Course Name Code Semester T+U Hours Credit ECTS
Optimization Models In Economy and Finance EKO 572 0 3 + 0 0 6
Precondition Courses
Recommended Optional Courses
Course Language Turkish
Course Level yuksek_lisans
Course Type Optional
Course Coordinator Doç.Dr. GÖKÇE CANDAN
Course Lecturers
Course Assistants

Araş. Gör. Mücahit AYDIN

Course Category
Course Objective

:Ekonomi ve Finans konularında mevcut durumu optimize edip karar almayı kolaylaştırmayı öğretmek

Course Content

General Overview of optimization concepts: modeling-analysis-decision loop in financial and economic practice; linear, non-linear, integer and dynamic programming applications in finance and economics. Discrete optimization models in finance: modeling possibilities through binary and integer variables; relaxation methods; branch-and-bound methods; simulated annealing and genetic algorithms. applications in portfolio management by using of linear and nonlinear programming software

# Course Learning Outcomes Teaching Methods Assessment Methods
Week Course Topics Preliminary Preparation
Resources
Course Notes <p>Optimization in Economics and Finance (Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models), Bruce D. Craven, &nbsp; Sardar M. N. Islam.&nbsp;&nbsp; (2005)&nbsp; Springer US</p> <p>Optimization Methods in Finance, &nbsp;G&eacute;rard Cornu&eacute;jols,&nbsp;Reha T&uuml;t&uuml;nc&uuml; (2006)</p> <p>Operations Research an Introduction, Hamdy Taha (2010)&nbsp;</p>
Course Resources

Optimization in Economics and Finance (Some Advances in Non-Linear, Dynamic, Multi-Criteria and Stochastic Models), Bruce D. Craven,   Sardar M. N. Islam.   (2005)  Springer US

Optimization Methods in Finance,  Gérard Cornuéjols, Reha Tütüncü (2006)

Operations Research an Introduction, Hamdy Taha (2010) 

Order Program Outcomes Level of Contribution
1 2 3 4 5
1 Economic and financial issues in conjunction with the expansion and deepening of information by econometric analysis information to evaluate, interpret and apply
2 Using the theoretical knowledge in finance and economics combine the ability to apply scientific methods and knowledge of econometric methods to analyze and interpret
3 Problems experienced in the financial sector to analyze with scientific methods and solutions development
4 The oral and visual way to transfer to Current developments in the financial sector, for the financial sector and outside groups as written
5 Both public as well as how it should be in the private sector require highly skilled personnel; have the theoretical knowledge and practical advanced analysis capabilities in economic and financial matters
6 At least one foreign language spoken and written communication having the ability ("European Language Portfolio Global Scale", Level B2
7 they internalize the knowledge and problem-solving skills, ability to apply interdisciplinary studies
Evaluation System
Semester Studies Contribution Rate
Total 0
Total 0
ECTS - Workload Activity Quantity Time (Hours) Total Workload (Hours)
Total Workload 0
Total Workload / 25 (Hours) 0
dersAKTSKredisi 6