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Joined: January 9th, 2008, 8:24 pm

Phd Industrial/Systems Engineering, Lehigh University?

January 30th, 2008, 11:38 am

Does anyone know how good a program this is/ how well it prepares you for quant work?The general core set of courses for all Ph.D. graduates is:Math 301 Principles of Analysis IMath 338/ECO 416 Regression AnalysisIE 429 Stochastic ModelsIE 406 Introduction to Mathematical ProgrammingA student must declare a primary and a secondary field of study in the following areas:Financial Engineering Information Systems Manufacturing, Production and Logistics Optimization Stochastic Processes and Applied Statistics Financial EngineeringCore (Minimum of 3 courses from the following list):IE 413 Advanced Engineering Economy and Replacement AnalysisIE 458 Game TheoryGBUS 413 Advanced Management AccountingGBUS 414 Financial Statement Analysis and InterpretationGBUS 419 Financial ManagementGBUS 420 Investments GBUS 422 Derivatives and Risk ManagementGBUS 424 Advanced Topics in Financial ManagementGBUS 473 International Financial ManagementECO 416 Econometric TheoryECO 423 Real OptionsECO 424 Advanced Numerical MethodsECO 447 Economics Analysis of Market CompetitionMath 467 Financial Calculus IMath 468 Financial Calculus IIInterested Faculty: Hartman, Linderoth, Perevalov, as well as selected faculty in finance, economics, and mathematics OptimizationCore (Minimum of 3 courses from the following list):IE 411 Networks and Graphs IE 414 Heuristic Methods in Combinatorial OptimizationIE 416 Dynamic ProgrammingIE 417 Advanced Mathematical Programming (Nonlinear Programming) IE 418 Discrete OptimizationIE 495 Stochastic ProgrammingIE 4YY Computational Issues in IE/ORCSE 340 Design and Analysis of AlgorithmsCSE 440 Graph Theory and ApplicationsInterested Faculty: Berger, Hartman, Linderoth, Odrey, Perevalov, Ralphs, Snyder, Storer, Wilson, WuStochastic Processes and Applied StatisticsCore (Minimum of 3 courses from the following list):IE 404 Advanced SimulationIE 409 Time Series AnalysisIE 410 Design of ExperimentsIE 422 Measurement and Inspection Systems IE 439 Queueing SystemsMath 312 Computational StatisticsMath 334 Mathematical StatisticsMath 461 Topics in Mathematical StatisticsMath 462 Nonparametric StatisticsMath 464 Advanced Stochastic ProcessesGBUS 467 Causal ModelingECO 415 EconometricsECO 416 Econometric TheoryECO 460 Time Series AnalysisECO 461 ForecastingInterested Faculty: Adams, Perevalov, Ross, Storer, Wilson, as well as selected faculty in Economics, and Mathematics.I have been looking for Phd programs in fields that interest me + have a lot of utility. It seems that Operations Research/Industrial Engineering fits the description. I can imagine that such a degree would give you the reqs to teach/research in Math/Stats/CompScience or Business/Econ departments, depending on what you specialize in. Not to mention non-academic opportunities should be rather broad.
Last edited by deathstar9 on January 29th, 2008, 11:00 pm, edited 1 time in total.
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Joined: December 15th, 2007, 12:36 pm

Phd Industrial/Systems Engineering, Lehigh University?

January 30th, 2008, 4:50 pm

I don't know of any PhDs with a programme personally. Maybe it is different from the sciences and engineering we do in the UK, we simply have a title and subject area and are let loose on it.

PW by JB has been "Serving the Quantitative Finance Community" since 2001. Continued...

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