MySchool

Verkfræðideild
Deildarforseti:	Dr. Ármann Gylfason
Vefpóstur:	ru@ru.is
Vefsíða:	http://www.ru.is/tvd
Kennarar	Skoða

MSc í fjármálaverkfræði
Annir:	4
Ár:	2
Einingar:	120
Um námsleiðina	Fjármálaverkfræði er þverfagleg grein sem samþættir fjármálafræði við verkfræðilegar aðferðir, stærðfræðileg líkön, tölfræði, aðgerðagreiningu og hagnýta tölvunarfræði. Nám í fjármálaverkfræði hentar þeim sem hafa áhuga á t.d. áhættustýringu, afleiðuviðskiptum eða fjárstýringu. MSc námið er mótað að kröfum Verkfræðingafélags Íslands um fullnaðarmenntun í verkfræði.
Hæfniviðmið	Skoða
Námsstig	2

Táknmyndir
	Skyldufag á braut		Kennslutungumál
	Valfag á braut		Undanfarar fyrir námskeið

Vorönn/Spring 2024

Energy Financial Assessment

SE-833-FA2

6 Einingar

Verkfræðilegar bestunaraðferðir

T-423-ENOP

6 Einingar

Ár

1. ár

Önn

Vorönn/Spring 2024

Stig námsgreinar

Grunnnám, sérhæft námskeið / Framhaldsnám, grunnnámskeið

Tegund námskeiðs

Valnámskeið

Undanfarar

T-101-STA1, Stærðfræði I
T-211-LINA, Línuleg algebra

Skipulag

Taught every day for three weeks.

Kennari

Slawomir Marcin Koziel

Lýsing

Level of course: 3. Undergraduate, advanced / 4. Graduate, introductory.
Type of course: Elective.
Prerequisites:
1)Working knowledge of Matlab programming;
2) Calculus (elementary linear algebra, in particular, vector/matrix operations and linear systems; Basic knowledge of derivatives, including Taylor expansion).The course introduces the concept and methods of engineering optimization. Major topics discussed throughout the course are: formulation of unconstrained and constrained optimization problems, objective functions, classification of optimization methods, first- and second-order optimality conditions, gradient-based search methods, derivative-free optimization, stochastic search methods including multi-agent systems and evolutionary algorithms, multi-objective optimization, surrogate-based optimization with focus on space mapping, functional and physical surrogate modeling, design of experiments, model selection and validation, as well as solving real-world engineering optimization problems with interfacing of commercial simulators. The relevant material concerning Matlab programming as well as calculus in the scope necessary for the course will also be given. Reading material: Lecture slides provided by the teacher

Námsmarkmið

Upon completing the course, the students should be able to:(1) Formulate engineering optimization problem, corresponding objective functions and constraints,(2) Select appropriate optimization/modeling methodology,(3) Implement basic optimization and modeling procedures as well as develop necessary Matlab code,(4) Solve problems using existing packages, in particular Matlab and Matlab’s Optimization Toolbox,(5) Visualize the optimization process and the results.

Námsmat

Grades are based exclusively on the assessment of the solutions to the practical exercises. Requirement regarding the solution format and other details will be given during the first lecture.

Lesefni

Ekkert skráð lesefni.

Kennsluaðferðir

Taught every day for 3 weeks. Lectures and practical sessions.

Tungumál

Enska

Svefn

T-424-SLEE

6 Einingar

Ákvarðanatökuaðferðir

T-603-AKVA

6 Einingar