(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 literature matter to students of social change? This lecture course will attempt to provide answers to these questions, as we begin with Zora Neale Hurston's Their Eyes Were Watching God (1937) and Richard Wright's Native Son (1940) and end with Melvin Dixon's Love's Instruments (1995) with many stops along the way. We will discuss poetry, fiction, drama, and non-fictional prose. Other authors include Ralph Ellison, James Baldwin, Gwendolyn Brooks, Malcolm X, Ntozake Shange, Audre Lorde, and Toni Morrison.
August Wilson is hailed as one of America’s greatest playwrights. His Century Cycle of ten stage plays foregrounds unfolding shifts in African American political and cultural life in each decade of the twentieth century. Reflected in each work is a vibrant thread of spirituality and religious sensibility that continues to inform and enrich African American life. Through a close reading of Wilson’s plays supplemented by readings in drama criticism, African and African American religions and the African American blues and conjure traditions, this course will explore Wilson’s quest to survey the landscape of African American spirituality and seek its meaning for America today.
General theories of modernity in the social sciences (Marx, Weber, Habermas, Luhmann) in their relationship to aesthetic theories of modernism (Baudelaire, Nietzsche, Adorno, Bohrer). The readings and discussions will be in English.
Prerequisites: IEOR E4700: Introduction to Financial Engineering, Probability and Statistics at the level of SIEO W3600 or SIEO W4150, and a basic course on Deterministic Optimization at the level of IEOR E3608, E4004 or E4007.
This course is required for undergraduate students majoring in OR:FE. This course introduces and extensively discusses modern asset allocation techniques. We will with mean-variance models and in this context discuss bond portfolio selection, equity portfolio selection, active portfolio selection, and robust portfolio selection. Next, going beyond mean-variance we will cover value at risk (VaR) and conditional value at risk (CVaR) based portfolio selection. We will also discuss implementation details such as parameter estimation, Bayesian methods, transaction and trading costs. For the most part this course will discuss equity portfolios. We will discuss option portfolios and alternative investment when we discuss models that go beyond the traditional mean-variance framework.
Prerequisites: the instructor's permission.
Critical review and analysis of basic and enduring issues in personality theory, assessment, and research.
Prerequisites:
STAT W3105
,
W4105
, or equivalent.
This course covers theory of stochastic processes applied to finance. It covers concepts of Martingales, Markov chain models, Brownian motion. Stochastic Integration, Ito's formula as a theoretical foundation of processes used in financial modeling. It also introduces basic discrete and continuous time models of asset price evolutions in the context of the following problems in finance: portfolio optimization, option pricing, spot rate interest modeling.
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 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.
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 the continent. Why has the Holocaust in Europe become the subject of many museums, high school and college courses and continuing media attnetion while in contrast, the genocide against Native Americans garners scant attention in any of these forums? This course is comparative at its core as it examines the implications of the United States' failure to come to grips with its own genocidal programs. The course will review how historical trauma -- the intergenerational effects of community-wide traumas such as genocide, which has been validated by science, continues to manifest in both Holocaust survivors and Native American communities such that the need to come to terms with these events is not just an academic exercise but one necessary to assist Native communities overcome the severe poverty, high youth suicide, alcoholism and incarceration rates that is the legacy of the genocide against them. It is the hope that students will learn from the ways this country has dealt with the Holocaust to give the Native American genocide the visibility needed to finally produce healing as well as to examine the implications of new scientific findings showing that the trauma suffered by Holocaust survivors are inherited by their children.
Mini-seminar April 4 - April 20, 2016
Which is the relationship in between the environmental, material conditions such as territory and weather, and a subject's performativity? Is it possible to detect this relationship through interpretation of examples driven from ancient and/or modern poetic texts? This course will examine the way certain subjectivities are portrayed performing embedded within an environment, detecting these paradeigmatic situations inside poetic texts. Usually architectural design is taking subject's performativity and corporeality as granted. The aim of the course would be to tackle this assumption by the research and analysis of poetic texts. We will investigate specific cases of what Gilles Deleuze would have called heccéités, unique polymorphic moments collecting together the embodied performing subject and its unique surrounding conditions. Through our readings we will reconstruct certain examples of embodiment for the poet during performance/or composition and we will use them to think about performativity and the material world. Are there any kinds of spatial or weather situations and corporealities related to them that can stand as metonymies for the poetic performance? How is memory linked to the state of mind connected to these corporealities? Can we track inside texts performative ways of becoming-Other? Ancient greek poetry provides us with certain poetic performance prototypes that are carried on later epochs such as the walker/passer-by (traveler, shepherd or wanderer) and the poet-animal (cicada, nightingale). We will explore how poetics link the performativity to the materiality of weather conditions, territoriality, and locality in order to enrich our way of understanding design. The material will be approached bias various contemporary hermeneutic tools mainly anthropology and philosophy but also biology. Students will be invited to approach these issues through the study of bibliography and the exploration of specific case-studies that they will select from the corpus of ancient or modern poetry and architecture. The course is open to undergraduate and graduate students.
(Lecture). The master narrative of the United States has always vacillated between valorizations of movement and settlement. While ours is a nation of immigrants, one which privileges its history of westward expansion and pioneering, trailblazing adventurers, we also seem to long for what Wallace Stegner called a "sense of place," a true belonging within a single locale. Each of these constructions has tended to focus on individuals with a tremendous degree of agency in terms of where and whether they go. However, it is equally important to understand the tension between movement and stasis within the communities most frequently subjected to spatial upheavals. To that end, this course is designed to examine narratives of immigration, migration, relocation, and diaspora by authors of color in the United States.
This new course explores an immensely rich Yiddish cultural history of New York through literary, historical and memoiristic narratives, film, theater and field trips around this “most Yiddish” city of the United States. What role did the city play in the development of modern Yiddish culture in America? How did Yiddish culture contribute to mainstream American culture? The class will be part of the Mapping Yiddish New York (MYNY) Project: we will create digital essays (stories) about our Yiddish New York discoveries. An additional objective of this class is acquiring skills in academic research and digital presentation of the findings as part of the MYNY online archive that is being created at Columbia in cooperation with Columbia Center for New Media Teaching and Learning. All materials are in English translation.
The Mughal period was one of the most dynamic eras in world history, when India was the meeting place of many cultures. Of Timurid ancestry, the earliest Mughal rulers drew upon the heritage of Central Asia in their ruling styles and cultural practices, but they would soon adapt to the complexities of their Indian milieu, which had longstanding traditions that were a blend of Sanskrit and Persian, Hindu and Muslim idioms. European culture, whether filtered through Jesuit sermons, itinerant merchants, or Flemish engravings, was also making inroads into India during this period. This course is a broad cultural history of Mughal India as seen from a range of perspectives and sources. We consider the Mughals’ major achievements in visual culture as manifested in painting and architecture, as well as exploring diverse topics in religion, literature, politics, and historiography. Yet another approach is to listen to the voices of the Mughal rulers as recorded in their memoirs, as well as investigating the signal contributions of the dynasty’s women.
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, the concept of entropy, statistical mechanics, cosmological problems, the problems of memory, the possibility of multiple time directions.
Prerequisites: the instructor's permission.
Reviews and integrates current research on the role of social factors in psychopathology. The immediate and long-term effects of chronic and traumatic stressors originating outside the family (e.g., natural disasters, chronic poverty) and inside the family (e.g., family violence, divorce, parental psychopathology) on psychopathology.
Prerequisites: IEOR E3106 or IEOR E4106: Introduction to Operations Research: Stochastic Models.
This course is required for undergraduate students majoring in OR:FE. The emphasis of the course is on stochastic modeling and optimization as tools for financial decision making. The objective is to help students develop basic skills in modeling, problem solving and quantitative analysis of risk-return tradeoffs. Topics covered include: dynamic cash-flow analysis, bond pricing, Markowitz model, CAPM, Brownian motion, Ito's calculus, martingale measures, Black-Scholes-Merton model, options and futures, numerical methods, delta hedging, VaR.
Prerequisites: programming.
This course is covers the following topics: fundamentals of data visualization, layered grammer of graphics, perception of discrete and continuous variables, intreoduction to Mondran, mosaic pots, parallel coordinate plots, introduction to ggobi, linked pots, brushing, dynamic graphics, model visualization, clustering and classification.
The goal of the course is for each student to create small-scale documentary projects using photography and writing with an eye towards web publishing. Taking advantage of the ease and speed of image production and distribution, students will propose and workshop projects that can be quickly completed and uploaded to a class website. Assignments, readings and discussions will focus on the role of the documentary tradition in the history of photographic art practice. Students must provide their own laptop and digital camera. If the class is full, sign up for the wait list at http://arts.columbia.edu/photolist.
Prerequisites: ELEN E3701 or equivalent.
Wireless communication systems. System design fundamentals. Trunking theory. Mobile radio propagation. Reflection of radio waves. Fading and multipath. Modulation techniques; signal space; probability of error, spread spectrum. Diversity. Multiple access.
Prerequisites: IEOR E4701: Stochastic Models for Financial Engineering, and IEOR E4706: Foundations of Financial Engineering, or instructor permission.
This graduate course is only for MS Program in FE students. This course serves as an introduction to Monte Carlo stochastic simulation with its main focus on finance applications. Examples include simulating various random variables and then stochastic processes (random walks, point processes, geometric Brownian motion, other diffusions, binomial lattice model, etc.) for the purpose of numerically estimating quantities of interest (option prices, probabilities, other expected values and integrals, etc.) Methods to make the simulations more efficient (variance reduction methods), and statistical output analysis (confidence intervals) will be explored too. Although the main focus is on financial applications, other examples will sometimes be provided. Computer programming in MATLAB will be used. Students who have taken IEOR E4404 Simulation may not register for this course for credit.
Prerequisites: IEOR E4701: Stochastic Models for Financial Engineering and IEOR E4706: Foundations of Financial Engineering.
This graduate course is only for MS Program in FE students. This course offers a review of martingale pricing and hedging in discrete-time models. The course also serves as an introduction to stochastic calculus and stochastic differential equations and covers other topics including the Black-Scholes model and framework; the volatility surface; foreign exchange models and pricing quanto options; and advanced models including local volatility, stochastic volatility and jump-diffusion models.
Prerequisites: IEOR E4701: Stochastic Models for Financial Engineering and IEOR E4706: Foundations of Financial Engineering.
This graduate course is only for MS Program in FE students. This course offers a review of martingale pricing and hedging in discrete-time models. The course also serves as an introduction to stochastic calculus and stochastic differential equations and covers other topics including the Black-Scholes model and framework; the volatility surface; foreign exchange models and pricing quanto options; and advanced models including local volatility, stochastic volatility and jump-diffusion models.
Prerequisites: Probability.
Corequisites: IEOR E4706: Foundations of Financial Engineering, and IEOR E4707: Financial Engineering: Continuous Time Models.
This graduate course is only for MS Program in FE students. This course covers the following topics: Black-Litterman asset pricing model; empirical analysis of asset prices: heavy tails, test of the predictability of stock returns; financial time series: ARMA, stochastic volatility, and GARCH models. Stationary tests; inference for continuous-time models, Bayesian MCMC; time series regression and empirical test of CAPM.
Prerequisites: Probability.
Corequisites: IEOR E4706: Foundations of Financial Engineering, and IEOR E4707: Financial Engineering: Continuous Time Models.
This graduate course is only for MS Program in FE students. This course covers the following topics: Black-Litterman asset pricing model; empirical analysis of asset prices: heavy tails, test of the predictability of stock returns; financial time series: ARMA, stochastic volatility, and GARCH models. Stationary tests; inference for continuous-time models, Bayesian MCMC; time series regression and empirical test of CAPM.
Prerequisites: IEOR E4703: Monte Carlo Simulation Methods, IEOR E4706: Foundations of Financial Engineering, IEOR E4707: Financial Engineering: Continuous Time Models and computer programming.
Interest rate models and numerical techniques for pricing and hedging interest rate contracts and fixed income securities. Introduction to interest models in discrete and continuous time including lattice models, single- and multi- factor models, Heath-Jarrow-Morton and market models. Martingale and PDE methods for pricing and hedging interest-rate derivatives. Monte-Carlo methods for term structure models. Additional applications from mortgage modeling and fixed income asset allocation and risk management.
Examines the relationship between morality and religious faith in selected works of Immanuel Kant and Soren Kierkegaard. Examines Kant's claim that religious thought and practice arise out of the moral life, and Kierkegaard's distinction between morality and religious faith.
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.
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
Prerequisites: IEOR E4706: Foundations of Financial Engineering, IEOR E4707: Financial Engineering: Continuous Time Models, 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 will examine the empirical behavior of implied volatilities, in particular the volatility smile that now characterizes most markets, and then discuss the intuition and mathematics behind the new models that can account for the smile. We will discuss in particular the local volatility model, the stochastic volatility model and the jump-diffusion model, and examine their consequences of these models for hedging and valuation.
Public policy shapes how the man-made and natural environments are managed and regulated. Sustainability practitioners must be able to understand public policy and its effects on what they are charged to do. This course will provide students with an understanding of environmental sustainability policy and the resulting law and regulations in order to strengthen their ability to understand, interpret, and react to future developments.
This seminar will focus on the writings, especially the novels, of Natsume Soseki (1868-1915), the pivotal author of early twentieth century Japan. His work inherited, and further spawned, a complex legacy: the prose and poetry of pre-modern Japan; a long tradition of translating of "writing" Chinese literary texts into Japanese; and, by the mid-nineteenth century, other waves of translation from several European languages (for Soseki, the most significant one being English). Soseki came of age and began to write in the period between the Sino-Japanese and Russo-Japanese wars, during which he received modest government support to be as scholar in residence in London. In his criticism, and even more deeply in his fiction, he grappled with issues of unsettlement, displacement, and betrayal, as Japan was moving from a secure sense of itself within an East Asian frame of cultural reference, toward one dominated by Western standards of taste and value. Later Japanese writers, as different as Akutagawa Ryunosuke, Abe Kobo, Oe Kenzaburo, and Murakami Haruki, all acknowledge their debt to Soseki, for the power of his writing about characters without a "country" home or a stable sense of their own selves, amid a global clash of civilizations, and of empire-building strife.
(Lecture). Survey of American drama from 1900-1960s. We will ask what makes American drama “American” and how American dramatists responded to European influences. We will also examine American drama’s relationship to key cultural events and transformations of the 20th century, such as the rise of mass culture; mechanization and alienation; labor unrest; race and racism; and Cold War paranoia. How has American identity been constructed and contested on stage? What are the broader social and political contexts of dramatic performance in the 20th century? How does drama relate to other media, such as film? Plays by Eugene O’Neill, Sophie Treadwell, Langston Hughes, Clifford Odets, Lillian Hellman, Edward Albee.
Prerequisites: Refer to course syllabus.
Spring: Algorithmic Trading, taught by Professor I. Kani. Algorithmic trading refers to a 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, are undoubtedly among the most challenging and exciting endeavors in the modern financial economics. In this course we will examine these and other related subjects in some detail, and attempt to uncover their economic and financial mechanism that drive and ultimately relate them.
Prerequisites: Refer to course syllabus.
Foreign Exchange and Its Related Derivative Instruments, taught by Professor D. DeRosa. This course covers the foreign exchange market and its related derivative instruments - the later 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. Yet ironically the foreign exchange markets may be the best place to trade derivatives - and for that matter invent new derivatives -- given the massive two-way flow of trading that goes though bank dealing rooms virtually twenty-four 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 in this course is on getting the student familiar with the nature of the foreign exchange market and on those factors that make it special among financial markets. This hopefully will enable the student to gain a deeper understanding of the related market for derivatives on foreign exchange.
Prerequisites: IEOR E4706: Foundations of Financial Engineering, IEOR E4707: Financial Engineering: Continuous Time Models, and students familiar with simple Black-Scholes pricing.
Spring: Experimental Finance, taught by M. Lipkin and P. Mody. 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: IEOR E4728 Advanced Programming for Financial Engineering 1
This course will develop the ability to deploy high-performance implementations of selected Financial Engineering topics using modern techniques. Some of the background in Financial Engineering will be provided. The course will build on knowledge from IEOR E4728 Advanced Programming for FE 1.
Prerequisites: ELEN E1201, COMS W1005
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.
A study of what it meant for the Muslim world to open up itself to Greek philosophy and to create the tradition of philosophical thinking known as Falsafa (from the Greek philosophia). The relation between theology (kalam) and philosophy, as well works of major authors of the classical period (9th to the late 12th century), will be studied.
This is an undergraduate seminar covering two centuries of transformation of the Ottoman Empire viewed from the perspective of contacts with, and of the influence of, the western world. Based on a wide perspective embracing political, economic, social, and cultural history, the seminar will address such basic issues as modernization, modernity, westernization, orientalism, and imperialism to understand a long process of transformation from an early-modern imperial structure to a periphery of the modern world order.
The Human Rights Practicum is a forum where human rights practitioners and academics share their professional experiences and insights on the modern development of international human rights law, policy, and practice. The Practicum plays an important role in the Human Rights Concentration as a means by which students examine current trends in the human rights field and remain informed about the different roles that human rights actors play in a variety of contexts. The Practicum is designed, therefore, to enhance students’ abilities to think critically and analytically about current problems and challenges confronting the field, and to do so in the context of a vibrant community of their peers. Whereas most courses integrate conceptual and theoretical perspectives of human rights, the Human Rights Practicum is meant to emphasize the processes of implementing human rights from the practitioner’s perspective. A secondary goal of this class will be to make valuable contacts with practitioners in your field. The practitioners invited to join the class will also speak about their career trajectory and available opportunities within their particular area.
Prerequisites: introductory probability and statistics and basic programming skills.
Provides comprehensive introduction to computational techniques for analyzing genomic data including DNA, RNA and protein structures; microarrays; transcription and regulation; regulatory, metabolic and protein interaction networks. The course covers sequence analysis algorithms, dynamic programming, hidden Markov models, phylogenetic analysis, Bayesian network techniques, neural networks, clustering algorithms, support vector machines, Boolean models of regulatory networks, flux based analysis of metabolic networks and scale-free network models. The course provides self-contained introduction to relevant biological mechanisms and methods.
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.
In this course we will explore in a critical manner the concept of poverty in Africa. The emphasis is on historicizing categories such as poverty and wealth, debt and charity and on the ways in which people in Africa have understood such categories. As such the course takes a longue durée approach spanning over a millennium of history, ending with contemporary understandings of poverty. Field(s): AFR
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
This course introduces the fundamental concepts and problems of public international law. What are the origins of international law? Is international law really law? Who is governed by it? How are treaties interpreted? What is the relationship between international law and domestic law? We examine the interplay between law and international politics, in particular with reference to international human rights, humanitarian law, the use of force, and international criminal prosecutions. No prior knowledge of international law is required. While the topics are necessarily law-related, the course will assume no prior exposure to legal studies.