Fall 2025 Industrial Engineering and Operations Research E4500 section 001

APPLICATIONS PROGRAMMNG FOR FE

APPLICATIONS PROGRAMMNG F

Call Number 11815
Day & Time
Location
MW 10:10am-11:25am
To be announced
Points 3
Grading Mode Standard
Approvals Required None
Instructor Anran Hu
Type LECTURE
Method of Instruction In-Person
Course Description

We will take a hands-on approach to developing computer applications for Financial Engineering. Special focus will be placed on high-performance numerical applications that interact with a graphical interface. In the course of developing such applications we will learn how to create DLLs, how to integrate VBA with C/C++ programs, and how to write multithreaded programs. Examples of problems settings that we consider include simulation of stock price evolution, tracking, evaluation and optimization of a stock portfolio; optimal trade execution. In the course of developing these applications, we review topics of interest to OR:FE in a holistic fashion.

Web Site Vergil
Department Industrial Engineering and Operations Research
Enrollment 0 students (100 max) as of 2:06PM Friday, April 4, 2025
Subject Industrial Engineering and Operations Research
Number E4500
Section 001
Division School of Engineering and Applied Science: Graduate
Section key 20253IEOR4500E001