Selected topics of interest in the area of quantitative finance. Offerings vary each year; some topics include energy derivatives, experimental finance, foreign exchange and related derivative instruments, inflation derivatives, hedge fund management, modeling equity derivatives in Java, mortgage-backed securities, numerical solutions of partial differential equations, quantitative portfolio management, risk management, trade and technology in financial markets.
This is the required discussion section for
POLS GU4724.
The medieval world was filled with monuments that defined both the places people lived and traveled through and the ways they understood their communities. This course investigates how architecture and sculpture shaped medieval perceptions of the past and how medieval patrons hoped to make a mark on the future. Case studies will explore the commemoration of the dead, the definition of political identities, the construction of local histories, the presentation of older architectural elements inside new structures, the creation of new stories to redefine preexisting sites, and other relevant topics. We will also discuss how modern restorations, neo-medieval monuments, museum collections, and political discourse impact how medieval monuments are made meaningful today.
For thousands of years people have been getting ready for the end of the world, giving rise to millenarian movements that have sometimes changed history. More than once, large numbers of people have experienced events such as the Black Death, the Little Ice Age, colonial conquest, and “strategic” bombing that seemed very much like the end of
their
world. And over the last seventy-five years, governments and international organizations have made major investments in predicting and preparing for catastrophic threats. Efforts to manage or mitigate these dangers have had world-changing consequences, including “preventative” wars, and new forms of global governance. The very idea of the end of the world, in other words, has a long history, with a demonstrable impact, which provides instructive lessons as we contemplate things to come. This course will explore this history, beginning with eschatology and millenarian movements. In part two, students will learn how different conceptual frameworks can be applied to assessing and managing risk, and understanding how people perceive or misperceive danger. They will learn how they can be applied to identify the most important challenges, drawing insights from different disciplinary approaches. The third and main part of the course will consist of comparative and connected analyses of the age-old apocalyptic threats -- war, pestilence, and famine -- in their modern forms, i.e. nuclear armageddon, pandemics, and ecological collapse. By examining them together, we can compare the magnitude and probability of each danger, and also explore their interconnections. We will see, for instance, how nuclear testing helped give rise to the environmental movement, and how modeling the aftereffects of nuclear exchanges helped advance understanding of climate change. Similarly, scenario exercises have shaped threat perceptions and disaster-preparedness for pandemics and bio-warfare as much as they did for nuclear war and terrorism. Readings and discussions will explore how planetary threats are interconnected, and not just in the techniques used to predict and plan for them. Applying nuclear power to the problem of global warming, for instance, could undermine longstanding efforts to stop nuclear proliferation. Climate change and mass migration, on the other hand, create new pandemic threats, as a more crowded and interconnected world becomes a single ecosystem. Yet billions spent on building up defenses have created more capacity and opportuni
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. Java, mortgage-backed securities, numerical solutions of partial differential equations, quantitative portfolio management, risk management, trade and technology in financial markets.
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.
A study of the theme of human existence confronted with the infinite universe of modern science (Descartes, Pascal), with the proliferation of existence (Sartre), with the absurd (Camus), with the other (Levinas).
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.
Prerequisites: (COMS W3134 or COMS W3136COMS W3137) Introduction to robotics from a computer science perspective. Topics include coordinate frames and kinematics, computer architectures for robotics, integration and use of sensors, world modeling systems, design and use of robotic programming languages, and applications of artificial intelligence for planning, assembly, and manipulation.
Prerequisites: (COMS W3134 or COMS W3136COMS W3137) Introduction to robotics from a computer science perspective. Topics include coordinate frames and kinematics, computer architectures for robotics, integration and use of sensors, world modeling systems, design and use of robotic programming languages, and applications of artificial intelligence for planning, assembly, and manipulation.
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.
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.
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.
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.
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.
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.
Sometime around the publication of Garcia Marquez’s classic novel One Hundred Years of Solitude in 1967, novelists who wanted to make a claim to ethical and historical seriousness began to include a scene of extreme violence that, like the banana worker massacre in Garcia Marquez, seemed to offer a definitive guide to the moral landscape of the modern world. This course will explore both the modern literature that was inspired by Garcia Marquez’s example and the literature that led up to this extraordinary moment—for example, the literature dealing with the Holocaust, with the dropping of the atomic bomb, with the Japanese invasion of China in the 1930s, and with the Allied bombing of the German cities. It will also ask how extraordinary this moment in fact was, looked at from the perspective of literature as a whole, by inspecting earlier examples of atrocities committed in classical antiquity, in the Crusades, against Native Americans and (in Tolstoy) against the indigenous inhabitants of the Caucasus. Before the concept of the non-combatant had been defined, could there be a concept of the atrocity? Could a culture accuse itself of misconduct toward the members of some other culture? In posing these and related questions, the course offers itself as a major but untold chapter both in world literature and in the moral history of humankind.
Prerequisites: Any introductory course in linear algebra and any introductory course in statistics are both required. Highly recommended: COMS W4701 or knowledge of Artificial Intelligence. Topics from generative and discriminative machine learning including least squares methods, support vector machines, kernel methods, neural networks, Gaussian distributions, linear classification, linear regression, maximum likelihood, exponential family distributions, Bayesian networks, Bayesian inference, mixture models, the EM algorithm, graphical models and hidden Markov models. Algorithms implemented in MATLAB.
Core topics from unsupervised learning such as clustering, dimensionality reduction and density estimation will be studied in detail. Topics in clustering: k-means clustering, hierarchical clustering, spectral clustering, clustering with various forms of feedback, good initialization techniques and convergence analysis of various clustering procedures. Topics in dimensionality reduction: linear techniques such as PCA, ICA, Factor Analysis, Random Projections, non-linear techniques such as LLE, IsoMap, Laplacian Eigenmaps, tSNE, and study of embeddings of general metric spaces, what sorts of theoretical guarantees can one provide about such techniques. Miscellaneous topics: design and analysis of datastructures for fast Nearest Neighbor search such as Cover Trees and LSH. Algorithms will be implemented in either Matlab or Python.
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.
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.
Primer on quantitative and mathematical concepts. Required of all incoming MSFE students.
The emergence of cyberspace as an arena for strategic competition and, potentially, conflict between political actors has prompted scholars and practitioners alike to seek to understand behavior in cyberspace and its implications through the lens of central concepts in international politics. In this course, we will explore the causes and consequences of state and non-state behavior in cyberspace from the perspective of international relations theory and grand strategy. Specifically, the course aims to answer three related, foundational questions. First, what accounts for the behavior of political organizations in cyberspace, as well as patterns of cyber behavior in the international system? Second, how can core theories of international politics and security studies account for state and non-state behavior in cyberspace, and where do they fall short? And finally, what are the implications for significant outcomes in international politics, including systemic stability, the balance of power, escalation, warfighting, arms control, global governance, and other important variables? The course will further assess the consequences for U.S. cyber policy, and U.S. strategy in general, although it will also cover strategies and policies of a number of different important actors around the world from both a U.S. and non-U.S. perspective. The course is organized into three blocks. The first block covers key definitions and theoretical concepts and their application to cyberspace; the second explores implications for international politics; and the third is focused on policy applications.
Japan has a long tradition of highly sophisticated vernacular literature (poetry, prose fiction, essays and poetic memoirs) by aristocratic court women, particularly from the tenth- and eleventh-century, including
The Tale of Genji
, often considered the world’s first psychological novel. Writings by women in the early period had a deep impact on subsequent cultural production, and these vernacular writings (as well as the figure of these early women writers) acquired a new, contested significance from the end of the nineteenth century as part of the process of modern nation-building. Gender became a major organizing category in constructing discourse on literature, literary language, and literary modernity, particularly with regard to the novel. This seminar engages in close readings and discussion of selected works from the eleventh-century to twentieth-century Japan with particular attention to the genealogy of women’s writings and changing representations of women, gender, and social relations. Issues include: genre, media, intertextuality, and literary communities; body and sexuality; and in the modern period, the “woman question” and global feminisms as well as authorship and authority. All readings are in English. Original texts will be provided for those who can read in the original.
Digital filtering in time and frequency domain, including properties of discrete-time signals and systems, sampling theory, transform analysis, system structures, IIR and FIR filter design techniques, the discrete Fourier transform, fast Fourier transforms.
This course constitutes the first half of a year-long advanced reading course in Classical Sanskrit. In 2021-2022, the focus of Advanced Sanskrit will be the genres of literary theory (alaṅkāraśāstra) and belles-lettres (kāvya). Lending equal attention to literary theory and literary practice, this course will introduce students to iconic works of Sanskrit literature along with the interpretive frameworks whereby they were analyzed, relished, and appraised. Literary excerpts may be drawn from an array of subgenres, including courtly epic (mahākāvya), epic drama (nāṭaka), literary prose (gadya), and individual verses (muktaka). Rigorous analysis of primary texts will be supplemented by occasional discussions about what implications the disciplined reading of kāvya may hold for practices such as translation, comparative literature, and transdisciplinarity. Prerequisites: Intermediate Sanskrit II or instructor’s permission.
This foundational course in sound will begin by exploring how listening happens as well the tools necessary capture and present that listening. Through hands-on experimentation and demonstration, this seminar will examine both the technical and semiotic use of sound as amaterial within creative practice. Fundamental studio techniques will be explored including soldering for building cables, microphones, and loudspeakers. We will also explore the building blocks of analog and digital processes for the creation of sound, including microphones (types, patterns, and placement), basic synthesis, and techniques for recording, mixing, editing, and mastering. Through creative projects that implement these skills we will learn by doing. We will study theories of sound and listening that determine or are determined by technology, from the physical and social dimensions of the sounds we use to create, language (sound as a symbol or object), acoustics (sound in space), acousmatics (sound without a visual reference), and psycho-acoustics (sound as cognitive process). This class assumes no prior knowledge or technical skill. Some reading will be assigned and we will look and listen to a lot of work, students are encouraged to participate actively in discussions.
Engineering fundamentals and experimental methods of human factors design and evaluation for spacecraft which incorporate human-in-the-loop control. Develop understanding of human factors specific to spacecraft design with human-in-the-loop control. Design of human factors experiments utilizing task analysis and user testing with quantitative evaluation metrics to develop a sate and high-performing operational space system. Human-centered design, functional allocation and automation, human sensory performance in the space environment, task analysis, human factors experimental methods and statistics, space vehicle displays and controls, situation awareness, workload, usability, manual piloting and handling qualities, human error analysis and prevention, and anthropometrics.
2021 marks the bicentenary of the Greek uprising against the Ottoman Empire—an event that captured European and American popular imagination and led to the founding of the Greek nation. The Greek Revolution became a site for enduring discussion of much larger questions about the international order, democracy, empire, nationalism, collective rights, slavery, monumentality, and the contemporary place of classical Hellas. In this seminar Hellenic Studies faculty and guest speakers take 1821 and its enduring legacies as a vantage point to examine the use of primary sources (including texts, songs, paintings, and films) across different disciplines (history, anthropology, comparative literature, architecture, political science, and queer studies), and reflect on the nature of evidence and how it features in public discourse and contemporary cultural politics. Lectures by Dimitris Antoniou, Stathis Gourgouris, Nikolas P. Kakkoufa, Paraskevi Martzavou, Mark Mazower, Neni Panourgiá, Karen Van Dyck, Konstantina Zanou, and others.
2021 marks the bicentenary of the Greek uprising against the Ottoman Empire—an event that captured European and American popular imagination and led to the founding of the Greek nation. The Greek Revolution became a site for enduring discussion of much larger questions about the international order, democracy, empire, nationalism, collective rights, slavery, monumentality, and the contemporary place of classical Hellas. In this seminar Hellenic Studies faculty and guest speakers take 1821 and its enduring legacies as a vantage point to examine the use of primary sources (including texts, songs, paintings, and films) across different disciplines (history, anthropology, comparative literature, architecture, political science, and queer studies), and reflect on the nature of evidence and how it features in public discourse and contemporary cultural politics. Lectures by Dimitris Antoniou, Stathis Gourgouris, Nikolas P. Kakkoufa, Paraskevi Martzavou, Mark Mazower, Neni Panourgiá, Karen Van Dyck, Konstantina Zanou, and others.
Prerequisites: (CSEE W3827) or a half semester introduction to digital logic, or the equivalent. An introduction to modern digital system design. Advanced topics in digital logic: controller synthesis (Mealy and Moore machines); adders and multipliers; structured logic blocks (PLDs, PALs, ROMs); iterative circuits. Modern design methodology: register transfer level modelling (RTL); algorithmic state machines (ASMs); introduction to hardware description languages (VHDL or Verilog); system-level modelling and simulation; design examples.
Prerequisites: (CSEE W3827) or equivalent. Focuses on advanced topics in computer architecture, illustrated by case studies from classic and modern processors. Fundamentals of quantitative analysis. Pipelining. Memory hierarchy design. Instruction-level and thread-level parallelism. Data-level parallelism and graphics processing units. Multiprocessors. Cache coherence. Interconnection networks. Multi-core processors and systems-on-chip. Platform architectures for embedded, mobile, and cloud computing.
Prerequisites: (CSEE W3827) or equivalent. Focuses on advanced topics in computer architecture, illustrated by case studies from classic and modern processors. Fundamentals of quantitative analysis. Pipelining. Memory hierarchy design. Instruction-level and thread-level parallelism. Data-level parallelism and graphics processing units. Multiprocessors. Cache coherence. Interconnection networks. Multi-core processors and systems-on-chip. Platform architectures for embedded, mobile, and cloud computing.
Prerequisites: introductory biology or chemistry, or the instructors permission. Analysis of modern wetland dynamics and the important ecological, biogeochemical, and hydrological functions taking place in marshes, bogs, fens, and swamps, with a field emphasis. Wetlands as fossil repositories, the paleoenvironmental history they provide, and their role in the carbon cycle. Current wetland destruction, remediation attempts, and valuation. Laboratory analysis and field trips.
Ever since its establishment, Israel has confronted an external environment of nearly unremitting hostility. Repeated wars, perpetual hostilities at lower levels, the failed peace processes with the Palestinians and Syria, and even the “cold” peace with Egypt and Jordan, have reinforced this image. As a result, national security has been at the forefront of Israeli life for six decades. Israel has responded by building a disproportionate national security establishment and by developing a "hunkering down" decision making style. Due to the importance of the Middle East, from the Cold War to this day, as well as its own unique circumstances, Israel has also become an important player in the international arena, far beyond its size. The course is designed for those with a general interest in Israel and the Middle East, especially those interested in national security affairs, military strategy, foreign policy and decision making, students of comparative politics and practitioners/future practitioners, with an interest in "real world" international relations and national security. It focuses on the basic tenets of Israeli foreign and defense strategy, the threats and opportunities facing Israel today, structures and processes of Israeli national security decision making, including their strengths and weaknesses, and the role of the peace process in Israel’s national security strategic thinking. The course presumes reasonable familiarity with Israel and the Middle East. For those in need of further background, a number of basic texts are suggested below.
What is Artificial Intelligence? Is a thermostat an AI system? What about digital assistants like Siri
and Alexa? Or DeepBlue, Watson, and AlphaGo – the first computer programs to beat humans at
the games of chess, Jeopardy!, and Go, respectively? Does AI even exist today? If not, will it ever
exist, or is it an impossible project? And if it is not impossible, should we fear it? These are not just
questions for computer scientists: they are largely philosophical questions. This course will explore
various issues at the intersection between philosophy and AI. We will discuss the nature of AI, the
possibility of building AI that has the same mental capacities as humans, whether AI systems can
actually understand the world and understand language like we do, whether the development of AI
is an existential threat for the future of humanity, the ethical implications of building self-driving
cars and killer robots, the problem of bias in algorithms used for decision-making, and the nature of
AI-generated art.
1
Prerequisites: Prerequisites: Physics UN1401, Principles of Chem. Eng. Thermodynamics CHEE E3010, or instructors approval This course is for junior/senior undergraduates and graduate (MS) students. The course focuses on the fundamentals of nuclear magnetic resonance (NMR) spectroscopy and imaging in fields ranging from biomedical engineering to electrochemical energy storage. Course material covers basic NMR theory, instrumentation (including in situ/operando setup), data interpretation, and experimental design to couple with other materials characterization strategies. Course grade based on problem sets, quizzes, and final project presentation.
This course explores key frameworks and issue areas within international political economy. It examines the history and key characteristics of (economic) globalization, the theories of international cooperation, as well as the nature and role of international organizations (such as the World Trade Organization) in fostering trade and international economic cooperation. Furthermore, the course discusses the pros and cons of globalization and its implications on domestic policies of nation-states, with a particular focus on the tensions globalization creates and the lines of cleavages between winners and losers from globalization. Finally, the course reflects on the future of globalization and international trade and the challenges faced by national and supranational policy makers.
This is the required discussion section for
POLS GU4865.
Prerequisites: (COMS W3157) and (CSEE W3827) Design and programming of System-on-Chip (SoC) platforms. Topics include: overview of technology and economic trends, methodologies and supporting CAD tools for system-level design, models of computation, the SystemC language, transaction-level modeling, software simulation and virtual platforms, hardware-software partitioning, high-level synthesis, system programming and device drivers, on-chip communication, memory organization, power management and optimization, integration of programmable processor cores and specialized accelerators. Case studies of modern SoC platforms for various classes of applications.
China’s transformation under its last imperial rulers, with special emphasis on economic, legal, political, and cultural change.
This course studies the work of a number of Latin American artists that, despite their prolific and influential practices, never
actually
existed. Operating throughout the 20th and 21st centuries in various contexts and with very different purposes, these artists—often created collaboratively by
real
artists—constitute a productive gateway for understanding the preoccupations, interests, and explorations of different Latin American artistic and literary milieus. We will carefully explore the life and work of some of these fictional beings with two main objectives in mind. First, we will strive to recognize the processes by which they came into being, to understand their creations and effects as well as their interactions with their cultural, political, and artistic traditions. Second, we will use these cases as pretexts to discuss theoretical questions that pertain to the creation of the
Other
and the role of artistic practices in such an endeavor. Related discussions often see the creation of the
Other
as an instrument to materialize and prolong domination—do these fictional Latin American artists propose a different way to perform this construction? One that is not rooted in fear and discrimination, but is based on admiration, desire, and playful provocation? Could these cases help us understand the
Other
not as a negation of the
Self
but rather as its enhancement? Students will develop a semester-long project in which they will have the option to create their own fictional artist and a sample of their work or to critically study a similar case.
Survey of the causes of war and peace, functions of military strategy, interaction of political ends and military means. Emphasis on 20th-century conflicts; nuclear deterrence; economic, technological, and moral aspects of strategy; crisis management; and institutional norms and mechanisms for promoting stability.
This is the required discussion section for POLS GU4895.
Prerequisite(s): Approval by a faculty member who agrees to supervise the work. Independent work involving experiments, computer programming, analytical investigation, or engineering design.
Prerequisite(s): Approval by a faculty member who agrees to supervise the work. Independent work involving experiments, computer programming, analytical investigation, or engineering design.
Prerequisite(s): Approval by a faculty member who agrees to supervise the work. Independent work involving experiments, computer programming, analytical investigation, or engineering design.