Prerequisites: CHEN E3120 or instructor's permission. Aerosol impacts on indoor and outdoor air quality, health, and climate. Major topics include aerosol sources, physics, and chemistry; field and laboratory techniques for aerosol characterization; aerosol direct and indirect effects on climate; aerosols in biogeochemical cycles and climate engineering; health impacts including exposure to ambient aerosols and transmission of respiratory disease.
In August 2016, a working group of the International Geological Congress voted to acknowledge a new geological epoch, following 11,700 years of the Holocene, and that it would be called The Anthropocene. The announcement indicated a new era in the earth’s chronology marked by the consequences of human activity on the planet’s ecosystems. Closely related to discussions of sustainability, investigations into the Anthropocene tend to focus on environmental and ecological issues while ignoring its social justice dimensions. This course will investigate how Human Rights has and will be impacted by the Anthropocene, with special attention paid to the human dimensions and consequences of anthropogenic change. Do new and troubling revelations about anthropogenic mistreatment of the earth and its resources modify or amplify the kinds of responsibilities that govern activity between individuals and communities? How do we scale the human response from the urban, to the periurban, to the rural? How must the study of Human Rights evolve to address violence and mistreatment associated not just among humans but also amid human habitats? What sorts of juridical changes must occur to recognize and respond to new manifestations of social injustice that relate directly to consequences of anthropogenic changes to the Earth system? Topics will include discussions of the Environmental Justice movement, agribusiness, access to (and allocation of) natural resources, population growth; its global impact, advocacy for stronger and more accountability through environmental legal change, biodiversity in urban environments, and the growing category of environmental refugees.
Prerequisite: Neural Science M6106 or the equivalent. This course and Physiology G4001 are recommended for students concentrating in Biophysics. A detailed analysis of the biophysical and structural properties of ionic channels in biological membranes
Prerequisites: (EEME E3601) or (ELEN E3201) Real-time control using digital computers. Solving scalar and state-space difference equations. Discrete equivalents of continuous systems fed by holds. Z-transer functions. Creating closed-loop difference equation models by Z-transform and state variable approaches. The Nyquist frequency and sample rate selection. Classical and modern based digital control laws. Digital system identification.
Focus on capacity allocation, dynamic pricing and revenue management. Perishable and/or limited product and pricing implications. Applications to various industries including service, airlines, hotel, resource rentals, etc.
Focus on capacity allocation, dynamic pricing and revenue management. Perishable and/or limited product and pricing implications. Applications to various industries including service, airlines, hotel, resource rentals, etc.
Overview of robot applications and capabilities. Linear algebra, kinematics, statics, and dynamics of robot manipulators. Survey of sensor technology: force, proximity, vision, compliant manipulators. Motion planning and artificial intelligence; manipulator programming requirements and languages.
Prerequisites: Basic programming experience in any language Additive manufacturing processes, CNC, Sheet cutting processes, Numerical control, Generative and algorithmic design. Social, economic, legal and business implications. Course involves both theoretical exercises and a hands-on project.
Prerequisites: An introductory course on Manufacturing Processes, and knowledge of Computer Aided Design, and Mechanical Design or the Instructors permission. Computer aided design, free-form surface modeling, tooling and fixturing, computer numeric control, rapid prototyping, process engineering, fixed and programmable automation, industrial robotics.
Prerequisites: Knowledge of basic computer programming (e.g. Java, Matlab, Python), or instructor's permission. A hands-on studio class exposing students to practical aspects of the design, fabrication, and programming of physical robotic systems. Students will experience the entire robot creation process, covering conceptual design, detailed design, simulation and modeling, digital manufacturing, electronics and sensor design, and software programming.
Prerequisites: An introductory course in engineering materials and manufacturing processes or instructor’s permission Fundamentals of sustainable design and manufacturing, metrics of sustainability, analytical tools, principles of life cycle assessment, manufacturing tools, processes and systems, energy assessment and minimization in manufacturing, sustainable manufacturing automation, sustainable manufacturing systems, remanufacturing, recycling and reuse.
This seminar will examine the history of the impact of technology and media on religion and vice versa before bringing into focus the main event: religion today and in the future. Well read the classics as well as review current writing, video and other media, bringing thinkers such as Eliade, McLuhan, Mumford and Weber into dialogue with the current writing of Kurzweil, Lanier and Taylor, and look at, among other things: ethics in a Virtual World; the relationship between Burning Man, a potential new religion, and technology; the relevance of God and The Rapture in Kurzweils Singularity; and what will become of karma when carbon-based persons merge with silicon-based entities and other advanced technologies.
This course interrogates seminal issues in the academic study of Islam through its popular representation in various forms of media from movies and television to novels and comic books. The class is structured around key theoretical readings from a range of academic disciplines ranging from art history and anthropology to comparative literature and religion. The course begins by placing the controversies surrounding the visual depiction of Muhammad in historical perspective (Gruber). This is followed by an examination of modern portrayals of Muslims in film that highlights both the vilification of the “other” (Shaheen) and the persistence of colonial discourses centered on the “native informant” (Mamdani). Particular emphasis is given to recent pop cultural works that challenge these simplistic discourses of Islam. The second half of the course revisits Muhammad, employing an anthropological framework (Asad) to understand the controversies surrounding Salman Rushdie’s Satanic Verses. The obsession with a gendered depiction of Islam is then examined through an anthropological framework that sheds light on the problems of salvation narratives (Abu Lughod). The course ends with a look at the unique history of Islam in America, particularly the tension between immigrant and African-American communities.
(Lecture). This survey of African American literature focuses on language, history, and culture. What are the contours of African American literary history? How do race, gender, class, and sexuality intersect within the politics of African American culture? What can we expect to learn from these literary works? Why does our literature matter to student of social change? This lecture course will attempt to provide answers to these questions, as we begin with Zora Neale Hurstons Their Eyes Were Watching God (1937) and Richard Wrights Native Son (1940) and end with Melvin Dixons Loves Instruments (1995) with many stops along the way. We will discuss poetry, fiction, drama, and non-fictional prose. Ohter authors include Ralph Ellison, James Baldwin, Gwendolyn Brooks, Malcom X, Ntzozake Shange, Audre Lorde, and Toni Morrison. There are no prerequisites for this course. The formal assignments are two five-page essays and a final examination. Class participation will be graded.
Advanced Hindi I and II are third year courses in the Hindi-Urdu program that aim to continue building upon the existing four language skills (speaking, listening, reading and writing) along with grammar and vocabulary in a communicative approach. The objective of these courses is to strengthen students’ language skills and to go beyond them to understand and describe situations and the speech community, understand and discuss Hindi literature and films, news items, T.V. shows and current events. Students will also be given opportunities to work on their areas of interest such as popular culture, professional and research goals in the target language. Students will be expected to expand their vocabulary, enhance grammatical accuracy and develop cultural appropriateness through an enthusiastic participation in classroom activities and immersing themselves in the speech community outside. This course will be taught in the target language. All kinds of conversations such as daily life, on social/public interests’ topics as well as on academic interests, will occur in the target language. No P/D/F or R credit is allowed for this class.
Prerequisites: Physical chemistry or instructors permission. Self-contained treatments of selected topics in soft materials (e.g. polymers, colloids, amphiphiles, liquid crystals, glasses, powders). Topics and instructor may change from year to year. Intended for junior/senior level undergraduates and graduate students in engineering and the physical sciences.
Models for pricing and hedging equity, fixed-income, credit-derivative securities, standard tools for hedging and risk management, models and theoretical foundations for pricing equity options (standard European, American equity options, Asian options), standard Black-Scholes model (with multiasset extension), asset allocation, portfolio optimization, investments over longtime horizons, and pricing of fixed-income derivatives (Ho-Lee, Black-Derman-Toy, Heath-Jarrow-Morton interest rate model).
Two semesters of prior coursework in Urdu for Heritage Speakers (Urdu for Heritage Speakers I and II) or one semester of Advanced Urdu or the instructor’s permission. This course is a literary course, with in-depth exposure to some of the finest works of classical and modern Urdu poetry i.e. genres of
ghazal
and
nazm
. This course is open for both undergraduates and graduates. No P/D/F or R credit is allowed for this class.
When the Holocaust Museum in Washington, D.C. opened in 1993, some people asked why a "European" catastrophe was being memorialized alongside shrines to Washington, Jefferson, and Lincoln while there was still no museum documenting the experience of African slaves in the United States or the effort to exterminate the Native Americans on this continent. How American intellectuals have thought about the Nazi regime and the Holocaust in Europe since before the Second World War and in the latter half of the twentieth century is te focus on this course. The course will also compare the ways the United States narrates, conceptualizes and deals with the Holocaust as oppsed to other genocidal events. This course is comparative at its core as it examines how intellectuals and institutions spanning from Hannah Arendt to the United Nations to the US Holocaust Museum have woven this event into American culture.
Prepares students to gather, describe, and analyze data, using advanced statistical tools to support operations, risk management, and response to disruptions. Analysis is done by targeting economic and financial decisions in complex systems that involve multiple partners. Topics include probability, statistics, hypothesis testing, experimentation, and forecasting.
Geographic information systems (GIS) are powerful tools for analyzing fundamental geographic questions. GIS involves generating, linking, manipulating, and analyzing different sorts of spatial data; creating outputs commonly visualized as two- and sometimes three- dimensional maps. This course will cover major topics in GIS with applications for the broad field of biology and natural sciences, using QGIS and R. The goal of this course is to teach students a level of GIS proficiency such that they will be self-sufficient in their further learning and use of GIS.
This course will offer an examination of the birth and development of the Franciscan Order between 1200-1350. The topics will include Francis of Assisi, the foundation of the three orders of Franciscans, education, poverty, preaching, theology internal strife, antifraternalism, and relations with secular governments and papacy.
Rise of Modern Tibet
Prerequisite(s): IEOR E4106 or E3106. Required for undergraduate students majoring in OR:FE. Introduction to investment and financial instruments via portfolio theory and derivative securities, using basic operations research/engineering methodology. Portfolio theory, arbitrage; Markowitz model, market equilibrium, and the capital asset pricing model. General models for asset price fluctuations in discrete and continuous time. Elementary introduction to Brownian motion and geometric Brownian motion. Option theory; Black-Scholes equation and call option formula. Computational methods such as Monte Carlo simulation.
Prerequisites: (COMS W3134 or COMS W3136 or COMS W3137) and any course on probability. Prior knowledge of Python is recommended. Provides a broad understanding of the basic techniques for building intelligent computer systems. Topics include state-space problem representations, problem reduction and and-or graphs, game playing and heuristic search, predicate calculus, and resolution theorem proving, AI systems and languages for knowledge representation, machine learning and concept formation and other topics such as natural language processing may be included as time permits.
Prerequisites: (COMS W3134 or COMS W3136 or COMS W3137) and any course on probability. Prior knowledge of Python is recommended. Provides a broad understanding of the basic techniques for building intelligent computer systems. Topics include state-space problem representations, problem reduction and and-or graphs, game playing and heuristic search, predicate calculus, and resolution theorem proving, AI systems and languages for knowledge representation, machine learning and concept formation and other topics such as natural language processing may be included as time permits.
This graduate course is only for M.S. Program in Financial Engineering students, offered during the summer session. Review of elements of probability theory, Poisson processes, exponential distribution, renewal theory, Wald’s equation. Introduction to discrete-time Markov chains and applications to queueing theory, inventory models, branching processes.
Prerequisites: (ELEN E3701) or equivalent. Digital communications for both point-to-point and switched applications is further developed. Optimum receiver structures and transmitter signal shaping for both binary and M-ary signal transmission. An introduction to block codes and convolutional codes, with application to space communications.
This graduate course is only for M.S. Program in Financial Engineering students. Multivariate random number generation, bootstrapping, Monte Carlo simulation, efficiency improvement techniques. Simulation output analysis, Markov-chain Monte Carlo. Applications to financial engineering. Introduction to financial engineering simulation software and exposure to modeling with real financial data. Note: Students who have taken IEOR E4404 Simulation may not register for this course for credit.
Prerequisites: (COMS W3134 or COMS W3136 or COMS W3137) or the instructors permission. Computational approaches to natural language generation and understanding. Recommended preparation: some previous or concurrent exposure to AI or Machine Learning. Topics include information extraction, summarization, machine translation, dialogue systems, and emotional speech. Particular attention is given to robust techniques that can handle understanding and generation for the large amounts of text on the Web or in other large corpora. Programming exercises in several of these areas.
PHOTOGRAPHY III: 'IN PHOTOGRAPHY'
This is an advanced project-based class offered to undergraduate as well as graduate students that is designed to further expand upon the conceptual, technical, and theoretical concerns first explored in Photography I and II or the equivalent experience. Over the course of the semester, students will work on individual projects, interspersed with prompts and exercises. The course balances theory and practice, comprising technical instruction, group critiques, guest lecturers, and readings. The aim will be to position one's own work within a history of the photographic present. Tools in use will include manually controlled digital, 35mm, or 120mm cameras, and LightRoom and Photoshop software. Aesthetically, and theoretically, photography will be approached as an expansive medium, a primary, and now ubiquitous, form of communication that is also ephemeral and vacillates between empowerment and deception. We will examine this expressive power of photography in relation to the spaces and networks where we place it and find it.
This graduate course is only for M.S. Program in Financial Engineering students, offered during the summer session. Discrete-time models of equity, bond, credit, and foreign-exchange markets. Introduction to derivative markets. Pricing and hedging of derivative securities. Complete and incomplete markets. Introduction to portfolio optimization and the capital asset pricing model.
This graduate course is only for MS program in FE students. Modeling, analysis, and computation of derivative securities. Applications of stochastic calculus and stochastic differential equations. Numerical techniques: finite-difference, binomial method, and Monte Carlo.
This graduate course is only for MS program in FE students. Modeling, analysis, and computation of derivative securities. Applications of stochastic calculus and stochastic differential equations. Numerical techniques: finite-difference, binomial method, and Monte Carlo.
We will go through the first half of the book, Regression and Other Stories, by Andrew Gelman, Jennifer Hill, and Aki Vehtari (Cambridge University Press). There is a follow-up course, Principles of Quantitative Political Research 2 (POLS 4712), which covers the second half of the book, including logistic regression, generalized linear models, poststratification, design of studies, and causal inference.
Topics covered in the course include: • Applied regression: measurement, data visualization, modeling and inference, transformations, and linear regression.
• Simulation, model fitting, and programming in R.
• Key statistical problems include adjusting for differences between sample and population, adjusting for differences between treatment and control groups, extrapolating from past to future, and using observed data to learn about latent constructs of interest.
• We focus on social science applications, including but not limited to: public opinion and voting, economic and social behavior, and policy analysis.
An introduction to capital markets and investments providing an overview of financial markets and tools for asset valuation. Topics covered include the pricing of fixed-income securities (treasury markets, interest rate swaps futures, etc.), discussions on topics in credit, foreign exchange, sovereign ad securitized markets—private equity and hedge funds, etc.
While helping students advance their levels of oral and written expression, this course focuses on literature of the modern and medieval periods, with particular emphasis on the development of the modern novella and traditional and new forms of poetry. In addition to literature, students are introduced to a wide variety of genres from political and cultural essays and blogs to newspaper translations of the early 20th century. They will be further exposed to ta?rof in reference to a wide variety of socio-cultural contexts and be expected to use ta?rof in class conversations. Students will be exposed to popular artists and their works and satirical websites for insight into contemporary Iranian culture and politics. No P/D/F or R credit is allowed for this class.
This is the required discussion section for
POLS GU4710.
Tibetan culture covers an area roughly the size of Western Europe, yet most regions have not been the subject of sustained historical study. This course is designed for students interested in studying approaches to local history that attempt to ask large questions of relatively small places. Historiographic works from Tibetan studies (where they exist) will be examined in comparison with approaches drawn mainly from European and Chinese studies, as well as theories drawn from North/South American and Southeast Asian contexts. Given the centrality of Buddhist monasteries to Tibetan history (as “urban” centers, banks, governments, educational institutions, etc.) much of the course will deal with these.
This course will examine some of the problems inherent in Western historical writing on non-European cultures, as well as broad questions of what itmeans to write history across cultures. The course will touch on therelationship between knowledge and power, given that much of the knowledge we will be considering was produced at a time of the expansion of Western power over the rest of the world. By comparing some of the others which European historians constructed in the different non-western societies they depicted, and the ways other societies dealt with alterity and self, we may be able to derive a better sense of how the Western sense of self was constructed. Group(s): C Field(s): ME
This course is the second course in the graduate-level sequence on quantitative political methodology offered in the Department of Political Science. Students will learn (1) a framework and methodologies for making causal inferences from experimental and observational data, and (2) statistical theories essential for causal inference. Topics include randomized experiments, estimation under ignorability, instrumental variables, regression discontinuity, difference-indifferences, and causal inference with panel data. We also cover statistical theories, such as theories of ordinary least squares and maximum likelihood estimation, by connecting them to causal inference methods. This course builds on the materials covered in POLS 4700 and 4720 or theirequivalent (i.e., probability, statistics, linear regression, and logistic regression).
Selected topics of interest in the area of quantitative finance. Offerings vary each year; some topics include energy derivatives, experimental finance, foreign exchange and related derivative instruments, inflation derivatives, hedge fund management, modeling equity derivatives in Java, mortgage-backed securities, numerical solutions of partial differential equations, quantitative portfolio management, risk management, trade and technology in financial markets.
This is the required discussion section for
POLS GU4722.
Selected topics of interest in the area of quantitative finance. Offerings vary each year; some topics include energy derivatives, experimental finance, foreign exchange and related derivative instruments, inflation derivatives, hedge fund management, modeling equity derivatives in Java, mortgage-backed securities, numerical solutions of partial differential equations, quantitative portfolio management, risk management, trade and technology in financial markets.
May be repeated for credit; content varies. Prerequisites: Must have completed MDES 2702, equivalent two years of Persian or the instructor's permission. This course provides experience reading and analyzing Persian language texts, as well as translating them into English. We will also spend some time learning how to read different kinds of paleography, and about various manuscript and print conventions and practices. Supplementary scholarly readings in English will situate the Persian texts. There will be a translation workshop at the end of the semester with related texts of the students choosing, in preparation for a final translation project. No P/D/F or R credit is allowed for this class.
For thousands of years people have been getting ready for the end of the world, giving rise to millenarian movements that have sometimes changed history. More than once, large numbers of people have experienced events such as the Black Death, the Little Ice Age, colonial conquest, and “strategic” bombing that seemed very much like the end of
their
world. And over the last seventy-five years, governments and international organizations have made major investments in predicting and preparing for catastrophic threats. Efforts to manage or mitigate these dangers have had world-changing consequences, including “preventative” wars, and new forms of global governance. The very idea of the end of the world, in other words, has a long history, with a demonstrable impact, which provides instructive lessons as we contemplate things to come. This course will explore this history, beginning with eschatology and millenarian movements. In part two, students will learn how different conceptual frameworks can be applied to assessing and managing risk, and understanding how people perceive or misperceive danger. They will learn how they can be applied to identify the most important challenges, drawing insights from different disciplinary approaches. The third and main part of the course will consist of comparative and connected analyses of the age-old apocalyptic threats -- war, pestilence, and famine -- in their modern forms, i.e. nuclear armageddon, pandemics, and ecological collapse. By examining them together, we can compare the magnitude and probability of each danger, and also explore their interconnections. We will see, for instance, how nuclear testing helped give rise to the environmental movement, and how modeling the aftereffects of nuclear exchanges helped advance understanding of climate change. Similarly, scenario exercises have shaped threat perceptions and disaster-preparedness for pandemics and bio-warfare as much as they did for nuclear war and terrorism. Readings and discussions will explore how planetary threats are interconnected, and not just in the techniques used to predict and plan for them. Applying nuclear power to the problem of global warming, for instance, could undermine longstanding efforts to stop nuclear proliferation. Climate change and mass migration, on the other hand, create new pandemic threats, as a more crowded and interconnected world becomes a single ecosystem. Yet billions spent on building up defenses have created more capacity and opportuni
This course examines the social and political changes of Tibetan, Chinese, Mongolian and Muslim groups in the northern and eastern Tibetan Plateau from the 13th century to the 20th century. It also provides an overview of the complex interactions between the ethnically diverse regional powers in Amdo and the China-based states.
Prerequisites: POLS GU4700 or equivalent level of calculus. Introduction to noncooperative game theory and its application to strategic situations in politics. Topics include solution concepts, asymmetric information, and incomplete information. Students should have taken POLS GU4700 or have equivalent background in calculus. Permission of instructor required.
Prerequisites: Fundamentals of calculus, linear algebra, and C programming. Students without any of these prerequisites are advised to contact the instructor prior to taking the course. Introductory course in computer vision. Topics include image formation and optics, image sensing, binary images, image processing and filtering, edge extraction and boundary detection, region growing and segmentation, pattern classification methods, brightness and reflectance, shape from shading and photometric stereo, texture, binocular stereo, optical flow and motion, 2D and 3D object representation, object recognition, vision systems and applications.
This is the required discussion section for POLS GU4730.
The imbricated crises of a global pandemic and the legacies of structural anti-Black racism necessitate reflection, at once political and philosophic. One might argue that they reframe twentieth century French traditions of thought as a sustained critical reflection on
le vivant
(life); the way society classifies and treats its dead, its “living dead” or excluded members; the political economy of death and life management; death sentences (both legal and literary.) In the twenty first century, Black feminist thought addresses the ecological catastrophe of the pandemic and the resultant unequal distribution of life and death, pressuring what is at stake under the philosopheme of the “human.” This seminar is structured as a conversation between representative thinkers from each “tradition.” Yet neither tradition has discrete borders; twenty first century thinkers inherit from their French predecessors even as they contest and bring to light fraught presuppositions. We might also say, with Jacques Derrida, that the twentieth century French thinkers -Bergson, Canguilhem, Deleuze, Foucault- inherit from the future- from Hortense Spillers, Alexander Weheliye, Souleymane Bachir Diagne, Octavia Butler, Fred Moten. How might this urgent reframing and conversation enable a critical resistance?
Prerequisites: (COMS W3134 or COMS W3136COMS W3137) Introduction to robotics from a computer science perspective. Topics include coordinate frames and kinematics, computer architectures for robotics, integration and use of sensors, world modeling systems, design and use of robotic programming languages, and applications of artificial intelligence for planning, assembly, and manipulation.
Prerequisites: (COMS W3134 or COMS W3136COMS W3137) Introduction to robotics from a computer science perspective. Topics include coordinate frames and kinematics, computer architectures for robotics, integration and use of sensors, world modeling systems, design and use of robotic programming languages, and applications of artificial intelligence for planning, assembly, and manipulation.
Hands-on experience designing, building, and testing the various components of a benchtop cardiac pacemaker. Design instrumentation to measure biomedical signals as well as to actuate living tissues. Transducers, signal conditioning electronics, data acquisition boards, the Arduino microprocessor, and data acquisition and processing using MATLAB will be covered. Various devices will be discussed throughout the course, with laboratory work focusing on building an emulated version of a cardiac pacemaker.
What does it mean to treat culture, literature, and identity as forms of property? This course will look at the current debates around cultural appropriation in relation to the expanding field of world literature. In many ways, the two discourses seem at odds: the ethno-proprietary claims that underpin most arguments against cultural appropriation seem to conflict with the more cosmopolitan pretenses of world literature. Nonetheless, both discourses rely on some basic premises that treat culture and cultural productions as forms of property and expressions of identity (itself often treated as a form of property). “Appropriation” is a particularly rich lens for looking at processes and conceptions of worlding and globalization, because some version of the idea is central to historical theories of labor, economic production, land claims, colonialism, authorship, literary translation, and language acquisition. This is not a course in “world literature” as such; we will examine a half dozen case studies of literary/cultural texts that have been chosen for the ways in which they open up different aspects of the problematics of reducing culture to an econometric logic of property relations in the world today.
Covers C++ programming language, applications, and features for financial engineering, and quantitative finance applications. Note: restricted to IEOR MS FE students only.
In the period since 1965, fiction has become global in a new sense and with a new intensity. Writers from different national traditions have been avidly reading each other, wherever they happen to come from, and they often resist national and regional labels altogether. If you ask the Somali writer Nuruddin Farah whether the precocious child of Maps was inspired by Salman Rushdie´s Midnight´s Children, he will answer (at least he did when I asked him) that he and Rushdie both were inspired by Sterne´s Tristram Shandy and Grass´s The Tin Drum. At the same time, the human experiences around which novelists organize their fiction are often themselves global, explicitly and powerfully but also mysteriously. Our critical language is in some ways just trying to catch up with innovative modes of storytelling that attempt to be responsible to the global scale of interconnectedness on which, as we only rarely manage to realize, we all live. Authors will include some of the following: Gabriel Garcia Márquez, Jamaica Kincaid, W.G. Sebald, Elena Ferrante, and Zadie Smith.
Selected topics of interest in area of quantitative finance. Some topics include energy derivatives, experimental finance, foreign exchange and related derivative instruments, inflation derivatives, hedge fund management, modeling equity derivatives in Java, mortgage-backed securities, numerical solutions of partial differential equations, quantitative portfolio management, risk management, trade and technology in financial markets. Note: open to IEOR students only.
Introduces risk management principles, practical implementation and applications, standard market, liquidity, and credit risk measurement techniques, and their drawbacks and limitations. Note: restricted to IEOR students only.
“Pictures of the Floating World” (Ukiyo-e) constitute one of the most significant developments in the history of Japanese art, and one that would have a profound impact on the history of art in Europe and the west in the early modern period. These images were created on all pictorial formats, from scroll paintings and painted fans to woodblock prints, wooden posters, lanterns, and kites. Because these images pervaded so many different media, Ukiyo-e images offer a unique lens through which to examine the role art in an early modern society as well as the very nature of that society. Our course will focus primarily on the woodblock print, a popular pictorial form that was accessible to broad sectors of society, and will focus on woodblock prints created in the city of Edo between 1700 and 1860. The course will be shaped around three approaches: brief weekly lectures to introduce prominent images and themes; discussion of readings that offer critical perspectives; and if possible, direct examination of works of art in the collections of Columbia University and other institutions and collections in New York.
This course will introduce modern probabilistic machine learning methods using applications in data analysis tasks from functional genomics, where massively-parallel sequencing is used to measure the state of cells: e.g. what genes are being expressed, what regions of DNA (“chromatin”) are active (“open”) or bound by specific proteins.
This course explores different ways in which social and political settings affect our language – what we can do with our words and what our words mean – as well as ways in which our language affects our social and political setting – the effects of people saying things, or saying things using certain words, or words with specific meanings. Topics and texts may vary with instructor and semester.
Prerequisites: Knowledge of programming or instructors permission. Suggested preparation: ELEN E4703, CSEE W4119, CSEE W4840, or related courses. Cyber-physical systems and Internet-of-Things. Various sensors and actuators, communication with devices through serial protocols and buses, embedded hardware, wired and wireless networks, embedded platforms such as Arduino and smartphones, web services on end devices and in the cloud, visualization and analytics on sensor data, end-to-end IoT applications. Group projects to create working CPS/IoT system.
Prerequisites: Any introductory course in linear algebra and any introductory course in statistics are both required. Highly recommended: COMS W4701 or knowledge of Artificial Intelligence. Topics from generative and discriminative machine learning including least squares methods, support vector machines, kernel methods, neural networks, Gaussian distributions, linear classification, linear regression, maximum likelihood, exponential family distributions, Bayesian networks, Bayesian inference, mixture models, the EM algorithm, graphical models and hidden Markov models. Algorithms implemented in MATLAB.
Core topics from unsupervised learning such as clustering, dimensionality reduction and density estimation will be studied in detail. Topics in clustering: k-means clustering, hierarchical clustering, spectral clustering, clustering with various forms of feedback, good initialization techniques and convergence analysis of various clustering procedures. Topics in dimensionality reduction: linear techniques such as PCA, ICA, Factor Analysis, Random Projections, non-linear techniques such as LLE, IsoMap, Laplacian Eigenmaps, tSNE, and study of embeddings of general metric spaces, what sorts of theoretical guarantees can one provide about such techniques. Miscellaneous topics: design and analysis of datastructures for fast Nearest Neighbor search such as Cover Trees and LSH. Algorithms will be implemented in either Matlab or Python.
Degree requirement for all MSFE first-year students. Topics in Financial Engineering. Past seminar topics include Evolving Financial Intermediation, Measuring and Using Trading Algorithms Effectively, Path-Dependent Volatility, Artificial Intelligence and Data Science in modern financial decision making, Risk-Based Performance Attribution, and Financial Machine Learning. Meets select Monday evenings.
Tracing the discovery of the role of DNA tumor viruses in cancerous transformation. Oncogenes and tumor suppressors are analyzed with respect to their function in normal cell cycle, growth control, and human cancers. SCE and TC students may register for this course, but they must first obtain the written permission of the instructor, by filling out a paper Registration Adjustment Form (Add/Drop form). The form can be downloaded at the URL below, but must be signed by the instructor and returned to the office of the registrar. http://registrar.columbia.edu/sites/default/files/content/reg-adjustment.pdf