Academics
Masters Program
. Details regarding requisite academic background can be found in the ISyE Graduate Handbook.
· Master of Science in Statistics (MSStat)
· Master of Science in Quantitative and Computational Finance(MSQCF)
MASTER OF SCIENCE IN OPERATIONS RESEARCH (MSOR)
CORE (15 hrs required)
- ISyE 6669 Deterministic Optimization
- ISyE 6650 Probabilistic Models and Their Applications
- ISyE 6644 Simulation
- Math 4261 Mathematical Statistics I
- CS/ISyE xxxx Computing*
TECHNICAL ELECTIVES (15 hrs)
Students will typically satisfy this requirement with 6000-level coursework that is traditionally identified with and clearly supports the stated degree concentration of "Operations Research". In addition to relevant ISyE offerings, courses may be taken in other fields such as computing, mathematics, and business. Selected courses at the 4000-level may be allowed subject to the approval of the student's advisor and the Associate Chair for Graduate Studies.
TOTAL REQUIRED HOURS 30
*Course to be selected from graduate-level offerings in the College of Computing or ISyE. Course should have significant computing content and must be approved by the student's advisor and the Director of Academic programs.
MASTER OF SCIENCE IN STATISTICS (MS Stat)
CORE (12 hrs required)
- Math 4261 Mathematical Statistics I
- Math 4262 Mathematical Statistics II
- ISyE 6414 Statistical Modeling and Regression Analysis
- ISyE 7400 Advanced Design of Experiments or ISyE 7401 Advanced Statistical Modeling
THEORY/ADVANCED (select 6 hrs)
- ISyE 7441 Theory of Linear Models
- Math 6262 Statistical Estimation
- Math 6263 Testing Statistical Hypotheses
- Math 4317 Real Analysis
- ISyE 7405 Multivariate Data Analysis
- ISyE 6761 Stochastic Processes I
- ISyE 6762 Stochastic Processes II
- ISyE 6781 Reliability Theory
METHODS (select 6 hrs)
- ISyE 6404 Nonparametric Data Analysis
- ISyE 6405 Statistical Methods for Manufacturing Design and Improvement
- ISyE 6805 Reliability Engineering
- ISyE 6402 Time-Series Analysis
- ISyE 6413 Design and Analysis of Experiments
PROBABILITY/STATISTICS ELECTIVE (select 3 hrs)
- ISyE 6650 Probabilistic Models and Their Applications
- ISyE 6644 Simulation
- ISyE 6656 Queueing Theory and Applications
FREE ELECTIVE (3 hrs)
TOTAL HOURS REQUIRED 30
MASTER OF SCIENCE IN QUANTITATIVE AND COMPUTATIONAL FINANCE (MSQCF)
REQUIRED CORE COURSES (18 hours required)
- MGT 6078 Finance and Investments
- MGT 6081 Derivative Securities
- Math 6635 Numerical Methods in Finance
- ISyE/Math 6759 Stochastic Processes in Finance I
- ISyE/Math 6767 Design and Implementation of Systems to Support Computational Finance
- ISyE/Math/MGT 6769 Fixed Income Securities
FOCUSED ELECTIVE (3 hours)
- ISyE 6673 Financial Optimization Models
- Math 6235 Stochastic Processes in Finance II
- MGT 6090 Management of Financial Institutions
FOCUSED ELECTIVES (6 hours)
- ISyE/Math 6783 Statistical Techniques of Financial Data
- ISyE/Math/MGT 6785 The Practice of Quantitative and Computational Finance
- MGT 7061 Empirical Finance
FREE ELECTIVES (9 hours)
Students must select nine semester hours at the 6000-level or higher.
TOTAL HOURS REQUIRED 36