Digitise, Optimise, Visualise - Module 1

Staff - Faculty of Economics

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Optimsation is an important tool across all fields of quantitative research. This includes finance, engineering, economics, biology, physics, astronomy, name it. In this summer school you will learn

*) how to formulate a problem

*) when you can be sure that you will find an optimal solution to your problem

*) how to solve an optimisation problem with a computer

*) how to visualise problems and solutions with a computer

To learn all of this we will introduce you to fundamental mathematical ideas that are at the heart of our modern world. These concepts have very appealing geometric interpretations and we will work with innovative teaching concepts and visualisations to sharpen your intuition. Our tool of choice will be python, a widely used program in data science. You will learn how to access data and optimisation libraries and how to visualise your problems. In 3 weeks we will guide you from zero to cutting-edge applications and knowledge that will prove useful in your work as a student, or industry professional.


Module 1: Digital Boot Camp (1 July - 6 July 2019, 3 ECTS)
In this module we will acquaint you with the basics of object oriented programming in Python. You will learn basic problem and data visualisation techniques. We will discuss how to access and process data with Python. Understanding and formulating linear programs will anticipate our intuition about convex programs taught in the second module. We will have a first look at the cvxoptlibrary. We will not start from zero in this module and expect you to having gone through the following free courses

    *) Introduction to Python

    *) Intermediate Python for Data Science

    *) Data science tool box 1

    *) Python Object-Oriented Programming (OOP)


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