3600, IEOR 4100, IEOR 4101, IEOR 4150, STAT 5701, STAT 5703). A course in optimization (e.g., IEOR 3608, IEOR 4004, IEOR 4007, CSOR 4231, CSOR 4246).

Spring 2019: IEOR E4418
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4418 001/12128 M W 5:40pm - 6:55pm
303 Seeley W. Mudd Building
Adam Elmachtoub 3 27/80

IEOR E4500 Applications Programming for Financial Engineering. 3 points.

Lect: 3.

Prerequisites: Computer programming or instructor's approval.

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

Spring 2019: IEOR E4500
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4500 001/77011 M W 5:40pm - 6:55pm
833 Seeley W. Mudd Building
Daniel Bienstock 3 24/120
Fall 2019: IEOR E4500
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4500 001/10262 M W 4:10pm - 5:25pm
Room TBA
Daniel Bienstock 3 132/120

IEOR E4501 Tools for Analytics. 3 points.

The goal of this course is to provide students with the computing tools that are necessary for data and business analytics. Students will be introduced to the basics of the Python programming language with special emphasis on the data analysis and visualization libraries available in the language (pandas, numpy, scikit-learn, bokeh). They will learn the basics skills for gathering and processing data for analytical exercises using APIs, SQL, and by deconstructing JSON data objects, and will also gain basic familiarity with data manipulation using the Unix shell.

Fall 2019: IEOR E4501
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4501 001/10308 W 4:10pm - 6:40pm
Room TBA
Paul Bulkley-Logston 3 0/120

IEOR E4505 Operations Research in Public Policy. 3 points.

Prerequisites: (IEOR E3608) or (IEOR E4004) and (IEOR E3106) or (IEOR E4106)

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

Spring 2019: IEOR E4505
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4505 001/64572 T Th 10:10am - 11:25am
303 Seeley W. Mudd Building
Jay Sethuraman 3 56/80

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 2019: IEOR E4506
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4506 001/10263 M 7:10pm - 9:40pm
303 Seeley W. Mudd Building
Anthony Effik 3 64/70

IEOR E4507 Healthcare Operations Management. 3 points.

Not offered during 2019-20 academic year.

Prerequisites: (IEOR E3608) and (IEOR E3658) and (IEOR E4307)

Develops modeling, analytical and managerial skills of Engineering students. Enables students to master an array of fundamental Operations Management tools adapted to the management of manufacturing and service systems in banks, hospitals, factories, and government. Special emphasis is placed on healthcare systems. Through real-world business cases, students learn to identify, model and analyze operational improvements and innovations in a range of business contexts, especially healthcare contexts.

IEOR E4510 Project Management. 3 points.

Lect: 3.

Prerequisites: (IEOR E4004) or (IEOR E3608)

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

Spring 2019: IEOR E4510
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4510 001/71623 M 7:10pm - 9:40pm
833 Seeley W. Mudd Building
Moshe Rosenwein 3 101/120
IEOR 4510 V01/12046 M 7:10pm - 9:40pm
833 Seeley W. Mudd Building
Moshe Rosenwein 3 11/120

IEOR E4520 Applied Systems Engineering. 3 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-work flow at the top of every major engineering project.

Fall 2019: IEOR E4520
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4520 001/10264 W 4:10pm - 6:40pm
Room TBA
Ebad Jahangir 3 48/95

IEOR E4522 Python for Operations Research. 1 point.

Lect: 1.5.Not offered during 2019-20 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.

 

Spring 2019: IEOR E4523
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4523 001/60039 T Th 8:40am - 9:55am
303 Seeley W. Mudd Building
Uday Menon 3 53/75
Fall 2019: IEOR E4523
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4523 001/10265 M 8:40am - 11:10am
1127 Seeley W. Mudd Building
Uday Menon 3 65/75
IEOR 4523 002/10266 M 4:10pm - 6:40pm
Room TBA
Uday Menon 3 68/75
IEOR 4523 003/10267 W 8:40am - 11:10am
Room TBA
Uday Menon 3 71/75

IEOR E4524 Analytics in Practice. 3 points.

Lect: 3.Not offered during 2019-20 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.

IEOR E4525 Machine Learning for Financial Engineering and Operations. 3 points.

Prerequisites: optimization, applied probability, statistics or simulation.

Introduction to Machine Learning, practical implementation ML algorithms and applications to financial engineering and operations. Probabilistic Tools of Machine Learning, Learning theory, Classification, Resampling Methods and Regularization, Support Vector Machines (SVMs), Unsupervised Learning, Dimensionality Reduction and Clustering algorithms, EM Algorithm, and Neural Networks and Deep Learning

Spring 2019: IEOR E4525
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4525 001/74094 F 10:10am - 12:40pm
501 Northwest Corner
Manuel Balsera 3 146/164
IEOR 4525 V01/29895 F 10:10am - 12:40pm
501 Northwest Corner
Manuel Balsera 3 2
Fall 2019: IEOR E4525
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4525 001/10268 F 10:10am - 12:40pm
501 Northwest Corner
Manuel Balsera 3 161/150
IEOR 4525 V01/16408  
Manuel Balsera 3 3/99

IEOR E4526 Analytics on the Cloud. 3 points.

Not offered during 2019-20 academic year.

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 2019: IEOR E4526
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4526 V01/20984 M 8:40am - 11:10am
545 Seeley W. Mudd Building
Hardeep Johar 3 3/75

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. 

 

Spring 2019: IEOR E4540
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4540 001/72803 T 7:10pm - 9:40pm
717 Hamilton Hall
Krzysztof Choromanski 3 28/80
Fall 2019: IEOR E4540
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4540 001/10269 M 7:10pm - 9:40pm
Room TBA
Krzysztof Choromanski 3 71/85

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. 

Fall 2019: IEOR E4550
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4550 001/10270 M 4:10pm - 6:40pm
1127 Seeley W. Mudd Building
David Gulley 3 43/70
IEOR 4550 V01/16409  
David Gulley 3 4/99

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

Lect: 3.Not offered during 2019-20 academic year.

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

IEOR E4561 Launch Your Startup: Tech. 3 points.

Lect: 3.Not offered during 2019-20 academic year.

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

Spring 2019: IEOR E4561
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4561 001/64701 Th 2:15pm - 5:30pm
Room TBA
Owen Davis 3 6/69

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.

Spring 2019: IEOR E4570
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4570 001/27819  
Nathaniel Kelner 1 24/40
IEOR 4570 002/74671  
Nathaniel Kelner 1 17/25
Fall 2019: IEOR E4570
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4570 001/10369  
David Lerner 1 22/45

IEOR E4571 Personalization: Theory & Application. 3 points.

Personalization is a key lever for enhancing customer experience across industry verticals, thereby driving user loyalty and consumer value. It is therefore no surprise that personalization is also increasingly one of the core responsibilities of data science teams, and a key focus for many of the machine learning algorithms in the sector. This course will focus on common personalization algorithms and theory, including behaviorbased and content-based recommendation, commonly encountered issues in scaling and coldstarts, and state of the art research. It will also look at how businesses use, and misuse, these techniques in real world applications.

Fall 2019: IEOR E4571
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4571 001/14117 W 7:00pm - 9:30pm
Room TBA
Brett Vintch, Brianne Cortese 3 87/90

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

Lect: 3.,Points: 1.5

For Spring 2019 term:  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

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For Fall 2018 term: Data Analytics and Python for OR (BS Only)

,

Prerequisites: Mathematical and scientific programming. Data visualization. Introduction to analysis of social networks using computational techniques in network analysis and natural language processing. BS IEOR Program students only.  Points: 3

Spring 2019: IEOR E4572
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4572 001/68867 T 7:10pm - 9:40pm
Room TBA
Michelle Glaser 3 63/60

IEOR E4573 Performance, Objectives & Results Using Data Analytics. 3 points.

Points: 1.5

Spring 2019 term:  Performance, Objectives & Results Using Data Analytics.   This course will cover how to analyze any business. At the core, we are inundated by data today. But not all of it matters. This class will help you formulate Key Performance Indicators (KPIs) and organize them into Objectives and Key Results (OKRs) so that you’ll be equipped with the strategic and business acumen to help support a product or business in virtually any situation.  Points: 1.5.

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Fall 2018 term:  Financial Decision Models for Engineers is aimed at IEOR students with an interest in financially-oriented applications of foundational IEOR subjects.  The course builds on students’ knowledge of probability, statistics, simulation, optimization, and large data analytics, as well as the financial material covered Accounting and Finance and IEOR E4003/4403.  The course focuses on rigorous analysis and modeling of real-world problems, with an emphasis on understanding modeling assumptions and limitations.  The class cycles through a variety of finance-oriented topics and solution methodologies, such as (for example): real options solved with simulation models; optimal project costing and scheduling with random variable (RV) task durations and costs; DCF entity valuations with RV costs, revenues and free cash flows; decision tree evaluation with time value and RV cash flows; and single and multi-period portfolio optimization.  Points: 3.

Spring 2019: IEOR E4573
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4573 001/60674 T 1:10pm - 3:40pm
410 International Affairs Bldg
Nicolas Chikhani 3 24/60

IEOR E4575 Mathematics for Business Analytics Bootcamp. 0 points.

IEOR E4576 Derivatives Marketing & Structuring. 1 point.

1.5 pts

The availability of data, technical information, and open source software has greatly impacted the job market for quants. While machines have started to replace some trading positions such as market making in very liquid instruments, there is still a growing need for structuring where derivative instruments are used to help companies and institutions to manage their risks.


Structuring skills are also in demand at Corporate Treasuries where the emphasis is on using derivatives to manage various financial exposures such as interest rates, Foreign Exchange (FX), or commodities etc. Treasuries of companies usually do not engage in developing pricing modules but apply FE techniques to their hedging, funding, and investment activities to ensure that they receive the best price from the market. Moreover, the accounting treatment of derivatives is also of utmost importance for public companies as it impacts their income statement and ROE and ROA. 


Similarly, all major banks and investment houses have teams of Derivatives Marketers and structures who help companies and customers in developing and selecting the optimum risk management tools.


This course should give students an edge in their job search and also expand the universe of their opportunities to cover Corporate Treasuries.

Fall 2019: IEOR E4576
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4576 001/10300 Th 7:10pm - 9:40pm
Room TBA
Khosrow Dehnad 1 42/80

IEOR E4577 Operations Research Methods in Marketing. 0 points.

Lect: 3 Points: 1.5Not offered during 2019-20 academic year.

To provide Students with a working knowledge of quantitative methods and data mining applied to marketing and customer relationship management. The course reviews the theoretical aspects of different methods followed by case studies to illustrate the nuances and consideration that arise in practice, thus preparing the students for the job market.

Spring 2019: IEOR E4577
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4577 001/72729 W 7:10pm - 9:40pm
Room TBA
Khosrow Dehnad 0 9/80

IEOR E4578 Corporate Finance, Accounting and Investment Banking. 3 points.

Prerequisites: Must be registered in one of the MS IEOR Programs

This course, "Corporate Finance, Accounting and Investment Banking" is designed for students considering working in Investment Banking or in the Finance department of a Corporation, and who have limited knowledge of Corporate Finance or Accounting. This course provides a brief two-lecture introduction to Accounting, and then focuses on Corporate Finance, reviewing the primary financial theories and alternative theories underlying Corporate Finance, such as CAPM, Miller Modigliani, Fama French factors, Smart Beta, etc. By completing this course, the student will gain the core skills to interpret financial statements, build cash flow models, value projects, value companies, and make Corporate Finance decisions. 

,

  
,Among the topics the course will cover: the cost of capital, dividend policy, debt policy, the impact of taxes, Shareholder / Debtholder agency costs, dual-class shares, and how option pricing theory can be used to analyze management behavior. We will focus on the application of theory in real-world situations, discuss key differences in the business models of industrial companies and technology companies, and review major trends in how companies are being financed and how this impacts the role of investment banks.

,


,The course will cover a variety of Investment Banking and Asset Management activities, including equity and debt underwriting, syndicated lending, venture capital, private equity investing and secondaries, and capital structure arbitrage. Companies we may discuss include, but are not limited to: General Electric, Deutsche Bank, Theranos, Tesla, Google, Facebook, Snap Inc., Spotify, Slack, Lyft, Uber, AirBnB, WeWork.

Spring 2019: IEOR E4578
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4578 001/71331 F 10:00am - 1:00pm
312 Mathematics Building
Orin Herskowitz 3 43/50
Fall 2019: IEOR E4578
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4578 001/10295 W 4:10pm - 6:40pm
Room TBA
Rodney Sunada-Wong 3 80/80

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

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

IEOR E4600 Applied Integer Programming. 3 points.

Lect: 3.

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

This course is required for undergraduate students majoring in OR. 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 2019: IEOR E4601
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4601 001/19213 T Th 4:10pm - 5:25pm
303 Seeley W. Mudd Building
Van Anh Truong 3 13/80
IEOR 4601 R01/76740  
3 0/0

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.

Spring 2019: IEOR E4602
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4602 001/71033 T 7:10pm - 9:40pm
501 Northwest Corner
Roza Galeeva 3 28/80

IEOR E4611 Decision Models and Applications. 3 points.

Lect: 3.Not offered during 2019-20 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 points.

Lect: 3.Not offered during 2019-20 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 multi-disciplinary perspectives involving Statistics, Psychology and Marketing. Significant emphasis on data analysis, exploiting data from banks hospitals and call centers to demonstrate the use of decision support tools. Analytical models, flow models of service networks, Little’s law , measuring methods in face-to-face and computerized systems, forecasting methods, stability of service systems, operational quality of service, economies of scale, staffing, complex service networks, skill based routing.

IEOR E4620 Pricing Models for Financial Engineering. 3 points.

Lect: 3.

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 2019: IEOR E4620
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4620 001/10287 T 7:10pm - 9:40pm
633 Seeley W. Mudd Building
Michael Miller 3 70/70
IEOR 4620 V01/16410  
Michael Miller 3 1/99

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 2019: IEOR E4630
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4630 001/18122 Th 7:10pm - 9:40pm
303 Seeley W. Mudd Building
Alireza Javaheri 3 80/100

IEOR E4650 Business Analytics. 3 points.

Lect: 3. Recit: 1.

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.

Spring 2019: IEOR E4650
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4650 001/22937 M W 11:40am - 12:55pm
Room TBA
Adam Elmachtoub 3 76/75
IEOR 4650 002/66329 M W 1:10pm - 2:25pm
313 Fayerweather
Adam Elmachtoub 3 78/75
Fall 2019: IEOR E4650
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4650 001/10301 T Th 10:10am - 11:25am
Room TBA
Yi Zhang 3 0/75
IEOR 4650 002/10302 M W 11:40am - 12:55pm
Room TBA
Yi Zhang 3 0/75

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. 

Spring 2019: IEOR E4700
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4700 001/16971 M W 11:40am - 12:55pm
501 Northwest Corner
David Yao 3 128/150
IEOR 4700 R01/28274  
3 0/0
Fall 2019: IEOR E4700
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4700 001/10272 M W 1:10pm - 2:25pm
833 Seeley W. Mudd Building
Emanuel Derman 3 102/100
IEOR 4700 V01/16411  
Emanuel Derman 3 6/99

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 2019: IEOR E4701
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4701 001/10288 T Th 4:10pm - 5:25pm
402 Chandler
Daniel Lacker 3 86/120

IEOR E4703 Monte Carlo Simulation. 3 points.

Lect: 3.

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 2019: IEOR E4703
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4703 001/17636 T Th 4:10pm - 5:25pm
428 Pupin Laboratories
Ali Hirsa 3 119/120

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 2019: IEOR E4706
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4706 001/10273 T Th 5:40pm - 6:55pm
Room TBA
Dylan Possamai 3 86/100

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.

Spring 2019: IEOR E4707
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4707 001/28140 T Th 5:40pm - 6:55pm
833 Seeley W. Mudd Building
Xunyu Zhou 3 119/120
IEOR 4707 V01/12073 T Th 5:40pm - 6:55pm
833 Seeley W. Mudd Building
Xunyu Zhou 3 3

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

Lect: 3.

Prerequisites: (IEOR E4703) and (IEOR E4706) and IEOR E4703, E4706, probability and statistics.

Selected topics of special interest for M.S. students interested in financial engineering.

IEOR E4709 Statistical analysis and time series. 3 points.

Lect: 3.

Prerequisites: Probability.
Corequisites: IEOR E4706,IEOR E4702

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

Spring 2019: IEOR E4709
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4709 001/15904 T Th 10:10am - 11:25am
207 Mathematics Building
Agostino Capponi 3 119/125
IEOR 4709 R01/26435  
3 0/0

IEOR E4710 Fixed Income and Term Structure Modeling. 3 points.

Lect: 3.Not offered during 2019-20 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. Introduction to interest models in discrete and continuous time including lattice models, single- and multi- factor models, Heath-Jarrow-Morton and market models. Martingale and PDE methods for pricing and hedging interest-rate derivatives. Monte-Carlo methods for term structure models. Additional applications from mortgage modeling and fixed income asset allocation and risk management.

Fall 2019: IEOR E4710
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4710 001/10373 T Th 11:40am - 12:55pm
Room TBA
Dylan Possamai 3 15/80

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 2019: IEOR E4711
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4711 001/10274 M 7:00pm - 9:30pm
Room TBA
Siddhartha Ghosh Dastidar 3 77/100

IEOR E4712 Behavioral Finance. 3 points.

Not offered during 2019-20 academic year.

Prerequisites: (IEOR E4700)

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

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

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

IEOR E4715 Commodity Derivatives. 1.5 point.

Commodities markets have been much in the public eye recently as volatility has increased and they changed from markets dominated by physical participants to ones which have a significant investor component. The largest banks either already have profitable commodities franchises already or are actively building them, and money managers and funds are increasingly including these assets in their portfolio mix. The end result is a dramatic increase in focus on these markets from all aspects of the financial markets, including the quantitative end.

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

Lect: 3.

Prerequisites: (IEOR E4706) and knowledge of derivatives valuation models.

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

Spring 2019: IEOR E4718
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4718 001/18358 M W 1:10pm - 2:25pm
1127 Seeley W. Mudd Building
Emanuel Derman 3 38/80
IEOR 4718 V01/72021 M W 1:10pm - 2:25pm
1127 Seeley W. Mudd Building
Emanuel Derman 3 4/73

IEOR E4720 Deep Learning. 3 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.

Spring 2019: IEOR E4720
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4720 001/71158 T Th 11:40am - 12:55pm
717 Hamilton Hall
Ali Hirsa 3 75/80

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.

IEOR E4722 Stochastic Control and Financial Applications. 3 points.

Prerequisites: IEOR E4707 Refer to course syllabus.

This course covers stochastic control theory and applications in finance. It includes the following topics: Formulation of stochastic control; maximum principle and backward stochastic differential equations; dynamic programming and Hamilton-Jacobi-Bellman (HJB) equation; linear-quadratic control and Riccati equations; optimal stopping and variational inequalities; continuous-time expected utility maximization; continuous-time mean-variance portfolio selection and properties of efficient strategies; algorithmic and high frequency trading.

Fall 2019: IEOR E4722
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4722 001/10644 M W 10:10am - 11:25am
Room TBA
Xunyu Zhou 3 14/80

IEOR E4723 Frontiers of Digital Finance. 1 point.

Course Points: 1.5

The use of data analytics, machine learning and AI is exploding globally within all corners of financial services – retail banking, asset and wealth management, payments, remittances, lending, capital markets and insurance. Yet applications of data science cannot occur in a vacuum. They must be properly informed by strategic business priorities and executed systematically to generate meaningful and sustainable economic value.


Such business priorities and their execution are determined by senior executives who have a deep perspective on strategic and competitive issues combined with operational experience within AI and data science to properly support business imperatives.


This course will comprise a total of 8 lectures, 6 of which will be delivered by distinguished senior business leaders invited from premier global financial institutions. Typical titles of the speakers will be Chief Digital Officer, Chief Analytics Officer, EVP Risk Management, Company President, etc. The first lecture will introduce the framework and the final lecture provide a recap.


Course Timings: Thurs, 4:30PM-5:45PM, starting September 19, ending November 21, 2019 (excluding Oct. 17 for midterm)

Fall 2019: IEOR E4723
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4723 001/15293 Th 4:30pm - 5:45pm
Room TBA
1 10/80

IEOR E4724 Python For Financial Engineering Bootcamp. 0 points.

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

Lect: 3.Not offered during 2019-20 academic year.

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

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

Fall 2019: IEOR E4725
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4725 001/17772 T 7:10pm - 9:40pm
Room TBA
Khosrow Dehnad 3 0/60

IEOR E4726 Applied Financial Risk Management. 3 points.

This course introduces risk management principles, with an emphasis on their practical implementation and application. It presents standard market, liquidity and credit risk measurement techniques, as well as their drawbacks and limitations. The course will convey much of the quantitative and technical material by working through calculation examples using market data and simple models. The example also introduce many sources of financial and statistical data, enabling students to better grasp the realities behind abstract financial concepts.


Students will understand risk management techniques from the viewpoint of practitioners, such as banks and other intermediaries. Many of these techniques have been adopted into financial regulatory standards. Especially since the crisis, regulatory standards have exerted great influence over firms’ risk management practices. The course will help understand this interaction, and the role of risk management in regulatory compliance.

Fall 2019: IEOR E4726
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4726 001/10286 T Th 2:40pm - 3:55pm
1127 Seeley W. Mudd Building
Allan Malz 3 87/80

IEOR E4727 Programming for Financial Engineering. 3 points.

Prerequisites: Refer to course syllabus.

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

Fall 2019: IEOR E4727
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4727 001/10293 Th 7:10pm - 9:40pm
Room TBA
Sebastien Donadio 3 15/70

IEOR E4729 Model Based Learning: Computational Methods of Analysis and Executio. 3 points.

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.

During the past few decades, financial markets have undergone a rapid expansion due to increases in computer power and proliferation of trading algorithms. At the same time there has been a significant increase in the number of trading venues, alternative trading mechanisms and protocols. All this has led to the development of a number of new and novel quantitatively-driven investment styles, mostly based on automated computer-driven trading strategies executed on electronic platforms.

,

This course will cover a variety of topics related to algorithmic trading, with the goal of giving students both a theoretical foundation and practical hands-on experience. Each class will introduce one or more concepts and then provide practical examples and simple implementations using Python, pandas and related tools. 

,

The class will begin with an examination of market microstructure, trading mechanisms and transaction costs and move on to univariate time series analysis, forecasting, and an examination of trading strategies, including the application of multi-factor models, execution algorithms and an analysis of statistical arbitrage approaches. 

Fall 2019: IEOR E4729
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4729 001/10275 W 7:10pm - 9:40pm
Room TBA
Kenneth Gleason 3 104/95

IEOR E4731 Credit Risk Modeling and Derivatives. 3 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). Details topics include default and credit risk, multiname default barrier models and multiname reduced form models. 

Fall 2019: IEOR E4731
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4731 001/10276 M W 1:10pm - 2:25pm
1127 Seeley W. Mudd Building
Agostino Capponi 3 46/80
IEOR 4731 V01/16415  
Agostino Capponi 3 0/99

IEOR E4732 Computational Methods in Finance. 3 points.

Prerequisites: (IEOR E4700)

Applications to 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, calibration and calibration techniques, filtering and parameter estimation techniques. Computational platform: C++/Java/Python/Matlab/R.

Fall 2019: IEOR E4732
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4732 001/10292 Th 4:10pm - 6:40pm
1127 Seeley W. Mudd Building
Ali Hirsa 3 39/80

IEOR E4733 Algorithmic Trading. 3 points.

Prerequisites: 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 2019: IEOR E4733
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4733 001/29084 W 7:10pm - 9:40pm
602 Hamilton Hall
Kenneth Gleason 3 86/86

IEOR E4734 Foreign Exchange and Its Related Derivative Instruments. 1.5 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. Yet ironically the foreign exchange markets may be the best place to trade derivatives and invent new derivatives - given the massive two-way flow of trading that goes though bank dealing rooms virtually twenty-four hours a day. And most of that is transacted at razor-thin margins, at least comparatively speaking, a fact that makes the foreign exchange market an ideal platform for derivatives. The emphasis is on familiarizing the student with the nature of the foreign exchange market and those factors that make it special among financial markets, enabling the student to gain a deeper understanding of the related market for derivatives on foreign exchange.

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 2019: IEOR E4735
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4735 001/10277 Th 7:10pm - 9:40pm
Room TBA
Alireza Javaheri 3 87/80

IEOR E4736 Event-driven finance. 3 points.

Lect: 3.

Prerequisites: (IEOR E4700) or 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: Tools for Building Financial Data and Risk Systems. 3 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 construction database; basic risk management and design of risk systems.

IEOR E4739 Programming for FE 2: Implementing High Performance Financial Systems. 3 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 threads; review of synchronization of programs using sockets; implementation of high-performance simulations in finance. 

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

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

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

Spring 2019: IEOR E4900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4900 001/13050  
Shipra Agrawal 1-3 0/10
IEOR 4900 002/14537  
Daniel Bienstock 1-3 0/10
IEOR 4900 003/60089  
Agostino Capponi 1-3 0/10
IEOR 4900 004/21090  
Emanuel Derman 1-3 0/10
IEOR 4900 005/60990  
Antonius Dieker 1-3 0/10
IEOR 4900 006/64524  
Adam Elmachtoub 1-3 0/10
IEOR 4900 007/76689  
Yuri Faenza 1-3 0/10
IEOR 4900 008/74351  
Donald Goldfarb 1-3 0/10
IEOR 4900 009/60635  
Vineet Goyal 1-3 0/10
IEOR 4900 010/65812  
Ali Hirsa 1-3 2/10
IEOR 4900 011/66316  
Garud Iyengar 1-3 0/10
IEOR 4900 012/72831  
Hardeep Johar 1-3 0/10
IEOR 4900 013/76229  
Soulaymane Kachani 1-3 0/10
IEOR 4900 014/21168  
Daniel Lacker 1-3 0/10
IEOR 4900 015/77588  
Henry Lam 1-3 0/10
IEOR 4900 016/66887  
Dylan Possamai 1-3 0/10
IEOR 4900 017/64756  
Jay Sethuraman 1-3 0/10
IEOR 4900 018/15236  
Karl Sigman 1-3 0/10
IEOR 4900 019/29185  
Clifford Stein 1-3 0/10
IEOR 4900 020/72651  
Van Anh Truong 1-3 0/10
IEOR 4900 021/76662  
Ward Whitt 1-3 0/10
IEOR 4900 022/66408  
Yi Zhang 1-3 0/10
IEOR 4900 023/26335  
David Yao 1-3 0/10
IEOR 4900 024/66874  
Xunyu Zhou 1-3 0/10
IEOR 4900 025/21578  
Jenny Mak 1-3 1/10
Summer 2019: IEOR E4900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4900 001/73297  
Shipra Agrawal 1-3 1/20
IEOR 4900 002/91296  
Daniel Bienstock 1-3 0/20
IEOR 4900 003/93346  
Agostino Capponi 1-3 0/20
IEOR 4900 004/75530  
Emanuel Derman 1-3 0/20
IEOR 4900 005/22046  
Antonius Dieker 1-3 0/20
IEOR 4900 006/27647  
Adam Elmachtoub 1-3 0/20
IEOR 4900 007/81755  
Yuri Faenza 1-3 0/20
IEOR 4900 008/22246  
Donald Goldfarb 1-3 0/20
IEOR 4900 009/85780  
Vineet Goyal 1-3 0/20
IEOR 4900 010/62029  
Ali Hirsa 1-3 2/20
IEOR 4900 011/63596  
Garud Iyengar 1-3 0/20
IEOR 4900 012/12296  
Hardeep Johar 1-3 0/20
IEOR 4900 013/28779  
Soulaymane Kachani 1-3 0/20
IEOR 4900 014/69256  
Daniel Lacker 1-3 0/20
IEOR 4900 015/82779  
Henry Lam 1-3 0/20
IEOR 4900 016/10029  
Dylan Possamai 1-3 0/20
IEOR 4900 017/20943  
Jay Sethuraman 1-3 0/20
IEOR 4900 018/71497  
Karl Sigman 1-3 0/20
IEOR 4900 019/77096  
Clifford Stein 1-3 0/20
IEOR 4900 020/22546  
Van Anh Truong 1-3 0/20
IEOR 4900 021/64693  
Ward Whitt 1-3 0/20
IEOR 4900 022/94691  
Yi Zhang 1-3 0/20
IEOR 4900 023/83282  
David Yao 1-3 0/20
IEOR 4900 024/63146  
Xunyu Zhou 1-3 0/20
IEOR 4900 025/67546  
Jenny Mak 1-3 0/20
Fall 2019: IEOR E4900
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4900 001/15073  
Shipra Agrawal 1-3 0/20
IEOR 4900 002/15074  
Daniel Bienstock 1-3 0/20
IEOR 4900 003/15075  
Agostino Capponi 1-3 0/20
IEOR 4900 004/15076  
Emanuel Derman 1-3 0/20
IEOR 4900 005/15077  
Antonius Dieker 1-3 0/20
IEOR 4900 006/15078  
Adam Elmachtoub 1-3 0/20
IEOR 4900 007/15079  
Yuri Faenza 1-3 0/20
IEOR 4900 008/15080  
Donald Goldfarb 1-3 0/20
IEOR 4900 009/15081  
Vineet Goyal 1-3 0/20
IEOR 4900 010/15082  
Ali Hirsa 1-3 0/20
IEOR 4900 011/15083  
Garud Iyengar 1-3 0/20
IEOR 4900 012/15084  
Hardeep Johar 1-3 0/20
IEOR 4900 014/15085  
Soulaymane Kachani 1-3 0/20
IEOR 4900 016/15086  
Daniel Lacker 1-3 0/20
IEOR 4900 017/15087  
Henry Lam 1-3 0/20
IEOR 4900 018/15088  
Jenny Mak 1-3 0/20
IEOR 4900 019/15089  
Uday Menon 1-3 0/20
IEOR 4900 020/15090  
Dylan Possamai 1-3 0/20
IEOR 4900 021/15091  
Jay Sethuraman 1-3 0/21
IEOR 4900 022/15092  
Karl Sigman 1-3 0/20
IEOR 4900 023/15093  
Clifford Stein 1-3 0/20
IEOR 4900 024/15094  
Van Anh Truong 1-3 0/20
IEOR 4900 025/15095  
Ward Whitt 1-3 0/20
IEOR 4900 026/15096  
David Yao 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 2019: IEOR E4998
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4998 001/16070 F 10:10am - 12:40pm
702 Hamilton Hall
Gerard Neumann 3 42/80
Fall 2019: IEOR E4998
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4998 001/10280 F 10:10am - 12:40pm
Room TBA
Gerard Neumann 3 34/60

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.

Spring 2019: IEOR E4999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4999 001/75627  
Emanuel Derman, Ali Hirsa, Kristen Maynor 0.5-2 11/200
Summer 2019: IEOR E4999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4999 001/60818  
Emanuel Derman, Ali Hirsa, Kristen Maynor 0.5-2 259
Fall 2019: IEOR E4999
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 4999 001/10643  
Ali Hirsa, Carmen Ng 0.5-2 6/500

IEOR E6602 Nonlinear Programming. 3 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 non-differentiable optimization and bundle methods.

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 2019: IEOR E6613
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6613 001/10278 T Th 4:10pm - 5:25pm
Room TBA
Donald Goldfarb 4.5 9/40

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 2019: IEOR E6614
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6614 001/73766 M W 4:10pm - 5:25pm
415 Schapiro Cepser
Yuri Faenza 4.5 15/40
IEOR 6614 R01/13147  
4.5 0/0

IEOR E6703 Advanced Financial Engineering. 3 points.

Lect: 3.Not offered during 2019-20 academic year.

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

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

IEOR E6711 Stochastic models, I. 4.5 points.

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 2019: IEOR E6711
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6711 001/10279 M W 11:40am - 12:55pm
Room TBA
Henry Lam 4.5 9/40

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 2019: IEOR E6712
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 6712 001/13295 T Th 10:10am - 11:25am
420 Pupin Laboratories
Antonius Dieker 4.5 22/40
IEOR 6712 R01/77745  
4.5 1/0

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

Prerequisites: Faculty adviser's permission.

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

Spring 2019: IEOR E8100
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 8100 001/18047 W 1:10pm - 3:40pm
408 Hamilton Hall
Xunyu Zhou 1-3 3/40
IEOR 8100 002/64819 T Th 8:40am - 9:55am
834 Seeley W. Mudd Building
Van Anh Truong 1-3 4/40
IEOR 8100 003/63887 M W 10:10am - 11:25am
227 Seeley W. Mudd Building
Henry Lam 1-3 4/40
IEOR 8100 004/67629 T Th 11:40am - 12:55pm
627 Seeley W. Mudd Building
Agostino Capponi 1-3 13/40
IEOR 8100 005/70493 M W 11:40am - 12:55pm
Room TBA
Shipra Agrawal 1-3 39/40
Fall 2019: IEOR E8100
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 8100 001/10284 M W 2:40pm - 3:55pm
Room TBA
Ward Whitt 1-3 5/40
IEOR 8100 003/10291 T Th 1:10pm - 2:25pm
Room TBA
1-3 2/40
IEOR 8100 004/10375 W 4:10pm - 6:40pm
Room TBA
Adam Elmachtoub 1-3 5/40
IEOR 8100 005/13418 F 10:10am - 12:40pm
Room TBA
1-3 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.

Spring 2019: IEOR E9101
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 9101 001/66740  
Shipra Agrawal 1-6 0/10
IEOR 9101 002/13224  
Daniel Bienstock 1-6 0/10
IEOR 9101 003/61010  
Agostino Capponi 1-6 0/10
IEOR 9101 004/73935  
Emanuel Derman 1-6 0/10
IEOR 9101 005/20428  
Antonius Dieker 1-6 0/10
IEOR 9101 006/68351  
Adam Elmachtoub 1-6 4/10
IEOR 9101 007/73554  
Yuri Faenza 1-6 0/10
IEOR 9101 008/24616  
Donald Goldfarb 1-6 2/10
IEOR 9101 009/16151  
Vineet Goyal 1-6 2/10
IEOR 9101 010/25826  
Ali Hirsa 1-6 1/10
IEOR 9101 011/22802  
Garud Iyengar 1-6 0/10
IEOR 9101 012/28489  
Hardeep Johar 1-6 0/10
IEOR 9101 013/22762  
Soulaymane Kachani 1-6 0/10
IEOR 9101 014/73679  
Daniel Lacker 1-6 2/10
IEOR 9101 015/72149  
Henry Lam 1-6 5/10
IEOR 9101 016/22110  
Dylan Possamai 1-6 0/10
IEOR 9101 017/64635  
Jay Sethuraman 1-6 0/10
IEOR 9101 018/65692  
Karl Sigman 1-6 1/10
IEOR 9101 019/18935  
Clifford Stein 1-6 3/10
IEOR 9101 020/68473  
Van Anh Truong 1-6 1/10
IEOR 9101 021/64494  
Ward Whitt 1-6 0/10
IEOR 9101 022/13111  
Yi Zhang 1-6 0/10
IEOR 9101 023/60070  
David Yao 1-6 1/10
IEOR 9101 024/75063  
Xunyu Zhou 1-6 1/10
IEOR 9101 025/61284  
Jenny Mak 1-6 0/10
Summer 2019: IEOR E9101
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 9101 001/88296  
Shipra Agrawal 1-6 0/20
IEOR 9101 002/97697  
Daniel Bienstock 1-6 0/20
IEOR 9101 003/83529  
Agostino Capponi 1-6 0/20
IEOR 9101 004/27697  
Emanuel Derman 1-6 0/20
IEOR 9101 005/65941  
Antonius Dieker 1-6 0/20
IEOR 9101 006/19691  
Adam Elmachtoub 1-6 0/20
IEOR 9101 007/29030  
Yuri Faenza 1-6 0/20
IEOR 9101 008/81246  
Donald Goldfarb 1-6 0/20
IEOR 9101 009/85996  
Vineet Goyal 1-6 0/20
IEOR 9101 010/88146  
Ali Hirsa 1-6 0/20
IEOR 9101 011/92397  
Garud Iyengar 1-6 0/20
IEOR 9101 012/96696  
Hardeep Johar 1-6 0/20
IEOR 9101 013/75279  
Soulaymane Kachani 1-6 0/20
IEOR 9101 014/73396  
Daniel Lacker 1-6 0/20
IEOR 9101 015/78296  
Henry Lam 1-6 0/20
IEOR 9101 016/82696  
Dylan Possamai 1-6 0/20
IEOR 9101 017/88446  
Jay Sethuraman 1-6 0/20
IEOR 9101 018/61646  
Karl Sigman 1-6 0/20
IEOR 9101 019/71847  
Clifford Stein 1-6 0/20
IEOR 9101 020/87746  
Van Anh Truong 1-6 0/20
IEOR 9101 021/79692  
Ward Whitt 1-6 0/20
IEOR 9101 022/11196  
Yi Zhang 1-6 0/20
IEOR 9101 023/18046  
David Yao 1-6 0/20
IEOR 9101 024/88529  
Xunyu Zhou 1-6 0/20
IEOR 9101 025/12030  
Jenny Mak 1-6 0/20
Fall 2019: IEOR E9101
Course Number Section/Call Number Times/Location Instructor Points Enrollment
IEOR 9101 001/15454  
Shipra Agrawal 1-6 0/20
IEOR 9101 002/15455  
Daniel Bienstock 1-6 0/20
IEOR 9101 003/15456  
Agostino Capponi 1-6 0/20
IEOR 9101 004/15457  
Emanuel Derman 1-6 0/20
IEOR 9101 005/15458  
Antonius Dieker 1-6 0/20
IEOR 9101 006/15459  
Adam Elmachtoub 1-6 0/20
IEOR 9101 007/15460  
Yuri Faenza 1-6 0/20
IEOR 9101 008/15461  
Donald Goldfarb 1-6 0/20
IEOR 9101 009/15462  
Vineet Goyal 1-6 0/20
IEOR 9101 010/15463  
Ali Hirsa 1-6 0/20
IEOR 9101 011/15464  
Garud Iyengar 1-6 0/20
IEOR 9101 012/15465  
Hardeep Johar 1-6 0/20
IEOR 9101 013/15466  
Cedric Josz 1-6 0/20
IEOR 9101 014/15467  
Soulaymane Kachani 1-6 0/20
IEOR 9101 015/15468  
Christian Kroer 1-6 0/20
IEOR 9101 016/15469  
Daniel Lacker 1-6 0/20
IEOR 9101 017/15470  
Henry Lam 1-6 0/20
IEOR 9101 018/15471  
Jenny Mak 1-6 0/20
IEOR 9101 019/15472  
Uday Menon 1-6 0/20
IEOR 9101 020/15473  
Dylan Possamai 1-6 0/20
IEOR 9101 021/15474  
Jay Sethuraman 1-6 0/20
IEOR 9101 022/15475  
Karl Sigman 1-6 0/20
IEOR 9101 023/15476  
Clifford Stein 1-6 0/20
IEOR 9101 024/15477  
Van Anh Truong 1-6 0/20
IEOR 9101 025/15478  
Ward Whitt 1-6 0/20
IEOR 9101 026/15479  
David Yao 1-6 0/20
IEOR 9101 027/15480  
Yi Zhang 1-6 0/20
IEOR 9101 028/15481  
Xunyu Zhou 1-6 0/20

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

Lect: 3.Not offered during 2019-20 academic year.

Prerequisites: Linear Algebra, or instructor's permission.

Graph Theory is an important part of the theoretical basis of operations research. A good understanding of the basic fundamentals of graph theory is necessary in order to apply the theory successfully in the future. This is an introductory course in graph theory with emphasis on its combinatorial aspects. It covers basic definitions, and some fundamental concepts in graph theory and its applications. Topics include trees and forests graph coloring, connectivity, matching theory and others. This course will provide a solid foundation for students in the IEOR department, on which further courses may build.

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.

Spring 2019: CSOR W4231
Course Number Section/Call Number Times/Location Instructor Points Enrollment
CSOR 4231 002/70835 T Th 1:10pm - 2:25pm
451 Computer Science Bldg
Eleni Drinea 3 89/120
CSOR 4231 003/18737 M W 10:10am - 11:25am
833 Seeley W. Mudd Building
Christos Papadimitriou 3 90/110
CSOR 4231 H02/89866  
Eleni Drinea 3 13/50
CSOR 4231 V02/11691 T Th 1:10pm - 2:25pm
451 Computer Science Bldg
Eleni Drinea 3 5
Fall 2019: CSOR W4231
Course Number Section/Call Number Times/Location Instructor Points Enrollment
CSOR 4231 001/35933 T Th 10:10am - 11:25am
Room TBA
Clifford Stein 3 133/150
CSOR 4231 002/35947 T Th 2:40pm - 3:55pm
833 Seeley W. Mudd Building
Alexandr Andoni 3 109/110
CSOR 4231 H02/16446  
Alexandr Andoni 3 33/50
CSOR 4231 V02/16338  
Alexandr Andoni 3 5/99

COSA E9800 Data Science Doctoral Seminar. 1 point.

Not offered during 2019-20 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. 1 point.

Lect: 4.5.Not offered during 2019-20 academic year.

Prerequisites: By application and instructor approval.

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

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 2019: MEIE E4810
Course Number Section/Call Number Times/Location Instructor Points Enrollment
MEIE 4810 001/61573 W 4:10pm - 6:40pm
603 Hamilton Hall
Michael Massimino 0 37/40

MSIE W6408 Inventory Theory. 3 points.

Lect: 3.Not offered during 2019-20 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.