B: Stochastic Modeling Core Courses
Course | Credits | Prerequisites | Spring | Fall | Last Offered |
---|---|---|---|---|---|
CourseECE 5110: Random Signals in Communications and Signal Processing | Credits4 | PrerequisitesECE 2720, ECE 3100, and ECE 3250 or equivalents | Spring | Fall✔ | Last Offered2024 Fall |
CourseORIE 5100: Manufacturing Systems Design: A Consulting Boot Camp | Credits4 | Prerequisites | Spring | Fall✔ | Last Offered2024 Fall |
CourseORIE 5126: Principles of Supply Chain Management | Credits4 | Prerequisites | Spring | Fall✔ | Last Offered2025 Spring |
Course(First time offered since Fall 2023!)ORIE 5130: Service System Modeling and Design | Credits4 | Prerequisites | Spring✔ | Fall | Last Offered2025 Spring |
CourseORIE 5500: Engineering Probability and Statistics II | Credits4 | PrerequisitesENGRD 2700 | Spring | Fall✔ | Last Offered2024 Fall |
CourseORIE 5510: Introduction to Engineering Stochastic Processes I | Credits4 | PrerequisitesORIE 5500 | Spring✔ | Fall | Last Offered2025 Spring |
CourseORIE 5570: Reinforcement Learning with Operations Research Applications | Credits3 | Prerequisites | Spring | Fall✔ | Last Offered2024 Fall |
CourseORIE 5580: Simulation Modeling and Analysis | Credits4 | PrerequisitesORIE 3500 or equivalent, CS 2110/ENGRD 2110. For students with insufficient background in probability, ORIE 3500 must be taken in parallel. | Spring | Fall✔ | Last Offered2024 Fall |
CourseORIE 5581: Monte Carlo Simulation | Credits2 | PrerequisitesORIE 3500 or equivalent, CS 2110/ENGRD 2110. For students with insufficient background in probability, ORIE 3500 must be taken in parallel. | Spring | Fall✔ | Last Offered2024 Fall |
CourseORIE 5582: Monte Carlo Methods in Financial Engineering | Credits2 | Prerequisites | Spring✔ | Fall | Last Offered2025 Spring |
CourseORIE 5600: Financial Engineering with Stochastic Calculus I | Credits4 | PrerequisitesORIE 3510 | Spring | Fall✔ | Last Offered2024 Fall |
CourseORIE 5610: Financial Engineering with Stochastic Calculus II | Credits4 | Prerequisites | Spring✔ | Fall | Last Offered2025 Spring |
CourseORIE 5630: Operations Research Tools for Financial Engineering | Credits4 | PrerequisitesMATH 2940, ENGRD 2700, ORIE 3500, ORIE 3120. | Spring | Fall✔ | Last Offered2024 Fall |
Course(First time offered since Fall 2023!)ORIE 5650: Quantitative Methods of Financial Risk Management | Credits3 | Prerequisites | Spring | Fall | Last Offered2025 Spring |