|
|
|
|
|
|
|
Course Criteria
Add courses to your favorites to save, share, and find your best transfer school.
-
0.00 - 4.00 Credits
Electronic commerce is broadly defined as the buying and selling of goods using electronic transaction processing technologies. Some of great expectations of this technology are beginning to be realized. We will study the success, failures and challenges. We will focus on the technlogies themselves as well as various economic and financial issues associated with their use.
-
0.00 - 4.00 Credits
Statistical Analysis of financial data: Density estimation, heavy tail distributions and dependence. Regression: linear, nonlinear, nonparametric. Time series analysis: classical models (AR, MA, ARMA, ..), state space systems and filtering, and stochastic volatility models (ARCH, GARCH, ....).
-
0.00 - 4.00 Credits
An introduction to the fundamental results of queueing theory. Topics covered include the classical traffic, offered load, loss and delay stochastic models for communication systems. Through concrete examples and motivations we discuss the theory of Markov chains, Poisson processes and Monte-Carlo simulation. Fundamental queueing results such as the Erlang blocking and delay formulae, Little's law and Lindley's equation are presented. Applications are drawn from communication network systems, inventory management, and optimal staffing.
-
0.00 - 4.00 Credits
An introduction to the uses of simulation and direct computation in analyzing stochastic models and interpreting real phenomena. Deals with generating discrete and continuous random variables, stochastic ordering, the statistical analysis of simulated data, variance reduction techniques, statistical validation techniques, nonstationary Markov chains, and Markov chain Monte Carlo methods. Applications are drawn from problems in finance, manufacturing, and communication networks.
-
0.00 - 4.00 Credits
The management of complex systems through the control of physical, financial and informational resources. The course focuses on developing mathematical models for resource allocation, with an emphasis on capturing the role of information in decisions. The course seeks to integrate skills in statistics, stochastics and optimization using applications drawn from problems in dynamic resource management which tests modeling skills and teamwork.
-
0.00 - 4.00 Credits
Optimal learning addresses the problem of collecting information that is used to estimate statistics or fit a model which is then used to make decisions. Of particular interest are sequential problems where decisions adapt to information as it is learned. The course will introduce students to a wide range of applications, demonstrate how to express the problem formally, and describe a variety of practical solution strategies.
-
0.00 - 4.00 Credits
This course covers the basic concepts of modeling, measuring and managing financial risks. Topics include mean-variance portfolio theory, fixed Income securities, option pricing and hedging, Greeks, risk measures and utility functions.
-
0.00 - 4.00 Credits
Studied is the transportation sector of the economy from a technology and policy planning perspective. The focus is on the methodologies and analytical tools that underpin policy formulation, capital and operations planning, and real-time operational decision making within the transportation industry. Case studies of innovative concepts such as "value" pricing, real-time fleet management and control, GPS-based route guidance systems and automated transit systems will provide a practical focus for the methodologies.
-
0.00 - 4.00 Credits
An introduction to the unique features and mathematical models used in commodity markets (energy, metals, agricultural products), as well as fixed income and foreign exchange markets. Energy and other commodities represent an increasingly important asset class for financial institutions. Emphasis is on the application of financial mathematics to a variety of products and markets. Topics include: energy prices (including oil, gas, and power); cap and trade markets (carbon emissions); storable vs. non-storable commodities; short rate models; forward curves and calibration; swaps and options on interest rates and commodities.
-
0.00 - 4.00 Credits
A full year study of an important problem or topic in chemical and biological engineering culminating in a senior thesis. Projects may be experimental, computational, or theoretical. Topics selected by the students from suggestions by the faculty. Written thesis, poster presentation, and oral defense required. The senior thesis is recorded as a double course in the spring. Enrollment by application or interview. Departmental permission required.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Privacy Statement
|
Terms of Use
|
Institutional Membership Information
|
About AcademyOne
Copyright 2006 - 2024 AcademyOne, Inc.
|
|
|