The ORFE program places a strong emphasis on quantitative methods and mathematical modeling. Students in ORFE develop a unique set of skills that build upon a solid foundation in probability, statistics, and optimization. The theoretical foundations of ORFE are of central importance in many complex problems in engineering and science. Students and faculty in ORFE work in a broad range of application areas, such as finance, energy, health, risk analysis, biostatistics, genomics, machine learning, operations research, stochastic networks, signal and image processing, automated vehicle control systems, optimal design of engineered systems, and homeland security.
1、财务数据的统计分析
2、指导研究1
3、指导研究2
4、线性和非线性优化
5、统计理论与方法
6、概率论
7、金融风险管理
8、金融数学的PDE方法
9、随机分析研讨会
10、特别专题投资学：风险规避优化
11、资产定价1：定价模型和衍生品
