Ders Adı | Kodu | Yarıyıl | T+U Saat | Kredi | AKTS |
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Optımızatıon Models In Economy and Fınance | EKO 572 | 0 | 3 + 0 | 0 | 6 |
Ön Koşul Dersleri | |
Önerilen Seçmeli Dersler | |
Dersin Dili | Türkçe |
Dersin Seviyesi | YUKSEK_LISANS |
Dersin Türü | Seçmeli |
Dersin Koordinatörü | Doç.Dr. GÖKÇE CANDAN |
Dersi Verenler | |
Dersin Yardımcıları | Araş. Gör. Mücahit AYDIN |
Dersin Kategorisi | Diğer |
Dersin Amacı | :Ekonomi ve Finans konularında mevcut durumu optimize edip karar almayı kolaylaştırmayı öğretmek |
Dersin İçeriği | 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 |
# | Ders Öğrenme Çıktıları | Öğretim Yöntemleri | Ölçme Yöntemleri |
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Hafta | Ders Konuları | Ön Hazırlık |
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Kaynaklar | |
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Ders Notu | 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) |
Ders Kaynakları | 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) |
Sıra | Program Çıktıları | Katkı Düzeyi | |||||
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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 |
Değerlendirme Sistemi | |
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Yarıyıl Çalışmaları | Katkı Oranı |
Toplam | 0 |
Toplam | 0 |
AKTS - İş Yükü Etkinlik | Sayı | Süre (Saat) | Toplam İş Yükü (Saat) |
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