Introduction of Financial Optimization
Course Code
AK3161
Number of Credits
3
Semester
Course Type
Study Material
| Study Material | Depth |
|---|---|
| Concepts of Linear Algebra & Convex Sets | Explore |
| Linear Program | Express |
| Simplex Method | Express |
| Nonliniear Optmization without constrains | Expert |
| Nonlinear optimization with linear equation and linear inequality constraints | Expert |
| Constraint optimization method and penalty method | Explore |
| Integer and mixed integer programming | Explore |
| Heuristic Method | Explore |
| Spiral Optimization Method | Explore |
| Genetic Algorithm Method | Explore |
Graduate Learning Outcomes (GLO) carried by the course
| CPMK Code | Course Learning Outcomes Elements (CLO) |
|---|---|
| CPMK 1 | Understanding of the basic theory and methods used in linear programming, non- linear optimization problems without constraints and with constraints in the form of linear and non-linear equations, and heuristic optimization. |
| CPMK 2 | Ability to model problems into optimization problems in the actuarial and financial fields, both in linear and non-linear form, without constraints and with constraints, using continuous and non-continuous methods, namely heuristic methods. |
| CPMK 3 | Ability to work, high curiosity, independence and communication in completing optimization tasks using computer assistance, both individually and in groups. |
Learning Method
- Lectures, Group Discussions, Independent Assignments
Learning Modality
- Offline, synchronous, standalone, and group.
Assessment Methods
- UTS, UAS, homework and quizzes