Programma

The course focuses on the fundamental aspects of mathematical programming theory and algorithms. Main topics are organized according to the following learning units.

Unit 1 - Applied Aspects (30 hours)
1.a (15 hours) Modeling techniques through mathematical programming in the context of financial problems and data analysis.

1.b (15 hours) How to practically solve problems’ models (via Python).

Unit 2 - Theory (30 hours)
2.a Theoretical properties concerning linear and (convex) nonlinear programming problems.

2.b Main algorithms for linear and nonlinear programming problems.

Testi Adottati

Brinkhuis J., Tikhomirov V. (2005) Optimization: insights and applications (Princeton University Press)

Hillier F.S., Lieberman G.J. (2015) Introduction to Operations Research (McGraw-Hill Education)

Cherkassky V., Mulier F.M. (2007) Learning from data: concepts, theory, and methods (John Wiley & Sons)

Cornuejols G., Tütüncü R. (2006) Optimization methods in finance (Cambridge University Press)





Modalità Erogazione

By virtue of its very applied nature, the course is organized in: - computer lab activities; - exercise sessions; - case study analyses. Within a flipped classroom framework, students are encouraged to participate directly and actively in the learning process in a cooperative, as well as competitive environment. The active attitude throughout the lessons is in turn instrumental for the students to better internalize and independently elaborate the underlying elementary meaning that is behind the main mathematical concepts.

Modalità Valutazione

Ongoing evaluation approach: to stimulate an active attitude throughout the course, the students’ behaviour during the classes and willingness to participate in learning activities are taken into account in the evaluation process: more specifically, students who make themselves noteworthy in a positive way (by, e.g., a proactive participation or an excellent effort evident in office hours) are rewarded with positive marks that will contribute to the final grade. Exams: computer-based mid-term exam: to ascertain the comprehension of basic modeling techniques, and the understanding of computer softwares fundamental tools. Final written exam followed by a brief discussion of students’ scripts. It consists of: - written questions (on theoretical aspects); - exercises to be solved. The aim is to verify how the students are able to elaborate independently the main topics of the course, and to rely on mathematical programming techniques and computer software to practically deal with real-world problems in finance and data analysis.

Programma

The course focuses on the fundamental aspects of mathematical programming theory and algorithms. Main topics are organized according to the following learning units.

Unit 1 - Applied Aspects (30 hours)
1.a (15 hours) Modeling techniques through mathematical programming in the context of financial problems and data analysis.

1.b (15 hours) How to practically solve problems’ models (via Python).

Unit 2 - Theory (30 hours)
2.a Theoretical properties concerning linear and (convex) nonlinear programming problems.

2.b Main algorithms for linear and nonlinear programming problems.

Testi Adottati

Brinkhuis J., Tikhomirov V. (2005) Optimization: insights and applications (Princeton University Press)

Hillier F.S., Lieberman G.J. (2015) Introduction to Operations Research (McGraw-Hill Education)

Cherkassky V., Mulier F.M. (2007) Learning from data: concepts, theory, and methods (John Wiley & Sons)

Cornuejols G., Tütüncü R. (2006) Optimization methods in finance (Cambridge University Press)





Modalità Erogazione

By virtue of its very applied nature, the course is organized in: - computer lab activities; - exercise sessions; - case study analyses. Within a flipped classroom framework, students are encouraged to participate directly and actively in the learning process in a cooperative, as well as competitive environment. The active attitude throughout the lessons is in turn instrumental for the students to better internalize and independently elaborate the underlying elementary meaning that is behind the main mathematical concepts.

Modalità Valutazione

Ongoing evaluation approach: to stimulate an active attitude throughout the course, the students’ behaviour during the classes and willingness to participate in learning activities are taken into account in the evaluation process: more specifically, students who make themselves noteworthy in a positive way (by, e.g., a proactive participation or an excellent effort evident in office hours) are rewarded with positive marks that will contribute to the final grade. Exams: computer-based mid-term exam: to ascertain the comprehension of basic modeling techniques, and the understanding of computer softwares fundamental tools. Final written exam followed by a brief discussion of students’ scripts. It consists of: - written questions (on theoretical aspects); - exercises to be solved. The aim is to verify how the students are able to elaborate independently the main topics of the course, and to rely on mathematical programming techniques and computer software to practically deal with real-world problems in finance and data analysis.

Programma

The course focuses on the fundamental aspects of mathematical programming theory and algorithms. Main topics are organized according to the following learning units.

Unit 1 - Applied Aspects (30 hours)
1.a (15 hours) Modeling techniques through mathematical programming in the context of financial problems and data analysis.

1.b (15 hours) How to practically solve problems’ models (via Python).

Unit 2 - Theory (30 hours)
2.a Theoretical properties concerning linear and (convex) nonlinear programming problems.

2.b Main algorithms for linear and nonlinear programming problems.

Testi Adottati

Brinkhuis J., Tikhomirov V. (2005) Optimization: insights and applications (Princeton University Press)

Hillier F.S., Lieberman G.J. (2015) Introduction to Operations Research (McGraw-Hill Education)

Cherkassky V., Mulier F.M. (2007) Learning from data: concepts, theory, and methods (John Wiley & Sons)

Cornuejols G., Tütüncü R. (2006) Optimization methods in finance (Cambridge University Press)





Modalità Erogazione

By virtue of its very applied nature, the course is organized in: - computer lab activities; - exercise sessions; - case study analyses. Within a flipped classroom framework, students are encouraged to participate directly and actively in the learning process in a cooperative, as well as competitive environment. The active attitude throughout the lessons is in turn instrumental for the students to better internalize and independently elaborate the underlying elementary meaning that is behind the main mathematical concepts.

Modalità Valutazione

Ongoing evaluation approach: to stimulate an active attitude throughout the course, the students’ behaviour during the classes and willingness to participate in learning activities are taken into account in the evaluation process: more specifically, students who make themselves noteworthy in a positive way (by, e.g., a proactive participation or an excellent effort evident in office hours) are rewarded with positive marks that will contribute to the final grade. Exams: computer-based mid-term exam: to ascertain the comprehension of basic modeling techniques, and the understanding of computer softwares fundamental tools. Final written exam followed by a brief discussion of students’ scripts. It consists of: - written questions (on theoretical aspects); - exercises to be solved. The aim is to verify how the students are able to elaborate independently the main topics of the course, and to rely on mathematical programming techniques and computer software to practically deal with real-world problems in finance and data analysis.

Programma

The course focuses on the fundamental aspects of mathematical programming theory and algorithms. Main topics are organized according to the following learning units.

Unit 1 - Applied Aspects (30 hours)
1.a (15 hours) Modeling techniques through mathematical programming in the context of financial problems and data analysis.

1.b (15 hours) How to practically solve problems’ models (via Python).

Unit 2 - Theory (30 hours)
2.a Theoretical properties concerning linear and (convex) nonlinear programming problems.

2.b Main algorithms for linear and nonlinear programming problems.

Testi Adottati

Brinkhuis J., Tikhomirov V. (2005) Optimization: insights and applications (Princeton University Press)

Hillier F.S., Lieberman G.J. (2015) Introduction to Operations Research (McGraw-Hill Education)

Cherkassky V., Mulier F.M. (2007) Learning from data: concepts, theory, and methods (John Wiley & Sons)

Cornuejols G., Tütüncü R. (2006) Optimization methods in finance (Cambridge University Press)





Modalità Erogazione

By virtue of its very applied nature, the course is organized in: - computer lab activities; - exercise sessions; - case study analyses. Within a flipped classroom framework, students are encouraged to participate directly and actively in the learning process in a cooperative, as well as competitive environment. The active attitude throughout the lessons is in turn instrumental for the students to better internalize and independently elaborate the underlying elementary meaning that is behind the main mathematical concepts.

Modalità Valutazione

Ongoing evaluation approach: to stimulate an active attitude throughout the course, the students’ behaviour during the classes and willingness to participate in learning activities are taken into account in the evaluation process: more specifically, students who make themselves noteworthy in a positive way (by, e.g., a proactive participation or an excellent effort evident in office hours) are rewarded with positive marks that will contribute to the final grade. Exams: computer-based mid-term exam: to ascertain the comprehension of basic modeling techniques, and the understanding of computer softwares fundamental tools. Final written exam followed by a brief discussion of students’ scripts. It consists of: - written questions (on theoretical aspects); - exercises to be solved. The aim is to verify how the students are able to elaborate independently the main topics of the course, and to rely on mathematical programming techniques and computer software to practically deal with real-world problems in finance and data analysis.

Programma

The course focuses on the fundamental aspects of mathematical programming theory and algorithms. Main topics are organized according to the following learning units.

Unit 1 - Applied Aspects (30 hours)
1.a (15 hours) Modeling techniques through mathematical programming in the context of financial problems and data analysis.

1.b (15 hours) How to practically solve problems’ models (via Python).

Unit 2 - Theory (30 hours)
2.a Theoretical properties concerning linear and (convex) nonlinear programming problems.

2.b Main algorithms for linear and nonlinear programming problems.

Testi Adottati

Brinkhuis J., Tikhomirov V. (2005) Optimization: insights and applications (Princeton University Press)

Hillier F.S., Lieberman G.J. (2015) Introduction to Operations Research (McGraw-Hill Education)

Cherkassky V., Mulier F.M. (2007) Learning from data: concepts, theory, and methods (John Wiley & Sons)

Cornuejols G., Tütüncü R. (2006) Optimization methods in finance (Cambridge University Press)





Modalità Erogazione

By virtue of its very applied nature, the course is organized in: - computer lab activities; - exercise sessions; - case study analyses. Within a flipped classroom framework, students are encouraged to participate directly and actively in the learning process in a cooperative, as well as competitive environment. The active attitude throughout the lessons is in turn instrumental for the students to better internalize and independently elaborate the underlying elementary meaning that is behind the main mathematical concepts.

Modalità Valutazione

Ongoing evaluation approach: to stimulate an active attitude throughout the course, the students’ behaviour during the classes and willingness to participate in learning activities are taken into account in the evaluation process: more specifically, students who make themselves noteworthy in a positive way (by, e.g., a proactive participation or an excellent effort evident in office hours) are rewarded with positive marks that will contribute to the final grade. Exams: computer-based mid-term exam: to ascertain the comprehension of basic modeling techniques, and the understanding of computer softwares fundamental tools. Final written exam followed by a brief discussion of students’ scripts. It consists of: - written questions (on theoretical aspects); - exercises to be solved. The aim is to verify how the students are able to elaborate independently the main topics of the course, and to rely on mathematical programming techniques and computer software to practically deal with real-world problems in finance and data analysis.

Programma

The course focuses on the fundamental aspects of mathematical programming theory and algorithms. Main topics are organized according to the following learning units.

Unit 1 - Applied Aspects (30 hours)
1.a (15 hours) Modeling techniques through mathematical programming in the context of financial problems and data analysis.

1.b (15 hours) How to practically solve problems’ models (via Python).

Unit 2 - Theory (30 hours)
2.a Theoretical properties concerning linear and (convex) nonlinear programming problems.

2.b Main algorithms for linear and nonlinear programming problems.

Testi Adottati

Brinkhuis J., Tikhomirov V. (2005) Optimization: insights and applications (Princeton University Press)

Hillier F.S., Lieberman G.J. (2015) Introduction to Operations Research (McGraw-Hill Education)

Cherkassky V., Mulier F.M. (2007) Learning from data: concepts, theory, and methods (John Wiley & Sons)

Cornuejols G., Tütüncü R. (2006) Optimization methods in finance (Cambridge University Press)





Modalità Erogazione

By virtue of its very applied nature, the course is organized in: - computer lab activities; - exercise sessions; - case study analyses. Within a flipped classroom framework, students are encouraged to participate directly and actively in the learning process in a cooperative, as well as competitive environment. The active attitude throughout the lessons is in turn instrumental for the students to better internalize and independently elaborate the underlying elementary meaning that is behind the main mathematical concepts.

Modalità Valutazione

Ongoing evaluation approach: to stimulate an active attitude throughout the course, the students’ behaviour during the classes and willingness to participate in learning activities are taken into account in the evaluation process: more specifically, students who make themselves noteworthy in a positive way (by, e.g., a proactive participation or an excellent effort evident in office hours) are rewarded with positive marks that will contribute to the final grade. Exams: computer-based mid-term exam: to ascertain the comprehension of basic modeling techniques, and the understanding of computer softwares fundamental tools. Final written exam followed by a brief discussion of students’ scripts. It consists of: - written questions (on theoretical aspects); - exercises to be solved. The aim is to verify how the students are able to elaborate independently the main topics of the course, and to rely on mathematical programming techniques and computer software to practically deal with real-world problems in finance and data analysis.

Programma

The course focuses on the fundamental aspects of mathematical programming theory and algorithms. Main topics are organized according to the following learning units.

Unit 1 - Applied Aspects (30 hours)
1.a (15 hours) Modeling techniques through mathematical programming in the context of financial problems and data analysis.

1.b (15 hours) How to practically solve problems’ models (via Python).

Unit 2 - Theory (30 hours)
2.a Theoretical properties concerning linear and (convex) nonlinear programming problems.

2.b Main algorithms for linear and nonlinear programming problems.

Testi Adottati

Brinkhuis J., Tikhomirov V. (2005) Optimization: insights and applications (Princeton University Press)

Hillier F.S., Lieberman G.J. (2015) Introduction to Operations Research (McGraw-Hill Education)

Cherkassky V., Mulier F.M. (2007) Learning from data: concepts, theory, and methods (John Wiley & Sons)

Cornuejols G., Tütüncü R. (2006) Optimization methods in finance (Cambridge University Press)





Modalità Erogazione

By virtue of its very applied nature, the course is organized in: - computer lab activities; - exercise sessions; - case study analyses. Within a flipped classroom framework, students are encouraged to participate directly and actively in the learning process in a cooperative, as well as competitive environment. The active attitude throughout the lessons is in turn instrumental for the students to better internalize and independently elaborate the underlying elementary meaning that is behind the main mathematical concepts.

Modalità Valutazione

Ongoing evaluation approach: to stimulate an active attitude throughout the course, the students’ behaviour during the classes and willingness to participate in learning activities are taken into account in the evaluation process: more specifically, students who make themselves noteworthy in a positive way (by, e.g., a proactive participation or an excellent effort evident in office hours) are rewarded with positive marks that will contribute to the final grade. Exams: computer-based mid-term exam: to ascertain the comprehension of basic modeling techniques, and the understanding of computer softwares fundamental tools. Final written exam followed by a brief discussion of students’ scripts. It consists of: - written questions (on theoretical aspects); - exercises to be solved. The aim is to verify how the students are able to elaborate independently the main topics of the course, and to rely on mathematical programming techniques and computer software to practically deal with real-world problems in finance and data analysis.

Programma

The course focuses on the fundamental aspects of mathematical programming theory and algorithms. Main topics are organized according to the following learning units.

Unit 1 - Applied Aspects (30 hours)
1.a (15 hours) Modeling techniques through mathematical programming in the context of financial problems and data analysis.

1.b (15 hours) How to practically solve problems’ models (via Python).

Unit 2 - Theory (30 hours)
2.a Theoretical properties concerning linear and (convex) nonlinear programming problems.

2.b Main algorithms for linear and nonlinear programming problems.

Testi Adottati

Brinkhuis J., Tikhomirov V. (2005) Optimization: insights and applications (Princeton University Press)

Hillier F.S., Lieberman G.J. (2015) Introduction to Operations Research (McGraw-Hill Education)

Cherkassky V., Mulier F.M. (2007) Learning from data: concepts, theory, and methods (John Wiley & Sons)

Cornuejols G., Tütüncü R. (2006) Optimization methods in finance (Cambridge University Press)





Modalità Erogazione

By virtue of its very applied nature, the course is organized in: - computer lab activities; - exercise sessions; - case study analyses. Within a flipped classroom framework, students are encouraged to participate directly and actively in the learning process in a cooperative, as well as competitive environment. The active attitude throughout the lessons is in turn instrumental for the students to better internalize and independently elaborate the underlying elementary meaning that is behind the main mathematical concepts.

Modalità Valutazione

Ongoing evaluation approach: to stimulate an active attitude throughout the course, the students’ behaviour during the classes and willingness to participate in learning activities are taken into account in the evaluation process: more specifically, students who make themselves noteworthy in a positive way (by, e.g., a proactive participation or an excellent effort evident in office hours) are rewarded with positive marks that will contribute to the final grade. Exams: computer-based mid-term exam: to ascertain the comprehension of basic modeling techniques, and the understanding of computer softwares fundamental tools. Final written exam followed by a brief discussion of students’ scripts. It consists of: - written questions (on theoretical aspects); - exercises to be solved. The aim is to verify how the students are able to elaborate independently the main topics of the course, and to rely on mathematical programming techniques and computer software to practically deal with real-world problems in finance and data analysis.