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Master of Financial Mathematics with Emphasis in Computer Science

For an Emphasis in Computer Science

  • please take CSCI 5106; AND
  • please take CSCI 5523; AND
  • please take one of the following courses: CSCI 5109 or CSCI 5115 or CSCI 5135 or CSCI 5271 or CSCI 5525 or CSCI 5707.

These courses are offered by the Computer Science Department, and are recommended to those students in our program who wish to enhance their knowledge of computer science.

These courses may be taken at any time.

WARNING: Courses listed on this website may have prerequisites; see the syllabi to check on those. If you have any question about whether you are ready to take a certain course, please speak to the course instructor and/or your advisor.

NOTE: Completion of these "with Emphasis in Computer Science" requirements also also fulfills the requirements for a Master's level minor in Computer Science. If you wish to obtain that minor, you'll need to get the signature of the Computer Science DGS on your degree program form.

CSCI 5106 Programming Languages Prerequisite: CSCI 4011 3 credits
Syllabus
Design and implementation of high-level languages. Course has two parts: (1) language design principles, concepts, constructs; (2) language paradigms, applications. Note: course does not teach how to program in specific languages.
CSCI 5109 Visualization Prerequisite: both CSCI 1902 and CSCI 4041 3 credits
Syllabus
Fundamental theory/practice in data visualization. Emphasizes programming applications. Volume visualization, vector field visualization, information visualization, multivariate visualization, visualization of large datasets, visualization in immersive virtual environments, and perceptual issues in effective data representation. Projects are implemented in C++ using VTK or similar visualization API.
CSCI 5115 User Interface Design, Implementation and Evaluation Prerequisite: CSCI 4041 3 credits
Syllabus
Theory, design, programming, and evaluation of interactive application interfaces. Human capabilities and limitations, interface design and engineering, prototyping and interface construction, interface evaluation, and topics such as data visualization and World Wide Web. Course is built around a group project.
CSCI 5135 Programming the Interactive Internet Prerequisite: CSCI 5115 3 credits
Syllabus not yet available
New course. Description not ready yet.
CSCI 5271 Introduction to Computer Security rerequisite: 4061 3 credits
Syllabus
Concepts of computer, network, and information security. Risk analysis, authentication, access control, security evaluation, audit trails, cryptography, network/database/application security, viruses, firewalls.
CSCI 5523 Introduction to Data Mining Prerequisite: CSCI 4041 3 credits
Syllabus
Data pre-processing techniques, data types, similarity measures, data visualization/exploration. Predictive models (e.g., decision trees, SVM, Bayes, K-nearest neighbors, bagging, boosting). Model evaluation techniques, Clustering (hierarchical, partitional, density-based), association analysis, anomaly detection. Case studies from areas such as earth science, the Web, network intrusion, and genomics. Hands-on projects.
CSCI 5525 Machine Learning Prerequisite: none 3 credits
Syllabus
Models of learning. Supervised algorithms such as perceptrons, logistic regression, and large margin methods (SVMs, boosting). Hypothesis evaluation. Learning theory. Online algorithms such as winnow and weighted majority. Unsupervised algorithms, dimensionality reduction, spectral methods. Graphical models.
CSCI 5707 Principles of Database Systems Prerequisite: CSCI 4041 3 credits
Syllabus
Concepts, database architecture, alternative conceptual data models, foundations of data manipulation/analysis, logical data models, database designs, models of database security/integrity, current trends.
Financial Mathematics
(612) 625-1306     mfmath@umn.edu
127 Vincent Hall
206 Church St. S.E.
Minneapolis, MN 55455 USA
www.math.umn.edu/finmath/courses/mfm_emphasis_in_computer_science/index.shtml
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