Operations Research (MS)

Graduate studies in Operations Research enables students to concentrate their studies in methodological areas such as mathematical programming, stochastic models, and simulation. Students may complete the studies on a full time (12 points per term) or part time basis.

Operation Research Engineers are required to satisfy a core program of graduate courses in simulation, probability theory, statistics, stochastic models, and operations research.

All students must take at least 18 points of graduate work in IEOR and at least 30 points of graduate studies at Columbia.

Operations Research

Required Core Courses (12 points):
IEOR E4150INTRO-PROBABILITY ＆ STATISTICS (For Fall Admits)
or STAT GU4001 INTRODUCTION TO PROBABILITY AND STATISTICS
IEOR E4004OPTIMIZATION MODELS AND METHODS
IEOR E4106STOCHASTIC MODELS
IEOR E4404SIMULATION
IEOR E4199MSIEOR Quantitative Bootcamp
Approved Electives (18 credits)
Refer to IEOR website for list of approved topics titles and sections
CSOR E4231ANALYSIS OF ALGORITHMS I
CSOR W4246ALGORITHMS FOR DATA SCIENCE
ORCS E4529Reinforcement Learning
IEME E4200HUMAN-CENTERED DESIGN AND INNOVATION
IEOR E4008COMPUTATION DISCRETE OPT
IEOR E4010Artificial Intelligence for OR and FE
IEOR E4108SUPPLY CHAIN ANALYTICS
IEOR E4207HUMAN FACTORS: PERFORMANCE
IEOR E4402Corporate Finance, Accounting ＆ Investment Banking
IEOR E4405PRODUCTION SCHEDULING
IEOR E4407GAME THEOR MODELS OF OPERATION
IEOR E4418TRANSPORTATION ANALYTICS ＆ LOGISTICS
IEOR E4500APPLICATIONS PROGRAMMNG FOR FE
IEOR E4501TOOLS FOR ANALYTICS
IEOR E4505OPERATION RES IN PUBLIC POLICY
IEOR E4506DESIGN DIGITAL OPERATING MODELS
IEOR E4507HEALTHCARE OPERATIONS MGT
IEOR E4510PROJECT MANAGEMENT
IEOR E4520APPLIED SYSTEMS ENGINEERING
IEOR E4521SYSTEM ENGI TOOLS/METHODS
IEOR E4523Data Analytics and Machine Learning
IEOR E4525MACHINE LEARNING FE ＆ OPR
IEOR E4526ANALYTICS ON THE CLOUD
IEOR E4530TOPICS IN OPERATIONS RESEARCH
IEOR E4532Visualization and Storytelling with Data
IEOR E4533Performance, Objectives, ＆ Results Using Data Analytics
IEOR E4534Applied Analytics: from Data to Decisions
IEOR E4540DATA MINING
IEOR E4544Statistical Methods for Analytics
IEOR E4570TOPICS IN OPERATIONS RESEARCH
IEOR E4571TOPICS IN OPERATIONS RESEARCH
IEOR E4572TOPICS IN OPERATIONS RESEARCH
IEOR E4573TOPICS IN OR
IEOR E4574TOPICS IN OR
IEOR E4575TOPICS IN OPERATIONS RESEARCH
IEOR E4576TOPICS IN OPERATIONS RESEARCH
IEOR E4577TOPICS IN OPERATIONS RESEARCH
IEOR E4578TOPICS IN OPERATION RESEARCH
IEOR E4579TOPICS IN OR
IEOR E4601DYNAMIC PRICING/REVENUE MGMT
IEOR E4602QUANTITATIVE RISK MANAGEMENT
IEOR E4620PRICING MODELS FOR FIN ENGIN
IEOR E4630ASSET ALLOCATION
IEOR E4650BUSINESS ANALYTICS
IEOR E4700INTRO TO FINANCIAL ENGINEERING
IEOR E4704Foundations of Financial Technology
IEOR E4711GLOBAL CAPITAL MARKETS
IEOR E4718INTRO-IMPLIED VOLATILITY SMILE
IEOR E4720TOPICS IN QUANT FINANCE
IEOR E4721TOPICS IN QUANT FINANCE
IEOR E4722TOPICS IN QUANT FINANCE
IEOR E4723TOPICS IN QUANTATIVE FINANCE
IEOR E4724TOPICS IN QUANTATIVE FINANCE
IEOR E4725Topics in Quantitative Finance: Numerical Solutions of Partial Differential Equation
IEOR E4726TOPICS IN QUANTATIVE FINANCE
IEOR E4727TOPICS IN QUANTATIVE FINANCE
IEOR E4728TOPICS IN QUANTITATIVE FINANCE
IEOR E4729TOPICS IN QUANTATIVE FINANCE
IEOR E4731CREDIT RISK/CREDIT DERIVATIVES
IEOR E4732COMPUT METHODS IN FINANCE
IEOR E4733ALGORITHMIC TRADING
IEOR E4734FOR EXCH/RELATD DERIVATVS INST
IEOR E4735STRUCTURED＆HYBRID PRODUCTS
IEOR E4737AI Applications in Finance
IEOR E4741Programming for Financial Engineering
IEOR E4742Deep Learning for OR and FE
IEOR E4745Applied Financial Risk Management
IEOR E4900MASTERS RESEARCH OR PROJECT
IEOR E4998MANAG TECH INNOV ＆ ENTREPRENEURSHIP
IEOR E4999FIELDWORK
ORCS E4200Data-driven Decision Modeling
ORCS E4201Policy for Privacy Technologies
ORCS E4529Reinforcement Learning
or ORCS E6529 Advanced Reinforcement Learning
IEOR E6711STOCHASTIC MODELING I
IEOR E6614OPTIMIZATION II
IEOR E6712STOCHASTIC MODELING II
IEOR E6613Optimization, I
IEOR E8100ADVANCED TOPICS IN IEOR
EEOR E6616CONVEX OPTIMIZATION
Pre-approved Columbia Business School (CBS) Elective Courses
Course Codes may include DROMBxxxx, MRKTBxxxx, MGMTBxxxx, ACCTBxxxx or FINCBxxxx. Please refer to the MSOR website for pre-approved CBS listings. Courses not listed below must be pre-approved by IEOR advising prior to the add/drop date of the semester.
Please note: Programming courses from CBS are not approved.
Pre-approved CBS electives:
ACCT B8029
BUEC B8211
BUEC B8216
BUEC B8498
DROM B8103Business Analytics II Half Term
DROM B8106Operations Strategy
DROM B8107Service Operations Management
DROM B8116Risk Management
DROM B8117
DROM B8131Sports Analytics
DROM B8510MANAGERIAL NEGOTIATIONS
FINC B8325
FINC B8331
MGMT B8577
MRKT B8604
MRKT B8607
MRKT B8609
MRKT B8632
MRKT B8636
MRKT B8662
MRKT B8663
MRKT B8679
or MRKT B8680
1

STAT GU4001 INTRODUCTION TO PROBABILITY AND STATISTICS will not count toward the 18 IEOR point requirement.  

Operations Research has eight areas of concentrations, including:

  1. Analytics;

  2. Stochastic Modeling;

  3. Entrepreneurship and Innovation;

  4. Finance and Management;

  5. Healthcare Management;

  6. Logistics and Supply Chain Management;

  7. Machine Learning and Artificial Intelligence; and

  8. Optimization.

Students may select from a variety of approved electives from the Department, Columbia Business School, and the Graduate School of Arts and Sciences. Additional details regarding these concentrations and electives are available in the Departmental office and on IEOR's website at ieor.columbia.edu.