1. Class 2019 Princeton Preview
Presented by
Prof. Alain Kornhauser
Department Representative
For more info see orfe.princeton.edu

2. Why ORFE? Study and work on challenging and relevant problems.
Learn and apply mathematical & computational skills to address interesting, useful and timely applications.
These skills are recognized and rewarded in the marketplace by employers & top graduate schools.
They will make you a better Leader.

3. Marketable Skills
Probability: Modeling & understanding of uncertainty.
Statistics: Quantifying uncertainty.
Optimization: Modeling & understanding of the tradeoffs associated with the good fortune of having alternatives (and choosing among them even though they are uncertain)
These skills are recognized and rewarded in the marketplace by employers & top graduate schools.
They will make you a better Leader.

4. Skills are Focused on Improving Societal Challenges
Operations Research:
Logistics & Transportation
Energy Systems
Telecommunications & eCommerce
Health Care
Financial Engineering:
Risk Management
Investment Strategies
Financial Instruments
Economic Stimulation
Machine Learning:
Real-time Decision Systems
Addressing High Dimensional Problems (aka “Big Data”)

5. Core Classes ORF 245 – Engineering Statistics ORF 307 – Optimization
ORF 309 – Probability & Stochastic Processes
ORF 335 – Introduction to Financial Engineering
ORF 405 – Regression & Applied Time Series
ORF 411 – Operations & Information Engineering

6. Eight Department Electives
From... MAT Introduction to Real Analysis, MAT 322/APC Methods in Partial Differential Equations, MAT Introduction to Graph Theory, MAT Combinatorial Mathematics, MAT Theory of Games, MAT Probability Theory, MAT 391/MAE Mathematics in Engineering I or MAT 427, MAT 392/MAE Mathematics in Engineering II, MAT Ordinary Differential Equations, MAT Random Process, MAT Introduction to Partial Differential Equations, ORF Optimization Under Uncertainty, ORF 350 – Analysis of Big Data, ORF 360 – Decision Modeling in Business Analytics, ORF 363 – Computing and Optimization for the Physical and Social Sciences, ORF Junior Independent Work, ORF Junior Independent Work, ORF Electronic Commerce , ORF Statistical Design of Experiments, ORF 407 – Fundamentals of Queueing, ORF Introduction to Monte Carlo Simulation, ORF Dynamic Programming, ORF Optimal Learning, ORF Financial Risk Management, ORF 455 – Energy and Commodities Markets, ORF 467 – Transportation, ORF 473/474 - Special Topics in Operations Research and Financial Engineering, CEE Introduction to Environmental Engineering, CEE Risk Assessment and Management , CHM 303 – Organic Chemistry I, CHM 304 – Organic Chemistry II, COS Introduction to Programming Systems, COS Algorithms and Data Structures, COS Computing for the Physical and Social Sciences, COS Reasoning about Computation, COS Artificial Intelligence, COS Theory of Algorithms, COS Database and Information Management Systems, ECO Microeconomic Theory: A Mathematical Approach, ECO 312 – Econometrics: A Mathematical Approach, ECO The Economics of Uncertainty, ECO 332 – Economics of Health and Health Care, ECO Public Finance, ECO Money and Banking, ECO Financial Accounting, ECO Financial Investments, ECO Corporate Finance and Financial Institutions, ECO Introduction to Economic Dynamics, ECO Strategy and Information, ECO Portfolio Theory and Asset Management, ECO Corporate Restructuring, ECO Fixed Income: Models and Applications, ECO Institutional Finance, EEB 323 – Theoretical Ecology, ELE Signal Analysis and Communication Systems, ELE Digital Communication and Networks, MAE Automatic Control Systems, MOL 345 – Biochemistry, MOL 457 – Computational Aspects of Molecular Biology, NEU 437 – Computational Neuroscience, NEU 330 – Introduction to Connectionist Models

7. Some Common Tracks Information Sciences Engineering Systems
ORF 401 – eCommerce
ORF 418 – Optimal Learning
COS 217 – Programming Systems
COS 226 – Algorithms & Data Structures
COS 425 – Database Systems
Engineering Systems
ORF 409 – Intro to Monte Carlo Simulation
ORF 467 – Transportation Systems Analysis
ORF 417 – Dynamic Programming
MAE 433 – Automatic Control Systems
ELE 485 – Signal Analysis and Communication Systems

8. More Common Tracks Applied Mathmatics Financial Engineering
MAT 375 – Intro to Graph Theory
MAT 378 – Theory of Games
MAT 321 – Numerical Methods
MAE 406 – Partial Differential Equations
Financial Engineering
ORF 311 – Optimization Under Uncertainty
ORF 350 – Analysis of Big Data
ORF 435 – Financial Risk Management
ECO 362 – Financial Investments
ECO 465 – Financial Derivatives

9. More Common Tracks Machine Learning Statistics
COS 217 – Intro to Graph Theory
COS 226 – Theory of Games
ORF 350 – Analysis of Big Data
ORF 407 – Fundamentals of Queueing Theory
ORF 418 – Optimal Learning
Statistics
ORF 311 – Optimization Under Uncertainty
ORF 409 – Intro to Monte Carlo Simulation
ECO 467 – Transportation Systems Analysis

10. More Common Tracks Pre-Med/Health Care CHM 303 – Organic Chemistry I
CHM 304 – Organic Chemistry II
MOL 345 – BioChemistry
ORF 350 – Analysis of Big Data
ORF 401 – eCommerce
ORF 418 – Optimal Learning

11. Selected Senior Theses
Eileen Lee’14 – Uncovering Systematic Corruption in the ER: An Empirical Analysis of Motor Vehicle-Related Hospital Bills and their Impacts on Insurance Companies
Adam Esquer’14 - The Real Moneyball: Modelling Baseball Salary Arbitration
Lauren Hedinger’11 - The Quadrivalent Human Papillomavirus Vaccine: A Cost-Benefit Analysis of Cervical Cancer Prevention Strategies
Stephanie Lubiak’11 – Neighborhood Nukes: Great for America? Great for the Environment? Great for Al Qaeda?
James Tate’12 – The Game Behind the Game: An Analysis of Baseball Player Evaluation Models
A. Hill Wyrough, Jr.’14 – A National Disaggregate Transportation Demand Model for the Analysis of Autonomous Taxi Systems
Bharath Alamanda’13 – Customer Targeting in eCommerce: A Feature Selection and Machine Learning Approach
Raj K. Hathiramani’10 – Dissecting the Collapse of Amaranth Advisors LLC (2006): Natural Gas Stochastic Volatility, Irrational Position-Sizing and Predatory Trading

12. Recent Graduates
Graduate Schools: Harvard, Stanford, Cornell, Georgia Tech, Texas A&M, U. of Kentucky (Med School)
Banks & Investment Firms: Goldman Sachs, Morgan Stanley, JP Morgan, Deutche, BlackRock,
Industries: Aspect Medical Systems, Parsons Brinkerhoff, Walt Disney, Abercrombie,
Management/Economic Consulting: Mercer, Accenture, Monitor, McKinsey, Bates

13. Recent Graduates

14. Questions / Discussion
For more info see orfe.princeton.edu