Ders Adı Kodu Yarıyıl T+U Saat Kredi AKTS
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
Hafta Ders Konuları Ön Hazırlık
Kaynaklar
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
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
Yarıyıl Çalışmaları Katkı Oranı
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