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Optimization

INDE 513 Linear Programming (Autumn 2007)
Instructor: Archis Ghate

MATH 516 Numerical Optimization (Spring 2008) Project: Quadratic programming for SVM
MATH 514 Network Optimization (Autumn 2009) Project: Epsilon-relaxation algorithm for minimum cost flow problem
MATH 582 Convex Optimization Algorithm (Winter 2009) Project: SDP relaxation for MaxCut problem
Instructor: Paul Tseng

I always consider it a fortune that during the year I took optimization classes from Math department, they were all taught by Paul. He has given me great encouragement and support as I first entered this field. Paul is still missing. As a remarkable person, teacher and friend, he will be forever memorized.



Probability and Statistics

INDE 599 Stochastic Process (Spring 2008)
Instructor: Archis Ghate

STAT 517 Stochastic Modeling II (Winter 2009)
STAT 518 Stochastic Modeling III - Project (Spring 2009) Project: Estimating non-Gaussian state space model
Instructor: Vladmir Minin

STAT 521 Advanced Probability (Autumn 2009)
Instructor: Galen R. Shorack



Quantitative Finance

STAT 547 Derivatives (Autumn 2008) Project: Volatility
Instructor: Jay Henninger 

STAT 549 Statistical Methods for Portfolio (Spring 2009)
Instructor: Douglas Martin



Systems and Engineering

INDE 599 GISE: Global Integrated Systems Engineering (Autumn and Winter 2008)
Instructor: Project Management - Ted Klastorin, Finance and Economics - Edward Rice, Systems Engineering - Christina Mastrangelo

INDE 524 Robust Design for Quality Engineering (Winter 2008)
Instructor: Kailash Kapur

INDE 424
Simulation (Winter 2008)
INDE 570 Supply Chain System (Autumn 2009)
Instructor: Benita Beamon