普林斯顿大学

Operations Research and Financial Engineering

项目介绍

COURSES:

In consultation with the director of graduate studies, students develop a specific course plan. During the first year, students complete six courses that emphasize the foundations of the program, probability, statistics, and optimization. Students take at least ten courses while enrolled: the six core courses during the first year, two directed research courses, and two additional advanced-level courses in the second year. 

The following six core courses are required:

  • ORF 522 Linear and Nonlinear Optimization
  • ORF 523 Convex and Conic Optimization
  • ORF 524 Statistical Theory and Methods
  • ORF 525 Statistical Foundations of Data Science
  • ORF 526 Probability Theory
  • ORF 527 Stochastic Calculus

In addition, at least two advanced courses and two semesters of directed research (ORF 509 and ORF 510) are completed under the direction of a faculty adviser in the student’s area of interest by the end of the second year in preparation for the general examination.PRE-GENERALS REQUIREMENT(S):

Research Adviser
Students ordinarily match with an adviser by the end of the first year of study to begin research in preparation for the general examination. No student may enter the second year without a research adviser of record. Students are expected to identify a faculty adviser in the ORFE department. If a student receives permission to work with a faculty adviser who is not a member of the ORFE department, the student must also have a co-adviser who is on the ORFE faculty and is seriously involved in co-advising the student.

Qualifying Examination
Each student must satisfy qualifying requirements. Qualifying exams are offered in September of the student’s second year. 

A student who obtained a grade of A- or better in four of the six required core classes will be exempt from the September qualifying exams. If this is not the case, the student will meet with the DGS to determine which exams need to be taken in September to satisfy the requirements. The optimization exams are based on ORF 522 and ORF 523. The probability exams are based on ORF 526 and ORF 527. The statistics exams are based on ORF 524 and ORF 525. 

A vote of the faculty determines the results of the qualifying exam. Students who fail must transfer out of the Ph.D. program. There is no option to retake the exam.  The examination is roughly 90 minutes/course.  Students will be provided the questions a few hours before the examination.  Two faculty examiners will evaluate the student’s performance on the examination.  Additional information related to the preliminary examination is outlined in the graduate student handbook(link is external).GENERAL EXAM:

ORFE students take the general exam in April or May of their second year.  To be eligible to stand for the general examination, students must have completed the required core courses, met the qualifying examination requirements, have taken and passed ORF 509, have taken or are currently enrolled in ORF 510, and have received a B+ or higher in two additional advanced courses at the 500 level. The student must also show adequate progress on research and an acceptable level of understanding of their area of specialization.

The general examination consists of two parts, a written and oral component, both covering the student’s area of specialty. The written component is completed by submitting a written report on the research conducted in ORF 509-510. It is due one week before the exam takes place. The report serves as the basis for the student’s presentation. The oral component is completed by giving a presentation on the research presented in the comprehensive written report. The oral exam may be up to 3 hours in length.

As part of the oral examination, the general examination committee may ask questions related to the research and the student’s area of specialization.   

For each student, an examining committee is selected by the student and adviser. In addition to the adviser, the committee consists of two ORFE faculty or affiliated faculty and must be approved by the Director of Graduate Studies. The committee will administer the oral exam, evaluate the student’s performance in research and overall knowledge of the student’s field, and make a recommendation to the department faculty. A departmental faculty vote determines the final outcome.QUALIFYING FOR THE M.A.:

The Master of Arts (M.A.) degree is normally an incidental degree on the way to full Ph.D. candidacy and is earned after a student successfully passes the general examination. It may also be awarded to students who, for various reasons, leave the Ph.D. program, provided that these requirements have been met.

Please note, students admitted to the Ph.D. program who do not wish to complete the program may be considered for an M.S.E. degree with approval from the department and the Graduate School. Ph.D. students who have already been awarded the incidental M.A. are not eligible to earn an M.S.E. DISSERTATION AND FPO:

Upon completion and acceptance of the dissertation by the department, the candidate will be admitted to the final public oral (FPO) examination.

The committee of examiners for the FPO must consist of no fewer than two current ORFE faculty members, and the 2nd thesis reader should also be a current ORFE faculty member.

The Ph.D. is awarded after the candidate’s doctoral dissertation has been accepted and the final public oral examination sustained.

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普林斯顿大学

院校简介

普林斯顿大学(Princeton University)位于美国东海岸新泽西州的普林斯顿市,是美国大学协会的14个始创院校之一,也是常春藤联盟成员。
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