CO 372 - Winter 2013
Solutions for Assignment 1
Due date (Friday) January 25, 2013, at 11:30am (sharp)
Total marks for this assignment: 54
Question 1 [Marks 3+3+2+1=9]
In this question, let 1 , 2 be the last two digits of your student id.
Suppose you are

October 8, 2013
CO 372: Problem Set 2
DUE: Tuesday, October 15
Assignment Guidelines: The current TA, the current course instructor, the course notes, and the
lectures, are your sources for help. Do not seek help from other written sources or the internet

CO 372 - Winter 2013
Assignment 3
Due date (Monday) March 4, 2013, at 11:30am (sharp)
Total marks for this assignment: 68
Assignment Submissions:
Regular Submissions: If you choose to submit a printout, then you need to leave
your manuscript in CS BOX 3

November 14, 2013
CO 372: Problem Set 4
DUE: Thursday, November 21
Assignment Guidelines: The current TA, the current course instructor, the course notes, and the
lectures, are your sources for help. Do not seek help from other written sources or the inte

University of Waterloo
CO 372 - Portfolio Optimization Models
Winter 2013
Midterm Examination
Surname:
First Name:
Id.#:
Instructor
Konstantinos Georgiou
Date of Exam
February 25, 2013
Duration of exam
1 hour & 45 mins
Number of Exam Pages
(cover page inc

September 24, 2013
CO 372: Problem Set 1
DUE: Tuesday, October 1
Assignment Guidelines: The current TA, the current course instructor, the course notes, and the
lectures, are your sources for help. Do not seek help from other written sources or the intern

MSCI 436: Decision Support Systems
Week 4: Modeling and Analysis(Chapter 4)
RashaKashef
Winter, 2014
Learning Objectives
Modeling
Describe how to structure a linear
programming model
Describe how to handle multiple goals
Explain what is meant by sensitivi

MSCI 436: Decision Support Systems
Week 1: Introduction to DSS (Chapter 1)
RashaKashef
Winter, 2014
Simons Decision-Making Process
Decision Making Process
Managers usually make decisions by following a four-step process (a.k.a.
the scientific approach)
1.

MSCI 436: Decision Support Systems
Week 2: Decision Making, Systems, Modeling,
and Support (Chapter 2)
RashaKashef
Winter, 2014
Learning Objectives
Understand the conceptual foundations of
decision making
Understand the need for and the nature of
models i

Dealing With Uncertainty
CO372 Winter 2013
1
Computing Efficient Frontiers
Problem: [Balance Risk and Return (Bal-RR)] For a fixed parameter
: Expected return of asset i (estimated)
: Covariance matrix of assets (estimated)
Minimum
Variance
Portfolio
ESTI

Quadratic Optimization
with Mixed Constraints
(An Algorithm)
[chapter 6 in textbook]
CO372 Winter 2013
1
The Optimization Problem
We Are Solving
s.t.:
We will assume that
We will also assume that for all
the submatrix of
indexed by
active constraints is f

The Security Market Line
[chapter 6 in textbook, Section 3.2]
CO372 Winter 2013
1
In Today's Lecture
Fix
(Bal-RR):
New notation:
Let
denote the random variable whose value is
the return of asset i, i.e.
Let
denote the random variable whose value is
the re

Numerical Methods for
NL Optimization
with Linear Constraints
(Solution without Feasibility)
CO372 Winter 2013
A New Approach to Our Problem
subject to:
Our previous approach: Solve
and reduce to
unconstrained optimization
(maintaining feasibility!)
New a

Chapter 2: Measuring Process Performance
In this chapter we want to look at measuring outputs and describing
the performance of the process by summarizing the data collected.
If we dont manage to understand the variation well this can lead to
odd behavi

STAT 372
Statistics for Business II
S15
Dina Dawoud
Overview
Chapter 1: Statistical Thinking
Chapter 2: Measuring Process Performance
Chapter 3: Control charts
Chapter 4: Forecasting
Chapter 5: Fundamentals of Experimental Plans
Chapter 6: Experimen

CO 372 - Winter 2013
Assignment 3
Due date (Monday) March 4, 2013, at 11:30am (sharp)
Total marks for this assignment: 68
Assignment Submissions:
Regular Submissions: If you choose to submit a printout, then you need to leave
your manuscript in CS BOX 3

University of Waterloo
CO 372 - Portfolio Optimization Models
Winter 2013
Midterm Examination
Surname:
First Name:
Id.#:
Instructor
Konstantinos Georgiou
Date of Exam
February 25, 2013
Duration of exam
1 hour & 45 mins
Number of Exam Pages
(cover page inc

CO372 Portfolio Optimization
Department of Combinatorics and Optimization
University of Waterloo
November 8, 2012
PORTFOLIO OPTIMIZATION Midterm 2
Extra notes for the solutions would be given in small green font.
Question 1. Total: 6 marks
(a) (3 marks) S

CO372 Portfolio Optimization
Department of Combinatorics and Optimization
University of Waterloo
October 11, 2012
PORTFOLIO OPTIMIZATION Midterm 1
Extra notes for the solutions would be given in small green font.
Question 1. Total: 6 marks
1
(a) (4 marks)

CO 372 - Winter 2013
Solutions for Assignment 1
Due date (Friday) January 25, 2013, at 11:30am (sharp)
Total marks for this assignment: 54
Question 1 [Marks 3+3+2+1=9]
In this question, let 1 , 2 be the last two digits of your student id.
Suppose you are

CO 372 - Winter 2013
Assignment 2
Due date (Monday) February 11, 2013, at 11:30am (sharp)
Total marks for this assignment: 50
Assignment Submissions:
Regular Submissions: If you choose to submit a printout, then you need to leave
your manuscript in CS BO

CO 372 - Winter 2013
Assignment 3
Due date (Monday) March 4, 2013, at 11:30am (sharp)
Total marks for this assignment: 68
Assignment Submissions:
Regular Submissions: If you choose to submit a printout, then you need to leave
your manuscript in CS BOX 3

CO 372 - Winter 2013
Assignment 5
Due date (Monday) April 8, 2013, at 11:30am (sharp)
Total marks for this assignment: 120 (perfect score is 60)
Assignment Submissions:
Regular Submissions: If you choose to submit a printout, then you need to leave
your

Chapter 3: Control Charts
Control charts (Shewart charts or process-behaviour charts) were
introduced in 1924 by W.A. Shewart, but were not used much until
later in the 1950s.
They are used in statistical process control as tools to determine if a
manuf

Instructions for Matlab
Step 1: Go to LEARN click on Course Materials click on Assignments.
You will see the le ch1 quest1 in the main window. Click on the upside down
triangle next to the le, from the drop down menu select Download.
Step 2: After downloa

September 10, 2013
Course Description
CO 372
Portfolio Optimization Models
CO 372
Instructor: Professor Thomas F. Coleman
Overview: This course is primarily concerned with the computational optimization methodologies
underlying portfolio problems in finan