|
NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information. | |
Spring 2021 Industrial Engineering and Operations Research E4725 section 001 TOPICS IN QUANTITATIVE FINANCE Networks:Form,Contgn,Epidemics | |
| Call Number | 16139 |
| Day & Time Location |
MW 11:40am-12:55pm ONLINE ONLY |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Agostino Capponi |
| Type | LECTURE |
| Method of Instruction | On-Line Only |
| Course Description | Networks are ubiquitous in our modern society. Economic and social networks have been used extensively to model a variety of situations, in which individual decision-makers are affected by the choices of their peers in the network. This course will introduce the main mathematical models for the study of these networks. It will discuss game theoretical and dynamic optimization techniques, which can be used to analyze a wide variety of these networks, including their resilience to shocks, the diffusion of information leading to social contagion, and how the strategic behavior of agents shapes the performance of the network. |
| Web Site | Vergil |
| Department | Industrial Engineering and Operations Research |
| Enrollment | 7 students (50 max) as of 2:12PM Saturday, February 27, 2021 |
| Subject | Industrial Engineering and Operations Research |
| Number | E4725 |
| Section | 001 |
| Division | School of Engineering and Applied Science: Graduate |
| Campus | Morningside |
| Section key | 20211IEOR4725E001 |
Home About This Directory Online Bulletins ColumbiaWeb SSOL | |