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IEOR E4007
G. Iyengar
October 20th, 2016
IEOR E4007 Midterm
Instructions :
160pts
1. There are 3 questions in all.
2. You have 1 hour and 55 minutes to do the exam.
3. The exam is a closed book; but y
Saturday 7th October, 2017
IEOR 4007
Homework #3 - Solutions
1
Modified Version of Short Term Financing Example in Section 3.1 of Optimization
Methods in Finance
Everything else is the same as in the
IEOR E4007
G. Iyengar
October 20th, 2016
IEOR E4007 Midterm
Instructions :
160pts
1. There are 3 questions in all.
2. You have 1 hour and 55 minutes to do the exam.
3. The exam is a closed book; but y
IEOR E4007 Recitation 5
Min-hwan Oh
October 13, 2017
IEOR Department, Columbia University
Convex functions
Denition
1. A function f : Rn R is called convex if for every x, y Rn , and
every [0, 1], we
IEOR E4007 Opt Methods & Models for FE
TA: Shuangyu Wang, Fall 2017
Midterm Review
1
What is Linear Programming(LP)?
linear objective: min / max cT x
linear constraints: Ax , =, b
2
Formulation/Stan
IEOR E4007 Opt Methods & Models for FE
TA: Shuangyu Wang, Fall 2017
Recitation 2
1
Homework 2
2
Geometry of Linear Programming
Standard form LP:
max cT x
s.t. Ax = b
x0
(1)
Convert problems into stand
Duality & Sensitivity Analysis
Shuangyu Wang
October 6, 2017
Shuangyu Wang
Duality & Sensitivity Analysis
Motivation of Duality
Consider a general linear programming:
(P) : max z(x) = c T x
Ax b
x 0
A
IEOR 4007
Tuesday, Oct. 17th, 2017
Homework #5 - Solutions
1
Option pricing in incomplete markets
Consider an single-period incomplete market with n = 10 securities and m = 20 states at time
t = 1. Th
IEOR E4007
G. Iyengar
September 28, 2017
Homework #3
Due: Wednesday, October 4th.
Hand in your formulations in class and submit your codes online in Vocareum.
1. Modified version of short term financi
IEOR E4650: Business Analytics
Fall 2017
Professor Jacob Leshno
Assignment 2: Model Selection
Due date: October 6, 11:59pm
Attention: Please prepare two files for each homework assignment: a .pdf file
IEOR E4650: Business Analytics
Fall 2016
Professor Jacob Leshno
Assignment 1: Linear Regression
Due date: September 22, 11:59pm
Attention: Please prepare two files for each homework assignment: a .pdf
IEOR 4650: Business Analytics
Fall 2017
Professor Jacob Leshno
Assignment 3: Classification Methods
Due date: Monday Oct 23, 11:59pm
Attention: Please prepare two files for each homework assignment: a
IEOR E3608 Intro to Mathematical Programming TA: Xingyu Zhang, Mingxian Zhong, Fall 2017
Solution to Assignment 3
1. Problem 4, part(a) only from Chapter 1 of BHM:
Solution:
Let x1 denote the number o
IEOR 3608 -Fundations of Optimization
Assignment 4 Solutions
Problem 1
We first write it in standard form
max
10x1 15x2
s.t. 2x1 + x2 + s1 = 16
x1 + x2 = 10
2x1 + 6x2 s2 = 40
x1 , x2 , s1 , s2 0
To f
IEOR E3608 Intro to Mathematical Programming TA: Xingyu Zhang, Mingxian Zhong, Fall 2017
Solution to Assignment 1
1. Problems 1 and 2, page 55 of WV.
Solution:
Let x1 be the acres of corn and x2 be th
IEOR 3608 -Fundations of Optimization
Assignment 2 Solution
Problem 1
Let x1 , x2 , x3 , x4 be the number of hours she spend on course 1,2,3,4.
maximize
4
X
(ei + pi xi )
i=1
subject to
x1 + x2 + x3 +
Corporate Finance for Engineers
Minicase: Ratio Analysis at S&S Air, Inc.
Due at the beginning of class (7:00pm), 9/21 in hard copy format
Chris Guthrie was recently hired by S&S Air, Inc., to assist
Homework 2
Chapter 4 mini-case - S&S Air long term financial planning
Note: data is based on S&S Air financial reports in homework 1
Hard copy due Thursday 9/28, 7pm
1. Calculate the internal growth r
Corporate Finance for Engineers IEOR 4003
Homework set 3 - due in hard copy format on Thursday 10/5,
7pm
1. The Hegel Company is considering operating in a new market area
at an initial cost of
$100,0
IEOR 3106: Stochastic systems and applications.
Fall 2017, Professor Possama.
Homework assignment 4 (solutions): Tuesday, October 3, 2017 (due on
Tuesday, October 10).
The following exercises correspo
IEOR 3106: Stochastic systems and applications.
Fall 2017, Professor Possama.
Homework assignment 1 (Solutions): Tuesday, September 5, 2017 (due on
Tuesday, September 12).
Exercise 1
A coin is to be t
IEOR 3106: Stochastic systems and applications.
Fall 2017, Professor Possama.
Homework assignment 2 (solutions): Tuesday, September 12, 2017 (due on
Tuesday, September 19).
The following exercises cor
IEOR 3106: Stochastic systems and applications.
Fall 2017, Professor Possama.
Homework assignment 3 (solutions): Tuesday, September 19, 2017 (due on
Friday, September 29).
The following exercises corr
IEOR 3106: Stochastic systems and applications.
Fall 2017, Professor Possama.
Homework assignment 4: Tuesday, October 3, 2017 (due on Tuesday, October
10).
The following exercises correspond to Chapte
Last updated Monday 11 September 2017 13:28 GMT
Home Work 1: given out Sept 7, due (beginning of class) Sept 14
1. Let E1 exp(1 ), E2 exp(2 ) be two independent exponential random variables. Recall th
IEOR 3106, HMWK 6, Professor Sigman
1. A stock has an initial price of S0 = 40. Sn denotes the price at time n, where we assume
the binomial lattice model with parameters
u = 1.25
d = 1.01
p = 0.55.
(
Group Paper One
In this paper your group analyzes an industry of your choosing and identify some problems
worth solving in it. It is a precursor to the second group paper in which you will propose