IE 420 HW6
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Score_
Requirements
1. Credits are only given to solutions with sufficient details.
2. Keep 4 digits after the decimal point in your numerical solutions.
1.
(5 Points) Consider a universe of two risky assets only, whose details are given
Project, IE 420 Financial Engineering, Spring 2017
You must upload your report (with codes, in a single pdf file) to http:/compass2g.illinois.edu before 11am on
Thursday 4/20/2016. Half or all points will be taken off of a late project.
Combine your rep
IE 420 HW1
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Score_
Requirements
Credits are only given to solutions with detailed derivations/calculations.
Print out (double-sided if possible) on a piece of A4 paper and work on that.
Read the remaining slides in Lecture Notes #1. Read Chapter 1
IE 420 HW7
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Credits are only given to solutions with sufficient details.
1.
(5 points) Download Amazons daily adjusted price from 1/1/2014 to 12/31/2015. Assume a geometric
Brownian motion model for Amazons price. Estimate the expected rate of
IE 420 HW2
Name_
Score_
Requirements
1. Credits are only given to solutions with detailed derivations/calculations.
2. Print out (double-sided if possible) on a piece of A4 paper and work on that.
Keep 4 digits after the decimal point in your solutions.
1
IE 420 HW3
Name_
Score_
Requirements
1. Credits are only given to solutions with detailed derivations/calculations.
2. Print out (double-sided if possible) on a piece of A4 paper and work on that.
Keep 4 digits after the decimal point in your solutions.
1
IE 420 HW4
Name_
Score_
Requirements
1. Credits are only given to solutions with detailed derivations/calculations.
2. Print out (double-sided if possible) on a piece of A4 paper and work on that.
Keep 4 digits after the decimal point in your solutions.
1
Essay
Essays must be uploaded to http:/compass2g.illinois.edu before 11am on Thursday
3/16/2017. Half or all points will be taken off of a late essay.
Write an essay on a financial subject of your own interest (preferred) or from the list
below.
Credits a
Introduo ao Software R
Aluno:Andr Provenzano Naveiro
Orientador: Fernando Cyrino
Co-Orientador: Paula Maaira
Introduo
O R uma linguagem para manipular objetos, servindo como meio para o desenvolvimento integrado de
clculos estatsticos e grficos. uma lingu
A produo sempre foi uma caracterstica intrnseca ao Homem, e por isso, a
engenharia de mtodos acompanhou sua evoluo ao longo da Histria. O seu
desenvolvimento se deu a partir de novos paradigmas, que solucionavam gargalos
existentes, e por isso se mostrava
HIGIENE E SEGURANA DO TRABALHO ENG1520
Avaliao do Ambiente de Trabalho da Coordenao Central
de Estgios e Servios Profissionais da PUC-Rio (CCESP)
GRUPO:
PROFESSORA:
Andr Naveiro 1410559
Thas Helena de Lima Nunes
Leonardo Helal 1411488
Luiz Fernando Guedes
IE 398
Spring 2017
Professor Linwei Xin
Assignment 6
1. Consider a service system that has two identical servers working in parallel. When both
servers are busy, an arriving customer waits in a queue, whose capacity is assumed to be
infinite. The queue is
O ritmo de desenvolvimento da sociedade sempre foi pautado em sua capacidade de inovar.
Cabe ressaltar a diferena entre a inovao e a inveno: enquanto esta qualquer nova ideia
ou evoluo criada pelo intelecto humano, aquela se caracteriza como uma ideia que
e451c17109fe6ef4c69f687e4ccde6d78c48d516
Carrier Origin Destination Departure Delay Arrival Delay Total Delay Delay Status
AA
JFK
LAS
-5
-23
-28 N
AA
SFO
ORD
-5
-27
-32 N
AA
SFO
ORD
-1
-26
-27 N
AA
SFO
ORD
-9
-30
-39 N
AA
SFO
ORD
-9
-9
-18 N
AA
SFO
ORD
-6
5eaa26e1bd678e5105ccfe0d845f3a9db5a77767
Carrier
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
AA
Origin
JFK
SFO
SFO
SFO
SFO
SFO
SFO
SFO
SFO
SFO
SFO
c81499f18674dd524b8b8e761d79a03064d6b7f7
11/1/2015
AA
111 ORD LAX
1709
-1 1952
2 283
11/1/2015
AA
1092 ORD LAX
2021
-4 2243 -20 262
11/1/2015
AA
1081 ORD LAX
841
-4 1052 -33 251
11/1/2015
AA
1243 ORD LAX
705
-5
11/1/2015
AA
1358 ORD LAX
1508
-2 1739 -10 2
CASE STUDY: FASTEST AIRLINES (PART 1)
1. Objectives
The purpose of this study is to become familiarize with Python to perform basic data analysis.
There are many ways to assess the quality of an airline. You will learn how to assess airlines
based on hist
IE 300 HW6
Yuanling Gan
Coin Toss Experiment
An experiment: 100 tosses of a fair coin and
record the number of heads
Random variable X = the number of heads
in 100 coin tosses, each coin toss is a
Bernoulli Distribution p=0.5
Sample space: 0, 1, 2, , 100
Announcements
1.
2.
3.
4.
5.
Midterm during lecture hours (12:30-1:50pm) on Thu, Mar 17
Review problems posted in compass2g
Topics will include everything covered until (including)
the Assignment Problem
No cheat sheets allowed during the midterm
Seating
Plan for today
If no entering variable, optimum
reached
If no leaving variable, unbounded.
Recap: Transportation Problem, Solution method: Stage 1
Basic Feasible Solution for the Transportation Problem
Stage 2: Iterate to optimal solution
Unbalanced
Topic for the week
Dynamic Programming
Example 2: Project Assistant Allocation
Example 3: Employment Scheduling
Announcement
Homeworks are due on
Tuesdays henceforth
(Continuous decisions and states)
Example 4: Reject Allowance
(Decision dependent pro
Plan for the day
Announcement
Submit your homework
Dynamic Programming
Example 3: Employment Scheduling
before this slide disappears
(Continuous decisions and states)
Example 4: Reject Allowance
(Decision dependent probabilistic state transitions)
Exa
Topic for the week
Dynamic Programming
Example 1: Stagecoach
Terminologies
Announcement
Homeworks are due on
Tuesdays henceforth
Example 2: Project Assistant Allocation
Example 3: Employment Scheduling
(Continuous decisions and states)
Example 4: Re
INTRODUCTION
What is Operations Research
Operations Research (OR)
scientific approach to decision making
seeks to determine how best to design and operate a system
under conditions requiring the allocation of scarce resources
Provides a set of algori
Plan for today: Simplex Method
Example
Limitations
Simplex Method in Algebraic Form
Simplex Method in Tabular Form
Recap
Simplex Method: overview
Initialization
transform the original LP into the augmented LP, determine basic and non-basic variables
Topic for this week: Duality
Recap
SHADOW PRICES
Recap
Example
Example (from first lecture)
Company makes two products: glass door sells for $3 per batch, window sells for $5 per batch.
Working hours needed and the total hours available are given below:
d
Plan for today
Assignment Problem, Hungarian Algorithm
Network Optimization Models
Terminologies
Minimum Spanning Tree Problem
Announcements
3.
Midterm during lecture hours (12:30-1:50pm) on Thu, Mar 17
Review problems posted in compass2g
Topics will