Advances in Applied Mathematics and Computer Science: System Analysis in Finance (Optimization Theory)

Entry requirements: Basic skills in computational science and programming. Fluency in English.

Credits: 3

Course: Core

Language of the course: English

Lecturer

Alexey Dukhanov

Objectives

Students will learn:

  • to understand the main current challenges of applied mathematics and computer science (AM&CS);
  • to classify the models, methods and techniques of AM&CS, and understand the relationships between them;
  • to understand the R&D life cycle in the field of AM&CS;
  • to represent the possibility of AM&CS as a set of diffusion technologies in multidisciplinary projects;
  • to know the basic features of using AM&CS in various subject areas;
  • to represent the system of financing and management of R&D in the field of AM&CS.

Contents

- System analysis and engineering
- Problems of engineering and high-computing applications
- Productivity models for parallel computations
- Means and methods for processing large amounts of information

Format

Practice sessions

Assessment

Attendance is mandatory. Students should complete all the assignments. The final grade is based on the student performance throughout the course.