A project-based course in Forecasting, predicting a time series into the future, to prepare students for real-world applications including articulating the business case, value creation, problem statement, and the iterative development of solutions including building a data pipeline, exploration, modeling, and visualizations. The course will use Statistical methods, Machine Learning, and Deep Learning with Transformer-based methods to predict a time series. It will use nuggets of signal processing to augment Machine Learning models to characterize and filter orders of dynamics in the time series data.
In this course, you'll leverage student engagement data to create a photo and text recommendation app similar to Instagram/Twitter. This app will utilize AI-generated photos and text and require you to recommend a feed from over 500,000 pieces of AI generated content. We'll explore various techniques to achieve this, including, but not limited to: Candidate Generation (Collaborative filtering, Trending, Cold start, N-tower neural network models, Cross-attention teachers, Distillation, Transfer learning, Random graph walking, Reverse indexes, LLMs as embedding), Filtering (Small online models, Caching, Deduplication, Policy), Prediction/Bidding (User logged activity based prediction (time-series), Multi-gate mixture of experts (MMOE), Regularization, Offline/Online evaluation (NDCG, p@k, r@k), Boosted Trees, Value Based Bidding), Ranking (Re-ranking, Ordering, Diversity, Enrich/Metadata/Personalization, Value Functions), Misc (Data Privacy and AI Ethics, Creator Based Models, Declared, Explicit and implicit topics, Explore/Exploit, Interpret/Understand/Context/Intention).
These concepts are applicable to various recommendation systems, from e-commerce to travel to social media to financial modeling. The instructor's experience at Uber Eats, Facebook, Instagram, and Google will provide valuable insights into real-world use cases.
The IEOR Department hosts Business Analytics Practitioners Seminars throughout the Fall and Spring semesters. There are 5-6 seminars per semester, for a total of 10-12 seminars a year. These seminars feature a variety of academics and professionals in the field of Business Analytics; they are meant to educate and expose students to the latest research and practice.
First year BA students are required to attend all BA seminars during their first year
as well as submit journals about the material.
While globalization has in certain respects “flattened” the world, there is simultaneously a distinct geographic logic to what Manuel Castells refers to as the “space of flows” that defines our current age. Specifically, by serving as central nodes in the worldwide circulation of everything from capital, goods, people, and viruses to ideas, cultural products, and aesthetic preferences, urban areas—and especially those often labeled as “global cities”—are constitutive of modern life. Accordingly, city spaces provide an ideal vantage point from which to contemplate diverse global processes.
Accordingly, this course will focus on cities as globally
embedded units and agents. While this will naturally entail paying particular attention to “superstar cities”—such as New York, London, Shanghai, Dubai, and São Paulo—we will also explore how smaller urban areas, including in the Global South, simultaneously participate in globalizing processes and are subjected to globalizing forces. Additionally, we will drill deeper by analyzing how micro-level spaces
within
cities—including neighborhoods, and even particular streets and buildings—are implicated in, and generative of, these same global flows.
Throughout, we will highlight the dialectical nature of (global) cities and the imaginaries that exist about them, as places defined by both egalitarianism and stratification, freedom and danger, cosmopolitanism and localism, sustainability and ecocide, and utopian dreams and dystopian nightmares. Our broader aims, then, are to understand how the mutual imbrication of
the local
and
the global
within cities generates tendencies that simultaneously
flatten
space while also
accentuating
disparate socio-spatial dynamics and inequalities. And, second, to consider how cities are on the frontlines of many of the most pressing problems facing humanity, as well as efforts to address them.
Moving between different languages and alphabets is a constitutive aspect of the diasporic experience. To remember or forget the mother tongue, to mix up two or more languages, to transcribe one writing system onto another are all modes of negotiating geographical displacement. This course introduces students to literature about and by Greeks of the diaspora in Europe, the Balkans and America over the past two centuries exploring questions of migration, translation and gender with particular attention to the look and sound of different alphabets and foreign accents – “It’s all Greek to me!” Authors include Benjamin, Broumas, Chaplin, Chow, Conan Doyle, Kafka, Kazan, Morrison, Papadiamantis, Queen, Valtinos and Venuti.
Introduction to continuous systems with the treatment of classical and state-space formulations. Mathematical concepts, complex variables, integral transforms and their inverses, differential equations, and relevant linear algebra. Classical feedback control, time/frequency domain design, stability analysis, Laplace transform formulation and solutions, block diagram simplification and manipulation, signal flow graphs, modeling physical systems and linearization. state-space formulation and modeling, in parallel with classical single-input single-output formulation, connections between the two formulations. Transient and steady state analysis, methods of stability analysis, such as root locus methods, Nyquist stability criterion, Routh Hurwitz criterion, pole/zero placement, Bode plot analysis, Nichols chart analysis, phase lead and lag compensators, controllability, observability, realization of canonical forms, state estimation in multivariable systems, time-variant systems. Introduction to advanced stability analysis such as Lyapunov stability and simple optimal control formulation. May not take for credit if already received credit for EEME E3601.
Prerequisites: none; high school chemistry recommended. This course is open to graduate students, and juniors and seniors within DEES, Sus Dev, Engineering, Chemistry, Physics, and APAM - or with the instructors permission. 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.
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.
Risk management models and tools; measure risk using statistical and stochastic methods, hedging and diversification. Examples include insurance risk, financial risk, and operational risk. Topics covered include VaR, estimating rare events, extreme value analysis, time series estimation of extremal events; axioms of risk measures, hedging using financial options, credit risk modeling, and various insurance risk models.
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.
This course introduces the central historical issues raised by ancient Palestinian and Babylonian rabbinic literature through exploration of some of the crucial primary texts and analysis of the main scholarly approaches to these texts.
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.
Hands-on studio class exposing students to practical aspects of the design, fabrication, and programming of physical robotic systems. Students experience entire robot creation process, covering conceptual design, detailed design, simulation and modeling, digital manufacturing, electronics and sensor design, and software programming.
(Lecture). An overview of jazz and its cultural history, with consideration of the influence of jazz on the visual arts, literature, and film. The course will also provide an introduction to the scholarship and methods of jazz studies. We will begin with Ralph Ellisons suggestive proposition that many aspects of American life are jazz-shaped. How then might we define this music called jazz? What are its aesthetic ingredients and forms? What have been its characteristic sounds? How can we move toward a definition that sufficiently complicates the usual formulas of call-response, improvisation, and swing to encompass musical styles that are very different but which nonetheless are typically classified as jazz? With this ongoing problem of musical definition in mind, we will examine works in literature, painting, photography, and film, which may be defined as jazz works or ones that are jazz-shaped.” What is jazz-like about these works? Whats jazz-like about the ways they were produced? And how, to get to the other problem in the courses title, is jazz American? What is the relationship of art to nation? What is the logic of American exceptionalism? What do we make of the many international dimensions of jazz music such as its many non-American practitioners? And what do representations of jazz artists in literature and film tell us about what people have thought about the music?
(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.
An introduction to the mathematical and computational foundations of data analysis with linear models. Develops theoretical and computational understanding of numerical linear algebra algorithms for problems including data fitting, data classification, clustering, and data reduction. Focus includes vector spaces, matrix factorization, least squares methods, and singular value decompositions. Illustrations on a variety of engineering applications, including power networks, autonomous and electric vehicles, quantum computing, medical imaging, and systems biology.
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.
Prerequisites: Two courses in psychology, including at least one course with a focus on research methods
and/or statistics, and permission of the instructor.
Review of theories and empirical research related to religious cognition and behavior. Topics include the
foundations of religious belief and practice, people's concepts of religious ideas, and the lack of religious
belief/identity (e.g., atheism), among others.
Prerequisites: The instructors permission. As music moves into the 21st century, we find ourselves surrounded by an ever-evolving landscape of technological capability. The world of music, and the music industry itself, is changing rapidly, and with that change comes the opening – and closing – of doorways of possibility. What does this shift mean for today’s practicing artist or composer? With big label recording studios signing and nurturing fewer and fewer artists, it seems certain that, today, musicians who want to record and distribute their music need to be able to do much of the recording and production work on their own. But where does one go to learn how to do this – to learn not only the “how to” part of music production, but the historical underpinnings and the development of the music production industry as well? How does one develop a comprehensive framework within which they can place their own artistic efforts? How does one learn to understand what they hear, re-create what they like and develop their own style? This class, “Recorded Sound,” aims to be the answer. It’s goal is to teach artists how to listen critically to music from across history and genres in order to identify the production techniques that they hear, and reproduce those elements using modern technology so they can be incorporated into the artist’s own musical works.
Prerequisites: Two years of prior study in Urdu or one year of Urdu for Heritage Speakers I&II courses at Columbia University, or approval of the professor. This is a one-semester course in advanced Urdu language. It will be taught in the fall semester. The goal of the course is to develop students’ linguistic skills i.e. listening, speaking, reading, writing and cultural skills in Urdu, and give students in-depth exposure to some of the finest works of classical and modern Urdu prose. Special emphasis will be given to developing a high-register vocabulary. Necessary grammar points will also be explained for developing an accurate and nuanced understanding of the Urdu language. After completing this course, students will be able to read and enjoy Urdu classics and critical academic texts related to various disciplines i.e. old tales, short stories, essays, history, satire, criticism, politics, current issues etc. along with effective speaking skills suited to active interaction in the speech community and a more advanced academic discussion for undergraduate and graduate students. Students will develop an in-depth understanding of South Asian society and culture as well. This course will prepare students to take MDES GU4635 Readings in Urdu Literature I.
This course considers the relationship between state power, scientific knowledge, and the natural world in its many manifestations—from sixteenth-century colonial “bioprospecting” to present-day initiatives in sustainable development. Throughout, we focus on two interrelated threads: the history of efforts to “govern” the natural world, and the role of science in enacting these modes of governance. Themes and topics include: the relationship between science and empire, the centrality of resource control to the consolidation of political authority, the history of wilderness preservation and conservation, the environmental dimensions of the history of international development, strategies of indigenous rights movements, the emergence of market-based approaches to environmental crises, and the invention of sustainable development. Though primarily historical in its focus, the course also draws on literature from science and technology studies, political ecology, environmental anthropology, and postcolonial studies.
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 womens 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.).
Theory of convex optimization; numerical algorithms; applications in circuits, communications, control, signal processing and power systems.
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.
This course focuses on how to identify, evaluate, and capture business analytic opportunities that create value. The course covers basic analytic methods alongside case studies on organizations that successfully deployed these techniques. The first part of the course is on using data to develop insights and predictive capabilities with machine learning techniques. The second part focuses on the use of A/B testing, causal inference, ethics, and optimization to support decision-making.
This course will educate students and support effective coastal resilience planning and climate justice through social and data science learning and data acquisition and analysis, making use of emerging technologies and best practices for collaboration with environmental and climate justice practitioners.
Instruction is provided in two areas: i. Climate adaptation planning & climate justice; and, ii. Data science: acquisition, analysis and visualization. Students and instructors will work with participating community-based climate and environmental justice organizations to collect and analyze biological, geographic and socio-economic data relevant to local resilience needs. Once this data has been acquired or generated and quality-assured, the students and community partner organizations will prepare it for presentation to federal, state and local planning officials, to help ensure that the resilience goals and related concerns identified by our community partners will be fully reflected in future planning by those officials.
Upon completion of the course, students will better understand the challenges involved in creating and implementing collaborative, data-informed, multi-stakeholder plans for coastal resilience and ecosystem restoration in today’s increasingly climate-disrupted world. Successful completion of this course will partially fulfill the
Analysis and Solutions to Complex Problems
coursework requirement within the Undergraduate Major in Sustainable Development.
This course serves as a guide to the field of macromolecular materials chemistry, with a strong focus on the synthesis and design of polymers for tackling outstanding issues in polymer sustainability. The course will cover fundamental topics in polymerization techniques: step growth, conventional chain growth, ionic, controlled radical polymerizations, and ring opening polymerizations. As this course is primarily intended for engineers, great emphasis is placed on common, practical approaches to polymer synthesis and developing structure-property relationships. Fundamental topics will be expanded on using literature examples to demonstrate their applications in polymer sustainability.
Introduction to phylogenetic relationships, evolution, and ecology of the major groups of arthropods, with emphasis on insects. Lab: indentification of common families of spiders and insects of the northeastern United States.
You will be asked to watch a lot of movies for this course. Some of the films will be assigned primarily to provide background and will receive only glancing attention in class; others (as indicated) will be the focus of our discussion. Your postings on Courseworks will draw from both categories of assigned films.
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.
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.
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.
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.
Computational approaches to the analysis, understanding, and generation of natural language text at scale. Emphasis on machine learning techniques for NLP, including deep learning and large language models. Applications may include information extraction, sentiment analysis, question answering, summarization, machine translation, and conversational AI. Discussion of datasets, benchmarking and evaluation, interpretability, and ethical considerations.
Due to significant overlap in content, only one of COMS 4705 or Barnard COMS 3705BC may be taken for credit.
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.
The Ottomans ruled Southeast Europe, the Middle East, North Africa, and Anatolia for nearly half a millennium. The objective of this seminar is to explore the rich and growing literature on the social, cultural, political, and economic history of this bygone empire, whose legacy still persists, in one way or another, in some twenty-five contemporary successor states from the Balkans to the Arabian Peninsula. The seminar is designed to contextualize the Ottoman experiences within the broader structures of global and regional histories during the late-medieval and early modern eras. Each week, we will focus on a particular theme, assess the current state of scholarship on the topic, and reflect upon a specific set of primary sources useful for the study of the issue. The themes we will explore include, but are not limited to, identities and mentalities, governance of the empire and its bureaucracy, the status of minorities and confessional politics, literacy and the use of the public sphere, legal culture and pluralism, the environment, and science and technology. Please be advised that this seminar will avoid the mere chronological narrative of Ottoman political and institutional history, which often recounts the transformation from the 'terror of Europe' to its 'Sick Man.' Throughout the course, we will emphasize the gradually evolving nature of the multi-layered, multi-ethnic, and multi-lingual Ottoman polity, society, and culture to challenge such essentialist and ahistorical assessments of past Ottoman experiences.
This research seminar explores the nexus between race and enslavement in the Middle East and broader Indian Ocean world. This course will re-envision the contours of the Middle East as part of a larger geography that extends beyond Southwest Asia and North Africa, highlighting its deep ties to what is often called “Black Africa.” It also looks at Blackness within the Middle East and examines its long history of belonging, exchange, and migration. It investigates the kinds of knowledge production required to erase these ties and connections, and to produce a vaguely “brown” racial sphere that both homogenizes the Middle East and removes any references to Blackness from its history and societies. Throughout the course, we will probe the memories and legacies of enslavement across the Middle East and Indian Ocean world. How has enslavement and the lives of those enslaved
been remembered, defined, written about, and narrated in both academic and non-academic texts? What were the factors that enabled remembering or forgetting these pasts and the people’s lives they controlled? And how do these narratives relate to the questions of race? This course considers narratives and their afterlives from throughout North Africa, the Nile Valley, West Asia, and South Asia.
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.
Introduction to how shape and structure are generated in biological materials using engineering approach emphasizing application of fundamental physical concepts to a diverse set of problems. Mechanisms of pattern formation, self-assembly, and self-organization in biological materials, including intracellular structures, cells, tissues, and developing embryos. Structure, mechanical properties, and dynamic behavior of these materials. Discussion of experimental approaches and modeling. Course uses textbook materials as well as collection of research papers.
This course examines the basic methods of data analysis and statistics, through multivariate regression analysis, that political scientists use in quantitative research that attempts to make causal inferences about how the political world works. The same methods apply to other kinds of problems about cause and effect relationships more generally. The course will provide students with extensive experience in analyzing data and in writing (and thus reading) research papers about testable theories and hypotheses.
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.
This is the required discussion section for
POLS GU4710.
This is the required discussion section for
POLS GU4710.
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 develops empirical methods to investigate key questions in macroeconomics and finance, and discusses the existing empirical evidence on those questions. While models developed in macroeconomics and finance provide theoretical frameworks for understanding economic fluctuations, long-run growth, and policy interventions, empirical work is crucial for testing these models and informing policy decisions. The course will examine key macroeconomics/finance questions—such as the sources of short-run fluctuations, the determinants of long-run growth, or the role of financial markets in business cycles—through the lens of modern empirical techniques. We will put a special emphasis on implications for the design of economic policy. For instance, we will consider what the empirical evidence tells us on questions such as: can stimulus checks boost consumer spending? does monetary policy affect investment? should governments invest in R&D? Special attention will be given to recent advances in identification strategies, including high-frequency event studies, differences-in-differences approaches, and instrumental variables tailored to macroeconomic settings. By integrating empirical evidence with theoretical insights, the course aims to equip students with the tools to critically assess macroeconomic policy and contribute to ongoing debates in the field.
Fitting and understanding linear regression and generalized linear models, simulation, causal inference, and the basics of design of quantitative studies. Computation in R. Textbook: Regression and Other Stories by Gelman, Hill, and Vehtari.
“Archaeology and Heritage in the Ottoman Lands” is an undergraduate/graduate seminar focusing on archaeology, museology, and the notion of heritage throughout the lands under Ottoman rule during the ‘long’ nineteenth century. The objective is to critically reassess the nature of Western antiquarian and archaeological endeavors, and to focus on the local dimension of the question to fill numerous gaps and inconsistencies in the ‘grand narrative’ of Near Eastern archaeology and heritage.
This is the required discussion section for
POLS GU4720.
This is the required discussion section for
POLS GU4720.
This bridge seminar investigates the history of science through the study of artworks and monuments and the materials and techniques of their manufacture. Because the course’s method hinges on the marriage of theory and practice, in addition to discussions in the seminar room, several sessions will take the form of workshops with artisans and conservators (e.g. stonemasons, illuminators, gardeners), or “laboratory meetings” where students will conduct their own hands-on experiments with materials as part of Professor Pamela Smith’s
Making and Knowing
Project. Topics to be explored include but are not limited to: metallurgy and cosmogeny, paint pigments and pharmacology, microarchitecture and agriculture, masonry and geology, manuscripts and husbandry, and gynecology and Mariology. Discussion and lab experiments enhanced thanks to the service and experience of Naomi Rosenkranz, Associate Director, The Center for Science and Society, The Making and Knowing Project.
Close reading of Rabelais, Marguerite de Navarre, Montaigne and La Boétie, in the context of the Renaissance, the rise of the individual, the religious quarrels, the civil wars, the discovery of the New World, the progress of science.
ESG (Environmental, Social and Corporate Governance) Finance is a rapidly growing area of Investment Management – and Finance more broadly – that has received a lot of attention in the past several years from the investor community, financial regulatory agencies, and the general public alike. This course provides an introduction to ESG Finance from a financial engineer’s perspective. This course also discusses proliferation of newly available data sources and the associated quantitative techniques necessary to process those. A major component of this course is a discussion of Climate Risk, an area of particular focus due to its increasing general importance. The course includes an overview of both recent research and the evolving regulatory landscape in the climate risk space. An in-depth discussion of financial impact assessment of various climate risk-driven scenarios (climate risk stress testing) concludes the course.
In this course, we will cover the basics of mathematical modeling of interest rates and credit derivatives. In the first part, we will cover basic interest rate derivatives, the Heath-Jarrow-Morton (HJM)
framework, classic short rate models (for both interest rates and default intensities), and the numerical techniques used in practice for their calibration. In the second part, we will cover the basics
of single-name derivatives modeling, and we will discuss pricing simple credit derivatives. We will also discuss correlation products and the most common techniques used for their pricing. In the third part, we will discuss some recent research papers addressing the use of adjoint algorithmic differentiation for the calculation of risk for interest rate and credit derivatives.
In this course, we will discuss the logic of experimentation, its strengths and weaknesses compared to other methodologies, and the ways in which experimentation has been — and could be — used to investigate social phenomena. Students will learn how to interpret, design, and execute experiments. Special attention will be devoted to field experiments, or randomized trials conducted in real-world settings.
Prerequisites: Students should have taken at least one or two semesters of statistics. Some understanding of probability, hypothesis testing, and regression are assumed. Familiarity with statistical software such as R is helpful. We will be working with data in class throughout the term. The examples used in the textbook and lectures are written in R, and R tutorials will be taught in special sessions early in the term.
Within the Global North social-science mainstream, Latin America (like other parts of the Global South) has often been conceptualized as a region of analytical interest due to its complex
internal
dynamics (relating, for example, to recurring authoritarian rule, democratization, transitional justice, “modernization” and economic development, and social mobilization). Yet until recently, these have infrequently been conceptualized as
global
processes in which Latin America plays a substantive role. To be sure, various
external
forces—namely, colonialism, imperialism, interventionism, and their legacies—are of course widely understood to have shaped Latin American in myriad ways. However, the notions that Latin America exercises agency (or at least matters) in world affairs, is more than a generally passive recipient of global flows, and is meaningfully connected to other regions (including through migratory, political, economic, and cultural linkages), have only recently begun to resonate within the Northern academy.
In contrast to the “methodological nationalism” (or “regionalism”) that has long characterized outside analysis of Latin America, this course foregrounds the region’s global embeddedness and world-making potential—as a protagonist in the generation, adaptation, and diffusion of diverse border-crossing flows, frameworks, and imaginaries. These include: global discourses concerning modernity, postmodernity, liberalism, and postcolonialism; global understandings of race, class, gender, and the intersections between them; global policy frameworks related to human rights, democracy, and economic development; historical and contemporary globalizing relations with distant parts of the world, including the Middle East and Asia; and global alternatives to a world order based on exclusion, extractivism, and environmental degradation.
Throughout, we will highlight the agency of state and non-state actors throughout “Latin America”—itself a homogenizing, Eurocentric label imposed from the outside—as constitutive forces in creating the world that we all inhabit, contributing to the problems that confront us, and helping to generate solutions. To do so, we will engage with a series of texts and materials produced by diversely situated interdisciplinary scholars, writers, artists, and political figures—many of them based in Latin America, an
This is the required discussion section for
POLS GU4724.
This is the required discussion section for
POLS GU4724.
The search for better performance has led investors to explore Alternative Investments that are outside the traditional categories of exchange traded equities, Treasury Bonds, and other
investment-grade fixed income products. The field of Alternative Investments covers a wide range of products such as convertible bonds, Preferred Shares, Hedge Funds, Venture Capital, and
Cryptocurrencies. There is a growing need in the market for students with knowledge of these products and the practical and theoretical know how of valuing and risk managing these investments given that each product has it own nuances and anomalies. This course presents and studies some major Alternative Investment products and ways to evaluate and risk manage them.
In the first half of the course, students will learn a variety of machine learning (ML) and artificial intelligence (AI) models, ranging from regularized regression to random forest, deep learning, and foundation models. In the second half, students will learn how to use such ML and AI methods for the social sciences, e.g., how to use LLMs for text analyses, and how to use flexible ML models for causal inference. Students will collaborate to present discussion papers throughout the semester. The main goal of this course is to help students write a final paper that applies advanced ML and AI methods to social science questions. This course builds on the materials covered in POLS 4700, 4720, 4722, or their equivalent courses (i.e., probability, statistics, linear regression, logistic regression, causal inference with observational and experimental data, and knowledge of statistical computing environment R).
In the first half of the course, students will learn a variety of machine learning (ML) and artificial intelligence (AI) models, ranging from regularized regression to random forest, deep learning, and foundation models. In the second half, students will learn how to use such ML and AI methods for the social sciences, e.g., how to use LLMs for text analyses, and how to use flexible ML models for causal inference. Students will collaborate to present discussion papers throughout the semester. The main goal of this course is to help students write a final paper that applies advanced ML and AI methods to social science questions. This course builds on the materials covered in POLS 4700, 4720, 4722, or their equivalent courses (i.e., probability, statistics, linear regression, logistic regression, causal inference with observational and experimental data, and knowledge of statistical computing environment R).
In the first half of the course, students will learn a variety of machine learning (ML) and artificial intelligence (AI) models, ranging from regularized regression to random forest, deep learning, and foundation models. In the second half, students will learn how to use such ML and AI methods for the social sciences, e.g., how to use LLMs for text analyses, and how to use flexible ML models for causal inference. Students will collaborate to present discussion papers throughout the semester. The main goal of this course is to help students write a final paper that applies advanced ML and AI methods to social science questions. This course builds on the materials covered in POLS 4700, 4720, 4722, or their equivalent courses (i.e., probability, statistics, linear regression, logistic regression, causal inference with observational and experimental data, and knowledge of statistical computing environment R).
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: POLS W4730 or the instructors 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.
Introduction to fundamental problems and algorithms in robotics. Topics include configuration spaces, motion and sensor models, search and sampling-based planning, state estimation, localization and mapping, perception, and learning.
Foreign exchange market and its related derivative instruments—the latter being forward contracts, futures, options, and exotic options. What is unusual about foreign exchange is that although it can rightfully claim to be the largest of all financial markets, it remains an area where very few have any meaningful experience. Virtually everyone has traded stocks, bonds, and mutual funds. Comparatively few individuals have ever traded foreign exchange. In part that is because foreign exchange is an interbank market. Ironically the foreign exchange markets may be the best place to trade derivatives and to invent new derivatives—given the massive two-way flow of trading that goes through bank dealing rooms virtually 24 hours a day. And most of that is transacted at razor-thin margins, at least comparatively speaking, a fact that makes the foreign exchange market an ideal platform for derivatives. The emphasis is on familiarizing the student with the nature of the foreign exchange market and those factors that make it special among financial markets, enabling the student to gain a deeper understanding of the related market for derivatives on foreign exchange.
Prerequisite(s): IEOR E4700. Conceptual and practical understanding of structured and hybrid products from the standpoint of relevant risk factors, design goals and characteristics, pricing, hedging, and risk management. Detailed analysis of the underlying cash-flows, embedded derivative instruments, and various structural features of these transactions, both from the investor and issuer perspectives, and analysis of the impact of the prevailing market conditions and parameters on their pricing and risk characteristics. Numerical methods for valuing and managing risk of structured/hybrid products and their embedded derivatives and their application to equity, interest rates, commodities and currencies, inflation, and credit-related products. Conceptual and mathematical principles underlying these techniques, and practical issues that arise in their implementations in the Microsoft Excel/VBA and other programming environments. Special contractual provisions encountered in structured and hybrid transactions, and incorporation of yield curves, volatility smile, and other features of the underlying processes into pricing and implementation framework for these products.
“Ottoman Westernization and Orientalism in the Long 19th Century” is an undergraduate/graduate seminar focusing on the intricate relationship between Westernization and Orientalism in the context of the Ottoman Empire. Based on the assumption that these two concepts cannot be dissociated from one another, it sets out to explore Western/Orientalist perceptions of the empire, Ottoman efforts to Westernize, the emergence of Ottoman Orientalism, and other local reactions such as Occidentalism and anti-Westernism.
Covers C++ programming language, applications, and features for financial engineering, and quantitative finance applications. Note: restricted to IEOR MS FE students only.
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.
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.
This seminar examines the art and archaeology of immigrants and immigrant communities in pre-modern China. Since the beginning of China’s dynastic history around the first millennium BCE, people from surrounding regions and even further afield have consistently moved into the Chinese heartland. These groups include not only nomads from the Mongolian steppes and the Tibetan Plateau, but also merchants, missionaries, and Muslims arriving via the so-called “Silk Roads”—a network of land and sea routes connecting China to the rest of the Eurasian continent (India, Persia, Central Asia, etc.). In certain periods, descendants of the Chinese diaspora and refugees in frontier regions also played significant roles in Chinese history. This seminar focuses on the archaeological remains and artistic expressions of these immigrants, as well as their interactions with native Chinese art and culture. Topics covered range from painting, sculpture, and calligraphy to crafts and architecture.
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.
Artificial Intelligence of Things (AIoT), Internet of Things (IoT), and Cyber-Physical Systems (CPS). Embedded and mobile platforms. Embedded programming. Sensors, actuators, and interfaces. Wireless networking, web services, and databases. Edge and cloud computing. Large language models (LLMs) for AIoT. Time-series data visualization and analytics. Group projects to build end-to-end AIoT systems and applications.
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.
Causal Inference theory and applications. The theoretical topics include the 3-layer causal hierarchy, causal bayesian networks, structural learning, the identification problem and the do-calculus, linear identifiability, bounding, and counterfactual analysis. The applied part includes intersection with statistics, the empirical-data sciences (social and health), and AI and ML.
Foundational concepts, methods, applications, and recent advances in neural network algorithms.
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.