Department: Management Science and Engineering

CodeNameDescription
MS&E108Senior ProjectRestricted to MS&E majors in their senior year. Students carry out a major project in groups of four, applying techniques and concepts learned in the major. Project work includes problem identification and definition, data collection and synthesis, m...
MS&E10SCArtificial Intelligence and Deliberative DemocracyDeliberative democracy is a political theory that holds that democracy should be based on informed, respectful, and inclusive public deliberation. In this SoCo course, we explore the relationship between artificial intelligence (AI) and deliberative...
MS&E111Introduction to OptimizationFormulation and computational analysis of linear, quadratic, and other convex optimization problems. Applications in machine learning, operations, marketing, finance, and economics. Prerequisite: CME 100 or MATH 51.
MS&E111XIntroduction to Optimization (Accelerated)Optimization theory and modeling. The role of prices, duality, optimality conditions, and algorithms in finding and recognizing solutions. Perspectives: problem formulation, analytical theory, computational methods, and recent applications in enginee...
MS&E112Mathematical Programming and Combinatorial OptimizationCombinatorial and mathematical programming (integer and non-linear) techniques for optimization. Topics: linear program duality and LP solvers; integer programming; combinatorial optimization problems on networks including minimum spanning trees, sho...
MS&E120Introduction to ProbabilityProbability is the foundation behind many important disciplines including statistics, machine learning, risk analysis, stochastic modeling and optimization. This course provides an in-depth undergraduate-level introduction to fundamental ideas and to...
MS&E121Introduction to Stochastic ModelingStochastic processes and models in operations research. Discrete and continuous time parameter Markov chains. Queuing theory, inventory theory, simulation. Prerequisite: 120 or equivalent.
MS&E125Introduction to Applied StatisticsAn increasing amount of data is now generated in a variety of disciplines, ranging from finance and economics, to the natural and social sciences. Making use of this information, however, requires both statistical tools and an understanding of how th...
MS&E130Information Networks and ServicesArchitecture of the Internet and performance engineering of computer systems and networks. Switching, routing and shortest path algorithms. Congestion management and queueing networks. Peer-to-peer networking. Wireless and mobile networking. Informa...
MS&E134Solving Social Problems with DataIntroduces students to the interdisciplinary intersection of data science and the social sciences through an in-depth examination of contemporary social problems. Provides a foundational skill set for solving social problems with data including quant...
MS&E135NetworksThis course provides an introduction to how networks underly our social, technological, and natural worlds, with an emphasis on developing intuitions for broadly applicable concepts in network analysis. The course will include: an introduction to gra...
MS&E140Accounting for Managers and EntrepreneursNon-majors and minors who have taken or are taking elementary accounting should not enroll. Introduction to accounting concepts and the operating characteristics of accounting systems. The principles of financial and cost accounting, design of accoun...
MS&E141Economic AnalysisPrincipal methods of economic analysis of the production activities of firms, including production technologies, cost and profit, and perfect and imperfect competition; individual choice, including preferences and demand; and the market-based system,...
MS&E145Introduction to Finance and InvestmentIntroduction to modern quantitative finance and investments. The course focuses on the basic principles underlying financial decision making which are applicable to all forms of investment: stocks, bonds, real estate, corporate finance, etc., and how...
MS&E146Corporate Financial ManagementKey functions of finance in both large and small companies, and the core concepts and key analytic tools that provide their foundation. Making financing decisions, evaluating investments, and managing cashflow, profitability and risk. Designing per...
MS&E148Ethics of FinanceExplores the ethical reasoning needed to make banking, insurance and financial services safer, fairer and more positively impactful. Weighs tradeoffs in how money is created, privileging some, under-privileging others, using market mechanisms for tra...
MS&E149Hedge Fund ManagementIntroduction to hedge fund management. Students actively manage the $1MM Stanford Kudla Fund employing Equity Long/Short, Macro and Quantitative Investment Strategies. Modeled after a hedge fund partnership culture, participation involves significant...
MS&E152Introduction to Decision AnalysisHow to make good decisions in a complex, dynamic, and uncertain world. People often make decisions that on close examination they regard as wrong. Decision analysis uses a structured conversation based on actional thought to obtain clarity of action...
MS&E175Innovation, Creativity, and ChangeProblem solving in organizations; creativity and innovation skills; thinking tools; creative organizations, teams, individuals, and communities. Limited enrollment.
MS&E177Inventing the FutureThe famous computer scientist, Alan Kay, once said, "The best way to predict the future is to invent it." As such, we are all responsible for inventing the future we hope we and our descendants will experience. In this highly interactive course, we w...
MS&E178The Spirit of EntrepreneurshipIs there more to entrepreneurship than inventing the better mouse trap? This course uses the speakers from the Entrepreneurial Thought Leader seminar (MS&E472) to drive research and discussion about what makes an entrepreneur successful. Topics inclu...
MS&E180Organizations: Theory and ManagementFor undergraduates only; preference to MS&E majors. Classical and contemporary organization theory; the behavior of individuals, groups, and organizations. Limited enrollment. Students must attend and complete an application at the first class sessio...
MS&E182ALeading Organizational ChangeThis course blends lecture, case discussions, readings about pertinent research, and hands-on projects to learn about what leaders and senior teams can do to bring about broad-based change in complex organizations. Topics include the role of the CEO...
MS&E182BLeading Organizational Change IIProject-based course for students who wish to explore focused intellectual topics or applied questions pertinent to leading organizational change. Work is done in groups of three to four students that are formed prior to the start of class. Prerequis...
MS&E183Leadership in ActionLeadership in action is designed with a significant lab component in which students will be working on leadership projects throughout the quarter. The projects will provide students with hands on experience trying out new leadership behaviors in a va...
MS&E184Future of Work: Issues in Organizational Learning and DesignFor over 100 years much of our economic activity was accomplished in bureaucratic organizations. Many theories of management and work design were developed for those settings. Today, economic activities are being reconfigured using new technologies s...
MS&E185Global WorkIssues, challenges, and opportunities facing workers, teams, and organizations working across national boundaries. Topics include geographic distance, time zones, language and cultural differences, technologies to support distant collaboration, team...
MS&E188Organizing for GoodGrand challenges of our time will demand entirely new ways of thinking about when, how, and under what conditions organizations are "doing good" and what effects that has. Focus is on the role of organizations in society, the ways that organizations...
MS&E193Technology and National SecurityExplores the relation between technology, war, and national security policy with reference to current events. Course focuses on current U.S. national security challenges and the role that technology plays in shaping our understanding and response to...
MS&E20Discrete Probability Concepts And ModelsFundamental concepts and tools for the analysis of problems under uncertainty, focusing on structuring, model building, and analysis. Examples from legal, social, medical, and physical problems. Topics include axioms of probability, probability trees...
MS&E202Topics in Management Science and EngineeringTopics in Management Science and Engineering. Restricted to MS&E MS students.
MS&E208APractical TrainingMS&E students obtain employment in a relevant industrial or research activity to enhance professional experience, consistent with the degree program they are pursuing. Students submit a statement showing relevance to degree program along with offer l...
MS&E208BPractical TrainingMS&E students obtain employment in a relevant industrial or research activity to enhance professional experience, consistent with the degree program they are pursuing. Students submit a statement showing relevance to degree program along with offer l...
MS&E208CPractical TrainingMS&E students obtain employment in a relevant industrial or research activity to enhance professional experience, consistent with the degree program they are pursuing. Students submit a statement showing relevance to degree program along with offer l...
MS&E208DPractical TrainingMS&E students obtain employment in a relevant industrial or research activity to enhance professional experience, consistent with the degree program they are pursuing. Students submit a statement showing relevance to degree program along with offer l...
MS&E208EPart-Time Practical TrainingMS&E students obtain employment in a relevant industrial or research activity to enhance professional experience, consistent with the degree program they are pursuing. Students submit a statement showing relevance to degree program along with offer l...
MS&E211Introduction to OptimizationFormulation and computational analysis of linear, quadratic, and other convex optimization problems. Applications in machine learning, operations, marketing, finance, and economics. Prerequisite: CME 100 or MATH 51.
MS&E211XIntroduction to Optimization (Accelerated)Optimization theory and modeling. The role of prices, duality, optimality conditions, and algorithms in finding and recognizing solutions. Perspectives: problem formulation, analytical theory, computational methods, and recent applications in enginee...
MS&E212Mathematical Programming and Combinatorial OptimizationCombinatorial and mathematical programming (integer and non-linear) techniques for optimization. Topics: linear program duality and LP solvers; integer programming; combinatorial optimization problems on networks including minimum spanning trees, sho...
MS&E213Introduction to Optimization TheoryIntroduction of core algorithmic techniques and proof strategies that underlie the best known provable guarantees for minimizing high dimensional convex functions. Focus on broad canonical optimization problems and survey results for efficiently solv...
MS&E220Probabilistic AnalysisConcepts and tools for the analysis of problems under uncertainty, focusing on structuring, model building, and analysis. Examples from legal, social, medical, and physical problems. Topics include axioms of probability, probability trees, random var...
MS&E221Stochastic ModelingFocus is on time-dependent random phenomena. Topics: discrete time Markov chains, Markov jump processes, queueing theory, and applications. Emphasis on model-building, computation, and related calibration and statistical issues. Prerequisite: 220 or...
MS&E223SimulationDiscrete-event systems, generation of uniform and non-uniform random numbers, Monte Carlo methods, programming techniques for simulation, statistical analysis of simulation output, efficiency-improvement techniques, decision making using simulation,...
MS&E226Fundamentals of Data Science: Prediction, Inference, CausalityThis course is about understanding "small data": these are datasets that allow interaction, visualization, exploration, and analysis on a local machine. The material provides an introduction to applied data analysis, with an emphasis on providing a c...
MS&E228Applied Causal Inference with Machine Learning and AIFundamentals of modern applied causal inference. Basic principles of causal inference and machine learning and how the two can be combined in practice to deliver causal insights and policy implications in real world datasets, allowing for high-dimens...
MS&E230Market Design for EngineersMarkets are everywhere around us but don't always achieve desired goals. Market failures occur due to a variety of frictions and need design to be fixed. The design of marketplace varies depending on the type of goods and possible transactions. This...
MS&E231Introduction to Computational Social ScienceWith a vast amount of data now collected on our online and offline actions -- from what we buy, to where we travel, to who we interact with -- we have an unprecedented opportunity to study complex social systems. This opportunity, however, comes with...
MS&E232Introduction to Game TheoryExamines foundations of strategic environments with a focus on game theoretic analysis. Provides a solid background to game theory as well as topics in behavioral game theory and the design of marketplaces. Introduction to analytic tools to model and...
MS&E232HIntroduction to Game Theory (Accelerated)Game theory uses mathematical models to study strategic interactions and situations of conflict and cooperation between rational decision-makers. This course provides an accelerated introduction to tools, models and computation in non-cooperative and...
MS&E234Data Privacy and EthicsThis course engages with ethical challenges in the modern practice of data science. The three main focuses are data privacy, personalization and targeting algorithms, and online experimentation. The focus on privacy raises both practical and theoret...
MS&E237Reinforcement Learning: Behaviors and ApplicationsReinforcement learning addresses the design of agents that improve decisions while operating within complex and uncertain environments. This course covers principled and scalable approaches to realizing a range of intelligent learning behaviors. Topi...
MS&E239Market Design in ActionThis project-based experiential course is designed for advanced undergraduate and masters students familiar either with market design basics or machine learning methods who are interested in studying and potentially building a platform in a specific...
MS&E240Accounting for Managers and EntrepreneursNon-majors and minors who have taken or are taking elementary accounting should not enroll. Introduction to accounting concepts and the operating characteristics of accounting systems. The principles of financial and cost accounting, design of accoun...
MS&E241Economic AnalysisPrincipal methods of economic analysis of the production activities of firms, including production technologies, cost and profit, and perfect and imperfect competition; individual choice, including preferences and demand; and the market-based system,...
MS&E243Energy and Environmental Policy AnalysisConcepts, methods, and applications. Energy/environmental policy issues such as automobile fuel economy regulation, global climate change, research and development policy, and environmental benefit assessment. Group project. Prerequisite: MS&E 241 o...
MS&E245AInvestment ScienceBasic concepts of modern quantitative finance and investments. Focus is on the financial theory and empirical evidence that are useful for investment decisions. Topics: basic interest rates; evaluating investments: present value and internal rate of...
MS&E245BAdvanced Investment ScienceFormerly MS&E 342. Topics: forwards and futures contracts, continuous and discrete time models of stock price behavior, geometric Brownian motion, Ito's lemma, basic options theory, Black-Scholes equation, advanced options techniques, models and appl...
MS&E246Financial Risk AnalyticsPractical introduction to financial risk analytics. The focus is on data-driven modeling, computation, and statistical estimation of credit and market risks. Case studies based on real data will be emphasized throughout the course. Topics include mor...
MS&E248Blockchain and Crypto CurrenciesBlockchain is one of the most significant technologies to impact law and business in many years. Blockchain is also one of the most interdisciplinary areas, bringing together new questions, and opportunities at the intersection of technology, busines...
MS&E249Corporate Financial ManagementKey functions of finance in both large and small companies, and the core concepts and key analytic tools that provide their foundation. Making financing decisions, evaluating investments, and managing cashflow, profitability and risk. Designing per...
MS&E250AEngineering Risk AnalysisThe techniques of analysis of engineering systems for risk management decisions involving trade-offs (technical, human, environmental aspects). Elements of decision analysis; probabilistic risk analysis (fault trees, event trees, systems dynamics); e...
MS&E250BProject Course in Engineering Risk AnalysisStudents, individually or in groups, choose, define, formulate, and resolve a real risk management problem, preferably from a local firm or institution. Oral presentation and report required. Scope of the project is adapted to the number of students...
MS&E252Foundations of Decision AnalysisCoherent approach to decision making, using the metaphor of developing a structured conversation having desirable properties, and producing actional thought that leads to clarity of action. Emphasis is on creation of distinctions, representation of u...
MS&E254The Ethical AnalystWe raise awareness of ethically sensitive situations and provide principles and tools for forming coherent ethical judgments regarding individual, government, or organizational actions. Students learn ethical theories and tools from which they creat...
MS&E254AThe Ethical AnalystWe raise awareness of ethically sensitive situations and provide principles and tools for forming coherent ethical judgments regarding individual, government, or organizational actions. Students learn ethical theories and tools from which they creat...
MS&E256Technology Assessment and Regulation of Medical DevicesRegulatory approval and reimbursement for new health technologies are critical success factors for product commercialization. This course explores the regulatory and payer environment in the U.S. and abroad, as well as common methods of health techno...
MS&E256ATechnology Assessment and Regulation of Medical DevicesRegulatory approval and reimbursement for new medical technologies as a key component of product commercialization. The regulatory and payer environment in the U.S. and abroad, and common methods of health technology assessment. Framework to identify...
MS&E260Introduction to Operations ManagementOperations management focuses on the effective planning, scheduling, and control of manufacturing and service entities. This course introduces students to a broad range of key issues in operations management. Topics include determination of optimal f...
MS&E263Healthcare Operations ManagementUS health care spending is approximately 18% of GDP, growing rapidly, and driven in large part by prices and waste rather than quality and access. New approaches for improving health care delivery are urgently needed. This class focuses on the use of...
MS&E265Introduction to Product ManagementProduct Managers define a product's functional requirements and lead cross functional teams responsible for development, launch, and ongoing improvement. Uses a learning-by-doing approach covering the following topics: changing role of a PM at differ...
MS&E267Service Operations and the Design of MarketplacesThe service sector accounts for approximately 80% of GDP and employment in the US. It is therefore imperative to develop efficient and effective operations of services. The management of service operations can require quite different constraints and...
MS&E270Strategy in Technology-Based CompaniesFor graduate students only. Introduction to the basic concepts of strategy, with emphasis on high technology firms. Topics: competitive positioning, resource-based perspectives, co-opetition and standards setting, and complexity/evolutionary perspect...
MS&E271Global Entrepreneurial MarketingIntroduces core marketing concepts to bring a new product or service to market and build for its success. Geared to both entrepreneurs and intrapreneurs alike who have a passion for innovation. Course themes include: Identifying markets and opportun...
MS&E272Entrepreneurship without BordersHow and why does access to entrepreneurial opportunities vary by geographic borders, racial/gender borders, or other barriers created by where or who you are? What kinds of inequalities are created by limited access to capital or education and what r...
MS&E273Venture Creation for the Real EconomyA project-based course where teams of 4 prepare for the fundraising and launch of an entrepreneurial venture in the 'real economy', i.e. startups targeted toward users in construction, manufacturing, health care, transportation, energy. Students acq...
MS&E274Dynamic Entrepreneurial StrategyDynamic Entrepreneurial Strategy: Primarily for graduate students. How entrepreneurial strategy focuses on creating structural change or responding to change induced externally. Grabber-holder dynamics as an analytical framework for developing entrep...
MS&E275Intelligent Growth in StartupsExplore the foundational and strategic elements needed for startups to be designed for "venture scale" at inception. Themes include controversial and disruptive insights, competitive analysis, network effects, organizational design, and capital deplo...
MS&E276Entrepreneurial Management and FinanceFor graduate students only with a preference for engineering and science majors. Emphasis on managing high-growth, early-stage ventures, especially those with technology-intensive products and services. Students work in teams to develop skills and ap...
MS&E277AEntrepreneurial LeadershipThis Winter and Spring course sequence is part of the STVP Accel Leadership Program and explores how to lead entrepreneurial ventures including establishing startup strategy, forming organizational culture and effective team structures, securing reso...
MS&E277BEntrepreneurial LeadershipThis Winter and Spring course sequence is part of the STVP Accel Leadership Program and explores how to lead entrepreneurial ventures including establishing startup strategy, forming organizational culture and effective team structures, securing reso...
MS&E278Patent Law and Strategy for Innovators and EntrepreneursThis course teaches the essentials for a startup founder to build a valuable patent portfolio and avoid a patent infringement lawsuit. Jeffrey Schox and Diana Lin are partners at Schox Patent Group, which is the law firm that wrote the patents for Co...
MS&E279Disruptive Innovations in New Globalization EraThe pandemic and geopolitics present a new inflection point that all industries and countries need to manage properly in order to survive the crisis and create new opportunities for growth. The globalization structure that we have taken for granted i...
MS&E280Organizational Behavior: Evidence in ActionOrganization theory; concepts and functions of management; behavior of the individual, work group, and organization. Emphasis is on cases and related discussion. Limited enrollment.
MS&E284Data Science of OrganizationsModern organizations are immersed in data and are turning to data science to address a variety of business problems. Yet the challenge to realizing the potential of data science lies not only in the technology, but in the transformation of teams, str...
MS&E292Health Policy ModelingPrimarily for master's students; also open to undergraduates and doctoral students. The application of mathematical, statistical, economic, and systems models to problems in health policy. Areas include: disease screening, prevention, and treatment;...
MS&E293Technology and National SecurityExplores the relation between technology, war, and national security policy with reference to current events. Course focuses on current U.S. national security challenges and the role that technology plays in shaping our understanding and response to...
MS&E296Technology, Innovation and Great Power CompetitionThis course explores how new technologies pose challenges and create opportunities for the United States to compete more effectively with rivals in the international system with a focus on strategic competition with the People's Republic of China. In...
MS&E297"Hacking for Defense": Solving National Security issues with the Lean LaunchpadIn a crisis, national security initiatives move at the speed of a startup yet in peacetime they default to decades-long acquisition and procurement cycles. Startups operate with continual speed and urgency 24/7. Over the last few years they've learne...
MS&E301Dissertation ResearchPrerequisite: doctoral candidacy.
MS&E302Fundamental Concepts in Management Science and EngineeringEach course session will be devoted to a specific MS&E PhD research area. Advanced students will make presentations designed for first-year doctoral students regardless of area. The presentations will be devoted to: illuminating how people in the are...
MS&E310Linear ProgrammingFormulation of standard linear programming models. Theory of polyhedral convex sets, linear inequalities, alternative theorems, and duality. Variants of the simplex method and the state of art interior-point algorithms. Sensitivity analyses, economic...
MS&E311OptimizationApplications, theories, and algorithms for finite-dimensional linear and nonlinear optimization problems with continuous variables. Elements of convex analysis, first- and second-order optimality conditions, sensitivity and duality. Algorithms for un...
MS&E312Optimization AlgorithmsFundamental theory for solving continuous optimization problems with provable efficiency guarantees. Coverage of both canonical optimization methods and techniques, e.g. gradient descent, mirror descent, stochastic methods, acceleration, higher-order...
MS&E313Almost Linear Time Graph AlgorithmsOver the past decade there has been an explosion in activity in designing new provably efficient fast graph algorithms. Leveraging techniques from disparate areas of computer science and optimization researchers have made great strides on improving u...
MS&E316Discrete Mathematics and AlgorithmsIntroduction to theoretical foundations of discrete mathematics and algorithms. Emphasis on providing mathematical tools for combinatorial optimization, i.e. how to efficiently optimize over large finite sets and reason about the complexity of such p...
MS&E319Matching TheoryThe theory of matching with its roots in the work of mathematical giants like Euler and Kirchhoff has played a central and catalytic role in combinatorial optimization for decades. More recently, the growth of online marketplaces for allocating adver...
MS&E321Stochastic SystemsTopics in stochastic processes, emphasizing applications. Markov chains in discrete and continuous time; Markov processes in general state space; Lyapunov functions; regenerative process theory; renewal theory; martingales, Brownian motion, and diffu...
MS&E322Stochastic Calculus and ControlIto integral, existence and uniqueness of solutions of stochastic differential equations (SDEs), diffusion approximations, numerical solutions of SDEs, controlled diffusions and the Hamilton-Jacobi-Bellman equation, and statistical inference of SDEs....
MS&E323Stochastic SimulationEmphasis is on the theoretical foundations of simulation methodology. Generation of uniform and non-uniform random variables. Discrete-event simulation and generalized semi-Markov processes. Output analysis (autoregressive, regenerative, spectral, an...
MS&E324Stochastic Methods in EngineeringThe basic limit theorems of probability theory and their application to maximum likelihood estimation. Basic Monte Carlo methods and importance sampling. Markov chains and processes, random walks, basic ergodic theory and its application to paramete...
MS&E325Optimal Transport in Operations Research, Statistics, and EconomicsCurrent stochastic models, motivated by a wide range of applications in engineering, business, and science, as well as the design and analysis of associated computational methods for performance analysis and control of such stochastic systems.
MS&E326Advanced Topics in Game Theory with Engineering ApplicationsAdvanced Topics in Game Theory with Engineering Applications
MS&E328Foundations of Causal Machine LearningTheoretical foundations of modern techniques at the intersection of causal inference and machine learning. Topics may include: semi-parametric inference and semi-parametric efficiency, modern statistical learning theory, Neyman orthogonality and doub...
MS&E330Law, Order, & AlgorithmsHuman decision making is increasingly being displaced by predictive algorithms. Judges sentence defendants based on statistical risk scores; regulators take enforcement actions based on predicted violations; advertisers target materials based on demo...
MS&E331Machine Learning for Algorithm DesignMachine learning has become a powerful tool for algorithm design because in practice, we often have data about the particular application domain in which the algorithm will be used. This course covers the use of machine learning for combinatorial alg...
MS&E332Security and Risk in Computer NetworksRisk management of large scale computing and networking systems with respect to security, data integrity, performance collapse, and service disruption. Qualitative and analytical basis for assessment, modeling, control, and mitigation of network risk...
MS&E334Topics in Social DataIn-depth survey of methods for the analysis of large-scale social and behavioral data. Particular focus on recent developments in preference learning. Connections made to graph-theoretic investigations common in the study of social networks. Topics i...
MS&E335Queueing and Scheduling in Processing NetworksAdvanced stochastic modeling and control of systems involving queueing and scheduling operations. Stability analysis of queueing systems. Key results on single queues and queueing networks. Controlled queueing systems. Dynamic routing and scheduling...
MS&E336Computational Social ChoiceAn in-depth treatment of algorithmic and game-theoretic issues in social choice. Topics include common voting rules and impossibility results; ordinal vs cardinal voting; market approaches to large scale decision making; voting in complex elections,...
MS&E337Network Structure and EpidemicsExplores the underlying network structure of social, economic, and technological world using techniques from graph theory and economics, as well as machine learning and data analysis. Prerequisite: 226, CME 195, or equivalents. Recommended: 212.
MS&E338Reinforcement Learning: FrontiersThis class covers subjects of contemporary research contributing to the design of reinforcement learning agents that can operate effectively across a broad range of environments. Topics include exploration, generalization, credit assignment, and stat...
MS&E339Algorithms for Decentralized FinanceThe advent of cryptocurrencies, NFTs, and more generally, online financial instruments that are not controlled by large governments or banks, has resulted in many new and innovative mechanisms for decentralized finance. This class studies these new m...
MS&E346Foundations of Reinforcement Learning with Applications in FinanceThis course is taught in 3 modules - (1) Markov Processes and Planning Algorithms, including Approximate Dynamic Programming (3 weeks), (2) Financial Trading problems cast as Stochastic Control, from the fields of Portfolio Management, Derivatives Pr...
MS&E347Credit Risk: Modeling and ManagementCredit risk modeling, valuation, and hedging emphasizing underlying economic, probabilistic, and statistical concepts. Point processes and their compensators. Structural, incomplete information and reduced form approaches. Single name products: corpo...
MS&E348Optimization of Uncertainty and Applications in FinanceHow to make optimal decisions in the presence of uncertainty, solution techniques for large-scale systems resulting from decision problems under uncertainty, and applications in finance. Decision trees, utility, two-stage and multi-stage decision pro...
MS&E349Financial StatisticsTopics in financial statistics with focus on current research: Time-series modeling, volatility modeling, high-frequency statistics, large-dimensional factor modeling and estimation of continuous-time processes. Prerequisites: 220, 226 or STATS 200,...
MS&E350Fundamental and Current Topics in Engineering Risk AnalysisLimited to doctoral students and advanced master students. Literature in the fields of engineering risk assessment and management. New methods and topics, emphasizing probabilistic methods and decision analysis. Applications to risk management proble...
MS&E351Dynamic Programming and Stochastic ControlMarkov population decision chains in discrete and continuous time. Risk posture. Present value and Cesaro overtaking optimality. Optimal stopping. Successive approximation, policy improvement, and linear programming methods. Team decisions and stocha...
MS&E352Decision Analysis II: Professional Decision AnalysisHow to organize the decision conversation, the role of the decision analysis cycle and the model sequence, assessing the quality of decisions, framing decisions, the decision hierarchy, strategy tables for alternative development, creating spare and...
MS&E353Decision Analysis III: Frontiers of Decision AnalysisThe concept of decision composite; probabilistic insurance and other challenges to the normative approach; the relationship of decision analysis to classical inference and data analysis procedures; the likelihood and exchangeability principles; infer...
MS&E355Influence Diagrams and Probabilistics NetworksNetwork representations for reasoning under uncertainty: influence diagrams, belief networks, and Markov networks. Structuring and assessment of decision problems under uncertainty. Learning from evidence. Conditional independence and requisite infor...
MS&E365Topics in Market DesignPrimarily for doctoral students. Focus on quantitative models dealing with sustainability and related to operations management. Prerequisite: consent of instructor. May be repeated for credit.
MS&E366Market Design and Resource Allocation in Non-Profit SettingsSurvey of recent research on market design and resource allocation with a focus on under-explored domains in non-profit settings. Will start with classic results in allocation, matching and social choice, and discuss them in the context of relevant o...
MS&E370Current Topics in Strategy, Innovation and EntrepreneurshipThis course will cover focused exploration of contemporary readings and classics as relevant in strategy, innovation and entrepreneurship such as platforms, ecosystems, institutional logics, and strategic "games" in nascent markets. The course will i...
MS&E371Innovation and Strategic ChangeDoctoral research seminar, limited to Ph.D. students. Current research on innovation strategy. Topics: scientific discovery, innovation search, organizational learning, evolutionary approaches, and incremental and radical change. Topics change yearly...
MS&E372Entrepreneurship Doctoral Research SeminarClassic and current research on entrepreneurship. In this class, we will focus on questions of how entrepreneurship may exacerbate or alleviate inequalities in society across race/ethnicity, gender and class. How do institutional environments shape w...
MS&E376Strategy Doctoral Research SeminarClassic and current research on business and corporate strategy. Limited enrollment, restricted to PhD students. Course may be repeated for credit.
MS&E379Social Data AnalysisApplied introduction to good empirical research and causal inference for social scientists and others analyzing social data. Designed to provide an introduction to some of the most commonly used quantitative techniques for causal inference in social...
MS&E382Meso-Organizational TheoryMeso-Organizational Theory
MS&E384Groups and TeamsResearch on groups and teams in organizations from the perspective of organizational behavior and social psychology. Topics include group effectiveness, norms, group composition, diversity, conflict, group dynamics, temporal issues in groups, geograp...
MS&E387Design of Field Research MethodsField research involves collecting original data (qualitative and/or quantitative) in field sites. This course combines informal lecture and discussion with practical exercises to build specific skills for conducting field research in organizations....
MS&E388Contemporary Themes in Work and Organization StudiesDoctoral research seminar, limited to Ph.D. students. Current meso-level field research on organizational behavior, especially work and coordination. Topics: work design, job design, roles, teams, organizational change and learning, knowledge managem...
MS&E390Doctoral Research Seminar in Health Systems ModelingRestricted to PhD students, or by consent of instructor. Doctoral research seminar covering current topics in health policy, health systems modeling, and health innovation. May be repeated for credit.
MS&E391Doctoral Research Seminar in Energy-Environmental Systems Modeling and AnalysisRestricted to PhD students, or by consent of instructor. Doctoral research seminar covering current topics in energy and environmental modeling and analysis. Current emphasis on approaches to incorporation of uncertainty and technology dynamics into...
MS&E394Advanced Methods in Modeling for Climate and Energy PolicyDesign and application of computational models and techniques for assessing climate and energy policy, and for predicting the impacts of climate change. Topics include 1) best practices in research design, model design and selection; 2) types of mode...
MS&E408Directed Reading and ResearchDirected reading and research on a subject of mutual interest to student and faculty member. Available to undergraduate, master, and doctoral students. Student must clarify deliverables, units, and grading basis with faculty member before applicable...
MS&E448Big Financial Data and Algorithmic TradingProject course emphasizing the connection between data, models, and reality. Vast amounts of high volume, high frequency observations of financial quotes, orders and transactions are now available, and poses a unique set of challenges. This type of d...
MS&E449Buy-Side InvestingIn-class lectures and guest speakers who work in the Buy-Side to explore the synergies amongst the various players¿ roles, risk appetites, and investment time and return horizons. We aim to see the forest and the different species of trees growing in...
MS&E454Decision Analysis SeminarCurrent research and related topics presented by doctoral students and invited speakers. May be repeated for credit. Prerequisite: 252.
MS&E463Healthcare Systems DesignStudents work on projects to analyze and design various aspects of healthcare delivery including hospital patient flow, clinical risk prediction, physician networks, clinical outcomes, reimbursement incentives, and community health. Students work in...
MS&E472Entrepreneurial Thought Leaders' SeminarLearn about entrepreneurship, innovation, culture, startups and strategy from a diverse lineup of accomplished leaders and entrepreneurs in venture capital, technology, education, philanthropy and more. Open to all Stanford students. Required weekly...
MS&E489d.Leadership: Leading Disruptive Innovationd.Leadership is a course that teaches the coaching and leadership skills needed to drive good design process in groups. d.leaders will work on real projects driving design projects within organizations and gain real world skills as they experiment wi...
MS&E494The Energy SeminarInterdisciplinary exploration of current energy challenges and opportunities, with talks by faculty, visitors, and students. May be repeated for credit.
MS&E495Sustainable Energy Interdisciplinary Graduate SeminarGraduate students will present their ongoing research to an audience of faculty and graduate students with a diversity of disciplinary perspectives regarding sustainable energy.
MS&E79SIValues and Principles in the Workplace: PEAK FellowsExtension of the PEAK Fellows program. Serves as an opportunity for students to explore what it means to create and work for principled, entrepreneurial businesses. Through readings and peer-led discussions, students will definetheir personal set of...
MS&E802TGR DissertationNo Description Set
MS&E92Introduction to Health Policy ModelingThe application of mathematical models to problems in health policy. Estimating the benefits, harms, costs, and uncertainties of a health policy or intervention. Understanding concepts of cost-effectiveness analysis. Developing decision models that...
MS&E92QInternational Environmental PolicyPreference to sophomores. Science, economics, and politics of international environmental policy. Current negotiations on global climate change, including actors and potential solutions. Sources include briefing materials used in international negoti...