FE 501

Optimization Models in Economics and Finance

FE 501 Optimization Models in Economics and Finance (3+0+0) 3 *ECTS 9* (Ekonomi ve Finansta Eniyileme Modelleri) 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. Quadratic and convex programming, applications in portfolio management by using of linear and nonlinear programming software.

Source: https://fe.boun.edu.tr/content/course-descriptions

Instructor(s):

• Necati ARAS

Contents

Resources

• Algebra Notes

Text Books

• Optimization Methods in Finance

  • OIFMatlabFiles
  • OIFExcelFiles
  • Book Notes and Solutions
  • OMF1 Examples and Exercises
  • OMF2 Examples and Exercises
  • Other Examples and Exercises from Prof
  • Questions for Exam1
  • QS-NLP
  • N-NLP

1005 (Intro)

• Syllabus
• Course Slides
• link to note

1012

• link to note

1019

• link to note

1026

• link to note

1102

• link to note

1109

• link to note

1116

• link to note

1130 (Start of Non-Linear Programming)

• link to note

1207

• link to note

1214

• link to note
• link to book notes

1221

• link to note

NLP Summary for mid-term 2

• primary note
• Supplementary note (you might not need this as it contains contents beyond exam)

Miterm2

• Q&A
• Q&A Online

0104

• inline note

• link to note