(Lecture). In chapter 4 of Hegel’s Phenomenology of Mind, a story is told about a confrontation between a Lord (Herr) and a Bondsman (Knecht). The story conveys how consciousness is born. This story, subsequently better known as the confrontation between Master and Slave, has been appropriated and revised again and again in figures like Marx and Nietzsche, Sartre, De Beauvoir, and Fanon, Freud and Lacan, Emmanuel Levinas, Carl Schmitt, Slavoj Zizek, and Judith Butler. The premise of this course is that one can understand much of which is (and isn’t) most significant and interesting in contemporary cultural theory by coming to an understanding Hegel’s argument, and tracing the paths by which thinkers revise and return to it as well as some of the arguments around it. There are no prerequisites, but the material is strenuous, and students will clearly have an easier time if they start out with some idea of what the thinkers above are doing and why. Helpful preparatory readings might include Genevieve Lloyd, The Man of Reason: “Male” and “Female” in Western Philosophy and Judith Butler, Gender Trouble. Requirements: For undergraduates: two short papers (6-8 pages). For graduate students, either two short papers or one longer paper (12-15 pages).
Examines interpretations and applications of the calculus of probability including applications as a measure of degree of belief, degree of confirmation, relative frequency, a theoretical property of systems, and other notions of objective probability or chance. Attention to epistimological questions such as Hume's problem of induction, Goodman's problem of projectibility, and the paradox of confirmation.
Prerequisites: Mathematical and scientific programming. Data visualization. Introduction to analysis of social networks using computational techniques in network analysis and natural language processing. BS IEOR Program students only.
This course provides an introduction to the background of the practice of urban environmental planning. Students should have a basic background in environmental studies, although we will spend a portion of the class reviewing human impact on the environment before turning to various management and planning strategies. The class is run in seminar fashion, meaning that there is a heavy reading load and participation in discussion is vital to a successful semester. All students are required to do preparatory reading and participant in each class, as well as lead a single seminar session. Leading a seminar includes preparing a short summary of the reading, providing questions for the class prior to the seminar and leading participants through the reading and its important planning aspects and implications in a class discussion.
Prerequisites: or equivalent
Corequisites: APPH E4010
Basic radiation physics: radioactive decay, radiation producing devices, characteristics of the different types of radiation (photons, charged and uncharged particles) and mechanisms of their interactions with materials. Essentials of the determination, by measurement and calculation, of absorbed doses from ionizing radiation sources used in medical physics (clinical) situations and for health physics purposes.
Prerequisites: none; high school chemistry recommended.
Survey of the origin and extent of mineral resources, fossil fuels, and industrial materials, that are non renewable, finite resources, and the environmental consequences of their extraction and use, using the textbook Earth Resources and the Environment, by James Craig, David Vaughan and Brian Skinner. This course will provide an overview, but will include focus on topics of current societal relevance, including estimated reserves and extraction costs for fossil fuels, geological storage of CO2, sources and disposal methods for nuclear energy fuels, sources and future for luxury goods such as gold and diamonds, and special, rare materials used in consumer electronics (e.g., “Coltan”, mostly from Congo) and in newly emerging technologies such as superconducting magnets and rechargeable batteries (e.g., heavy rare earth elements, mostly from China). Guest lectures from economists, commodity traders and resource geologists will provide “real world” input.
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.
(Lecture). This course surveys cultural responses to the historical, technological, intellectual, and political conditions of modernity in the United States. Spanning the period from the turn of the century to the onset of World War II, we will consider the relationship between key events (U.S. imperialism, immigration, World War I, the Jazz age, the Great Depression); intellectual and scientific developments (the theory of relativity, the popularization of Freudian psychoanalysis, the anthropological concept of culture, the spread of consumer culture, Fordism, the automobile, the birth of cinema, the skyscraper); and cultural production. Assigned readings will include novels, short stories, and contemporary essays. Visual culture--paintings, illustrations, photography, and film--will also play an important role in our investigation of the period. Past
syllabus
(which will be somewhat revised).
Prerequisites: Manufacturing process, computer graphics, engineering design, mechanical design.
General review of product development process; market analysis and product system design; principles of design for manufacturing; strategy for material selection and manufacturing process choice; component design for machining; casting; molding; sheet metal working and inspection; general assembly processes; product design for manual assembly; design for robotic and automatic assembly; case studies of product design and improvement.
Prerequisites: Introductory course on manufacturing processes, and heat transfer, knowledge of engineering materials, or the Instructor's permission.
Principles of nontraditional manufacturing, nontraditional transport and media. Emphasis on laser assisted materials processing, laser material interactions with applications to laser material removal, forming, and surface modification. Introduction to electrochemical machining, electrical discharge machining and abrasive water jet machining.
Prerequisites: open to students who have taken one previous course in either Buddhism, Chinese religions, or a history course on China or East Asian.
The course examines some central Mahayana Buddhist beliefs and practices through an in-depth study of the Lotus sutra. Schools (Tiantai/Tendai, Nichiren) and cultic practices such as sutra-chanting, meditation, confessional rites, and Guanyin worship based on the scripture. East Asian art and literature inspired by it.
Prerequisites: the instructor's permission; some basic knowledge of social psychology is desirable.
A comprehensive examination of how culture and diversity shape psychological processes. The class will explore psychological and political underpinnings of culture and diversity, emphasizing social psychological approaches. Topics include culture and self, cuture and social cognition, group and identity formation, science of diversity, stereotyping, prejudice, and gender. Applications to real-world phenomena discussed.
(Lecture). This lecture course is intended as the first half of the basic survey in African-American literature. By conducting close readings of selected song lyrics, slave narratives, fiction, poetry, and autobiography, we will focus on major writers in the context of cultural history. In so doing, we will explore the development of the African- American literary tradition. Writers include, but are not limited to, Wheatley, Equiano, Douglass, Jacobs, Harper, Dunbar, Chestnutt, Washington, Du Bois, and Larsen. Course requirements: class attendance, an in-class midterm exam, a five-page paper, and a final exam.
Prerequisites: (IEOR E4700)
This course is required for undergraduate students majoring in OR:FE.
Characteristics of commodities or credit derivatives. Case study and pricing of structures and products. Topics covered include swaps, credit derivatives, single tranche CDO, hedging, convertible arbitrage, FX, leverage leases, debt markets, and commodities.
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.
After his classes on Foucault (2012), Althusser (2013), Derrida (2014), Foucault and Marxism (2015), Lacan before 68 (2016), Visiting Professor Etienne Balibar will continue his series on 20
th
century French Philosophy with a class on
The 68-Effect in French Theory.
Behind this project is a conviction that, for each of the important figures of what is now generally called “French Theory” (a label imported from U.S. Universities), the “May 68 events” in Paris (and elsewhere) represented a
surprise
and created an
interruption
in the course of their speculations and researches. This can be identified in some cases in the form of a “self-criticism”, in others as new collaborations and a shift in intellectual “alliances”, but above all in the form of a discovery of new objects and an invention of new terminologies. At stake would be, no doubt, a more direct way of interweaving the “conceptual” and the “political” in philosophy, but more profoundly the very notion of the political (whose traditional definitions, institutional or revolutionary, found themselves devalued in the course of the events), the representation of the “intellectual”, and what Deleuze later would call the “image of thought”. Something of this effect was hinted at in a “revisionist” essay called
La pensée 68
published in 1985 by Ferry and Renaut: but, in addition to being more polemical than theoretical, it had the inconvenient of
blurring
the change in actual thought that 68 produced for the protagonists, instead of making it understandable. It is this change that we want to address in the seminar, by focusing on a selection of essays that can be read as a “reaction” to the event in the field of theory. They will be presented in the frame of
dialogic confrontations
around
three themes
: 1) “Power and Knowledge” (Foucault and Lacan); 2) “Desire” (Deleuze-Guattari and Irigaray); 3) “Reproduction” (Althusser and Bourdieu-Passeron). This is a limited choice indeed, which nevertheless we hope may help elucidate how philosophers of the time
wrote in the conjuncture
.
This course will focus on Latinx literature in the United States from the mid-twentieth century to the present and provide a historical, literary, and theoretical context for this production. It will examine a wide range of genres, including poetry, memoir, essays, and fiction, with special emphasis on works by Cubans, Dominicans, Mexican-Americans and Puerto Ricans. Among the authors that the course will study are Richard Rodríguez, Esmeralda Santiago, Rudolfo Anaya, Julia Alvarez, Cristina García, Gloria Anzaldúa, and Piri Thomas.
(Lecture). "A book of philosophy should in part be a kind of science fiction. How else can one write but of those things which one doesn't know, or knows badly? It is precisely there that we imagine having something to say. We write only at the frontiers of our knowledge, at the border which separates our knowledge from our ignorance and transforms the one into the other." -- Gilles Deleuze, Difference and Repetition.
Prerequisites: two years of prior coursework in Hindi-Urdu (
MDES W1612
&
MDES W1613
), one year of Urdu for Heritage Speakers (
MDES W1614 & MDES W1615
), or the instructor's permission.
This course is a a literary course, with in-depth exposure to some of the finest works of classical and modern Urdu prose and poetry. In the fall semester, our focus will be on some of the most famous Urdu short stories while, in the spring semester, we will focus on various genres of Urdu poetry. The content may change each semester. This course is open to both undergraduates and graduates. No P/D/F or R credit is allowed for this class.
This is an advanced undergraduate/graduate history seminar course over thirteen weeks, designed to introduce upper level students to the study of Muslims in colonial India in the nineteenth century. Although dealing with this period, the main focus of this course will be on social, religious and political developments, inspired by, and affecting, India’s Muslims in the second half of the century.
Prerequisites: Some knowledge of Research Methods, Statistics, and Social Psychology, plus Instructor's Permission.
Reviews and integrates current research on three important topics of social psychology: culture, motivation, and prosocial behavior. Discussions and readings will cover theoretical principles, methodological approaches, and the intersection of these three topics. Students will write a personal research proposal based on the theories presented during the seminar.
Prerequisites: Engineering or physics background
Systemic approach to the study of the human body from a medical imaging point of view: skeletal, respiratory, cardiovascular, digestive, and urinary systems, breast and women's issues, head and neck, and central nervous system. Lectures are reinforced by examples from clinical two- and three-dimensional and functional imaging (CT, MRI, PET, SPECT, U/S, etc.).
This course is designed to introduce contemporary children’s rights issues and help students develop practical advocacy skills to protect and promote the rights of children. Students will explore case studies of advocacy campaigns addressing issues including juvenile justice, child labor, child marriage, the use of child soldiers, corporal punishment, migration and child refugees, female genital mutilation, and LBGT issues affecting children. Over the course of the semester, students will become familiar with international children’s rights standards, as well as a variety of advocacy strategies and avenues, including use of the media, litigation, and advocacy with UN, legislative bodies, and the private sector. Written assignments will focus on practical advocacy tools, including advocacy letters, op-eds, submissions to UN mechanisms or treaty bodies, and the development of an overarching advocacy strategy, including the identification of goals and objectives, and appropriate advocacy targets and tactics.
Prerequisites: instructor's permission.
Engineering of biochemical and microbiological reaction systems. Kinetics, reactor analysis, and design of batch and continuous fermentation and enzyme processes. Recovery and separations in biochemical engineering systems.
Prerequisites: Two courses in psychology, including at least one course with a focus on social and/or developmental psychology, and permission of the instructor.
Review of theories and current research on moral cognition and behavior. Topics include definitions of morality, the development of moral cognition, the role that other aspects of human experience (e.g., emotion, intentions) play in moral judgments, and the relationship between moral psychology and other areas of study (e.g., religious cognition, prejudice and stereotyping, the criminal justice system).
A survey of the various attempts to reconcile the macroscopic directionality of time with the time-reversibility of the fundamental laws of physics. The second law of thermodynamics and the concept of entropy, statistical mechanics, cosmological problems, the problems of memory, the possibility of multiple time direction.
Prerequisites: Two courses in psychology, with at least one focusing on statistics and/or research methods in psychology, and permission of the instructor.
Review of basic psychological research that is relevant to questions people frequently encounter during the course of everyday life. Potential topics for this seminar include research on decision-making, emotion, and/or interpersonal relationships.
Prerequisites: Undergraduate-level biology, organic chemistry and instructor's permission.
Chemical and physical aspects of genome structure and organization, genetic information flow from DNA to RNA to Protein. Nucleic acid hybridization and sequence complexity of DNA and RNA. Genome mapping and sequencing methods. The engineering of DNA polymerase for DNA sequencing and polymerase chain reaction. Fluorescent DNA sequencing and high-throughput DNA sequencer development. Construction of gene chip and micro array for gene expression analysis. Technology and biochemical approach for functional genomics analysis. Gene discovery and genetics database search method. The application of genetic database for new therapeutics discovery.
Prerequisites:
ECON W3211
,
W3213
and
STAT 1201
.
This course uses economic theory and empirical evidence to study the causes of financial crises and the effectiveness of policy responses to these crises. Particular attention will be given to some of the major economic and financial crises in the past century and to the crisis that began in August 2007.
Prerequisites: (IEOR E3106) or (IEOR E4106)
This course is 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.
Provides students of political science with a basic set of tools needed to read, evaluate, and contribute in research areas that increasingly utilize sophisticated mathematical techniques. , NOTE: This course does
not
satisfy the Political Science Major/Concentration research methods requirement.
Prerequisites: (COMS W3134) or (COMS W3136) or (COMS W3137)
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.
Passing, remarked W.E.B. Du Bois in 1929, “is a petty, silly matter of no real importance which another generation will comprehend with great difficulty.” Yet passing and related phenomena such as intermarriage continue to raise profound challenges to the U.S.’s racial hierarchy. How does one differentiate the members of one race from another? What happens when an individual’s background combines several supposed races? What do such uncertainties suggest as to the stability of race as a concept? How might racial passing intersect with other forms of reinvention (women passing as men, queers passing as straight, Jews passing as gentiles)? Is passing, as Langston Hughes once put it, an ethical response to the injustices of white supremacy: “Most Negroes feel that bigoted white persons deserve to be cheated and fooled since the way they behave towards us makes no moral sense at all”? Or are passers turning their backs on African-American notions of community and solidarity? Such dilemmas rendered passing a potent topic not only for turn-of-the-century policy makers but artists and intellectuals as well. The era’s literature and theater referenced the phenomenon, and celebrated cases of racial passing riveted the public’s attention. This class will address the complex historical, artistic, and cultural issues that passing has raised in American life.
This graduate course is only for MS Program in FE 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 course will cover research methods and research design in political science. We will focus on concrete and practical issues of conducting research: picking a topic, generating hypotheses, case selection, measurement issues, designing and conducting experiments, interviews, field work, archival research, coding data and working with data sets, combining quantitative and qualitative methods, etc.
The course is designed for several audiences, including: (1) PhD students in Political Science, (2) MAO students undertaking a major research project, and (3) advanced undergrads contemplating an honors thesis, or another major research project.
Prerequisites: (COMS W3134) and (COMS W3136) or (COMS W3137) or equivalent, or instructor's 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.
Prerequisites: linear algebra.
This graduate course is only for MS Program in FE 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.
Prerequisites: linear algebra.
This graduate course is only for MS Program in FE 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.
Corequisites: APPH E4010
Lab fee: $50. Theory and use of alpha, beta, gamma, and X-ray detectors and associated electronics for counting, energy spectroscopy, and dosimetry; radiation safety; counting statistics and error propagation; mechanisms of radiation emission and interaction. (Topic coverage may be revised.)
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. No P/D/F or R credit is allowed for this class.
Introduction to the use of quantitative techniques in political science and public policy. Topics include descriptive statistics and principles of statistical inference and probability through analysis of variance and ordinary least-squares regression. Computer applications are emphasized.
Prerequisites: Refer to course syllabus.
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.
Prerequisites: basic data analysis and knowledge of basic calculus and matrix algebra OR concurrent enrollment in
POLS W4760
.
Examines problems encountered in multivariate analysis of cross-sectional and time-series data. Covers fundamentals of probability and statistics and examines problems encountered in multivariate analysis of cross-sectional and time-series data. More mathematical treatment of topics covered in
POLS W4710
and
W4712
.
Prerequisites: (IEOR E4706) and knowledge of derivatives valuation models.
During the past fifteen years the behavior of market options prices have shown systematic deviations from the classic Black-Scholes model. The course examines the empirical behavior of implied volatilities, in particular the volatility smile that now characterizes most markets, the mathematics and intuition behind new models that can account for the smile, and their consequences of these models for hedging and valuation.
Prerequisites: IEOR E4700: Introduction to Financial Engineering, additional pre-requisites will be announced depending on offering.
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.
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. Fall 2017 we will explore historical chronicles (tarikh), and their relationship to other ways of representing the past. May be repeated for credit; content varies. No P/D/F or R credit is allowed for this class.
Prerequisites: Refer to course syllabus.
This course covers features of the C++ programming language which are essential in financial engineering and its applications. We start by covering basic C++ programming features and then move to some more advance features. We utilize these features for financial engineering and quantitative finance applications.
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.
Prerequisites: (IEOR E4701) and (IEOR E4707)
Introduction to quantitative modeling of credit risk, with a focus on the pricing of credit derivatives. Focus on the pricing of single-name credit derivatives (credit default swaps) and collateralized debt obligations (CDOs). Details topics include default and credit risk, multiname default barrier models and multiname reduced form models.
Prerequisites: (IEOR E4700)
Introduction and application of various computational techniques in pricing derivatives and risk management. Transform techniques, numerical solutions of partial differential equations (PDEs) and partial integro-differential equations (PIDEs) via finite differences, Monte-Carlo simulation techniques, calibration techniques, and parameter estimation and filtering techniques. The computational platform will be Java/C++. The primary application focus will be pricing of financial derivatives and calibration. These techniques are useful for various other problems in financial modeling and practical implementations from the theory of mathematical finance.
Prerequisites:
POLS W4730
or the instructor's permission.
Advanced topics in game theory will cover the study of repeated games, games of incomplete information and principal-agent models with applications in the fields of voting, bargaining, lobbying and violent conflict. Results from the study of social choice theory, mechanism design and auction theory will also be treated. The course will concentrate on mathematical techniques for constructing and solving games. Students will be required to develop a topic relating political science and game theory and to write a formal research paper.
Prerequisites: (COMS W3134) and (COMS W3136) or (COMS W3137)
COMS W3134
,
W3136
, or
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: IEOR E4700
Large and amorphous collection of subjects ranging from the study of market microstructure, to the analysis of optimal trading strategies, to the development of computerized, high frequency trading strategies. Analysis of these subjects, the scientific and practical issues they involve, and the extensive body of academic literature they have spawned. Attempt to understand and uncover the economic and financial mechanisms that drive and ultimately relate them.
The Earth Institute Practicum is designed to be a broad survey of the applications of frontier research to the practice of sustainable development and environmental policy. The Practicum is a dynamic forum featuring a different lecture each week by the directors or lead researchers representing various units from across the Earth Institute. Each week the guest lecturer will present the applications of their research and discuss the policy implications. Within the Earth Institute, many centers use their expertise to approach the multifaceted problems currently facing the planet. Students taking this course will have the opportunity to attend lectures and presentations given by prominent researchers from the following centers from across the Earth Institute: Center for Climate Change Systems Research; Roundtable on Sustainable Mobility; Center for Sustainable Urban Development; Water Center; Center for International Earth Science Information Network; Millennium Villages Project/Tropical Agriculture and Rural Environmental Program; International Center for Cooperation and Conflict Resolution; Center for Global Health and Economic Development.
Prerequisites: (IEOR E4700) or equivalent.
The course takes a long deep look at the actual behavior of real stocks and options in the presence of commonplace, but singular events, such as earnings take-overs, hard-to-borrowness, expirations, etc. The course introduces concepts to propose trading schema (we organize tests via the very extensive and robust IVY options/stock database) and carry out tests efficiently and accurately. It exposes students to the striking differences between the model-based (static, thermodynamic/SDE model solutions) behavior predicted for stocks and options and their real (often quite different) behavior. They will become familiar with computational techniques for modeling and testing proposals for trading strategies.
Prerequisites: (ELEN E3801) and (COMS W3134) or similar courses recommended.
Methods for deploying signal and data processing algorithms on contemporary general purpose graphics processing units (GPGPUs) and heterogeneous computing infrastructures. Using programming languages such as OpenCL and CUDA for computational speedup in audio, image and video processing and computational data analysis. Significant design project.
Prerequisites: Knowledge of programming or instructor's 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.