Master of Science in Computational Decision Sciences and Operations Research

This is an archived copy of the 2019-2020 catalog. To access the most recent version of the catalog, please visit http://bulletin.iit.edu.

Collaborative program with the Department of Computer Science

The purpose of this program is to provide students with theoretical skills and knowledge of applications in the areas of optimization, game theory, and machine learning to enable them to contribute towards making business decisions more efficient, or alternatively, to enable them to pursue research in these areas.

Admission Requirements

Students with bachelor of science degrees in mathematics, computer science, industrial engineering, electrical and computer engineering, mechanical engineering, and business, or related areas, with a minimum cumulative GPA of at least 3.0/4.0, will be considered. Prospective students should have knowledge of linear algebra, discrete mathematics, probability and statistics, and programming.

All applications will be considered on an individual basis and strong applicants without an adequate background might be admitted with a requirement to take additional prerequisite courses. A statement of objectives and a curriculum vitae must be submitted. Two letters of recommendation are required. GRE scores must meet Illinois Institute of Technology institutional requirements.

Curriculum

Coursework includes 12 credit hours of required core courses and 20 credit hours of elective courses. Up to 12 credit hours of 400-level coursework may be included in the program with adviser approval. A student may, with permission of a thesis adviser, include in his or her program a thesis of up to five credit hours consisting of a combination of CS 591 and/or MATH 591. The thesis option requires a written thesis and an oral defense of the thesis. Thesis format and deadlines are set by the Graduate College.

Core Courses (12)
CS 430Introduction to Algorithms3
or CS 535 Dsgn and Anlys of Algorithms
MATH 481Intro to Stochastic Processes3
or MATH 564 Applied Statistics
or MATH 565 Monte Carlo Methods in Fin
CS 539Game Theory: Algorithms & Apps3
or CS 583 Probabilistic Graphical Models
or MBA 505 Microeconomics and Game Theory
or MATH 522 Mathematical Modeling
CS 538Combinatorial Optimization3
or MATH 535 Optimization I
Computing Sciences Electives (3)
Select a minimum of one course from the following:3
Data Mining3
Database Organization3
Data Integration Warehousing3
Advanced Data Mining3
Advanced Database Organization3
Information Retrieval3
Machine Learning3
Topics in Computer Science3-12
Reading and Special Problems1-20
Applied Math Electives (3)
Select a minimum of one course from the following:3
Intro to Mathematical Finance3
Mathematical Modeling3
Discrete Applied Mathematics I3
Discrete Applied Math II3
Statistical Learning3
Bayesian Computational Stats3
Reading and Special Projects1-20
Business and Application Electives (3)
Select a minimum of one course from the following:3
Fundamentals of Innovative Bus3
Algorithms in Transportation3
Analytics for Decision Making3
Operations & Tech Management3
Supply Chain Management3
Math for Mgmt Science I3
Math for Mgmt Science II3
Research (0-5)
Select zero to five credit hours0-5
Reseach and Thesis M.S.1-5
Research and Thesis M.S.
Additional Computational Decision Science and Operations Research Electives (6-11)
Select 6-11 credit hours 16-11

Minimum degree credits required: 32