Teaching for Fall 2009IEOR E4007: Optimization Models and Methods for Financial EngineeringLinear, 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 will be discussed. The course materials are available on courseworks Research Seminar Course in OptimizationThe topic this year is Optimization in Machine Learning. For details, see the course webpage |