MAT-5830: Applied Time Series. (3 Credits) - Time series models, moving average models, autoregressive models, non-stationary models, and more general models; point estimators, confidence intervals, and forecast in the time domain. Statistical analysis in the frequency domain; spectral density and periodogram.
MAT-6840: Linear Statistical Models. (3 Credits) - Multivariate linear regression models, examples; least square estimates and system of normal equations; the Gauss-Markov theorem; hypothesis testing about regression coefficients; confidence intervals and regions; prediction; model selection, stepwise regression. Analysis of variances (ANOVA).
ECO-7100: Econometrics I. (4 Credits) - Probability and statistics: moment generating functions, common families of statistical distributions, multiple random variables and properties of a random sample. Estimation and hypothesis testing: method of moments, generalized method of moments, maximum likelihood estimators, instrumental variable estimators, Bayes estimators, likelihood ratio tests, finite sample properties and asymptotic properties of OLS.
ECO-7110: Econometrics II. (4 Credits) - Modeling and estimation: generalized least squares, panel data models (fixed effects and random effects), system of equations (endogeneity, identification), models with discrete dependent variables (probit, logit), models with limited dependent variables (truncation, censoring), stationary time-series (ARMA), vector-autoregression (VAR, VMA), non-stationary time-series (unit roots, cointegration).
ECO-7120: Econometrics III. (4 Credits) - Advanced economic techniques in microeconomics and macroeconomics. In the first half of the course, emphasis on specification, estimation, interpretation, and testing of microeconomic models. The second half will cover statistical models for the analysis of economic time series data, with applications in macroeconomics and finance.
CS-5270: Computer Systems Security. (3 Credits) - Fundamental technologies for enabling an e-society which is more predictable, more accountable, and less vulnerable to attacks. Covers three components: security requirements and protocols, cryptography algorithms, and case studies.
CS-6110 Software Engineering. (3 Credits) - Software process models; advanced software system design; software project management; software analysis; testing and performance analysis; software maintenance; reverse engineering; software reuse; software metrics; object-oriented development.
CS-6220: Parallel Computing I: Programming. (4 Credits) - Parallel computing concepts, examples of parallel computers, parallelism in algorithms / data / programs, experiences with state of the art parallel computers.
CS-6580: Design and Analysis of Algorithms. (3 Credits) - Best case, worst case, and expected case complexity analysis; asymptotic approximations; solutions of recurrence equations; probabilistic techniques; divide-and-conquer; the greedy approach; dynamic programming; branch and bound; NP-completeness; parallel algorithms.
CS-6710: Database Management Systems I. (3 Credits) - Data models, normal forms, relational systems and SQL, query optimization, object-oriented systems, object-relational systems, student Oracle project.
CS-6800: Artificial Intelligence I. (3 Credits) - Basic concepts; topics include: recursive problem solving, knowledge representation using semantic networks and frames, state space search methods, planning and problem solving, game playing and adversarial search methods, rules and production systems (RETE networks), constraint satisfaction techniques and applications, optimization algorithms including genetic algorithms, logic programming. Implementation in Lisp and Prolog.
CS-7220: Parallel Computing II: Algorithms and Applications. (4 Credits) - Problems in parallel algorithms: design, analysis, complexity. Cluster and grid computing: tools, programming, and applications.
CS-7260: Distributed Systems. (3 Credits) - Models of distributed systems, distributed synchronization, algorithms, consistency and replication models and algorithms, fault-tolerance in distributed systems.
CS-7810: Data Mining: Algorithms and Applications. (3 Credits) - Application of various basic/advanced data mining techniques to real-world problems.
CS-7825: Machine Learning. (3 Credits) - Graduate standing in computer science. Supervised learning including regression, kernel-based, tree-based, probability model based and ensemble learning; unsupervised learning including distance based and model based; Markov Chain Monte Carlo (MCMC) methods; graphical models; current topics from literature.
IE-7325: Supply Chain Management. (4 Credits) - Fundamental theories and concepts in design and management of supply chains. Theories and applications of mathematical models in SCM. Logistics, advanced strategic and tactical planning, extended enterprise integration.
IE-7860: Intelligent Analytics. (4 Credits) - Computational intelligence methods used to solve complex analytics problems and develop decision support systems. Project-centric approach with the goal of developing several analytics solutions for real-world problems.
ECE-7610: Advanced Parallel and Distributed Systems. (4 Credits) - Advanced topics in parallel and distributed computing, multicore and parallel architecture, communication, synchronization, parallel algorithms and programming, load balancing and scheduling, security.
ACC-7148: ERP Systems and Business Integration. (3 Credits) - Enterprise Planning (ERP) systems are the primary software packages for accounting, operational, and managerial activities of organizations. How ERP systems integrate and coordinate business processes and the management of the organization. Extensive hands-on use of popular software packages for key business activities such as sales, procurement, and production. Material Fee as indicated in Schedule of Classes.
ACC-7280: Accounting Data Analytics. (3 Credits) - Introduces concepts, techniques, and software applications used to analyze accounting and related data to support financial decision-making and planning. These data are generated both within and outside the organization.
GSC-7620: Global Supply Chain Management. (3 Credits) - Introduction to global supply chain management, integrating materials management and physical distribution through the investigation of transportation, inventory, handling and storage, acquisition, order processing and facility location subsystems.
ISM-7996: Principles for Customer Relationship Management. (3 Credits) - Investigation of the antecedents and consequences of implementing a customer-relationship management strategy. The course will provide students with insight on: What CRM and its conceptual foundations are; How CRM forces the interaction between corporate strategy, organizational structure, supply chain, and customer facing front end; The role of measuring and managing customer satisfaction, customer loyalty and customer profitability; Hands-on application with salesforce.com.