Case studies, visiting lecturers from financial institutions, student group projects of an advanced nature, and student reports, all centered around quantitative and computational finance. Crosslisted with ISYE and MGT 6785.
Algorithms for graph problems such as maximum flow, matching, network reliability, minimum cuts, covering, coloring, planarity, shortest paths, and connectivity. Crosslisted with CS 7510 and ISYE 7510.
Basic unifying theory underlying techniques of regression, analysis of variance and covariance, from a geometric point of view. Modern computational capabilities are exploited fully. Students apply the theory to real data through canned and coded programs.
Develops the probability basis requisite in modern statistical theories and stochastic processes. Topics of this course include measure and integration foundations of probability, distribution functions, convergence concepts, laws of large numbers and central limit theory. (1st of two courses)