Spring 2010 courses

(Beijing) It’s been a fun ride

My final semester, in full quant gear. It’s time to man up and math up. If I have to get out of school, I’m going out with a bang, not a whimper.

Required:

POLS C3998x-C3999y Senior Honors Seminar. A two-term seminar for students writing the senior honors thesis.

The thing I worry about the most, all the time. I live in perpetual thesis anxiety. Chris Blattman was right, only commit yourself to writing a thesis if you truly must.

ECON W4921 Political Economy Seminar: The Non-Market Business Environment. The course will apply the lessons of political economy to study the non-market environment within which businesses operate. Topics include lobbying, regulation, media relations, and international trade.

My last required class for the joint major, and it looks like it’ll be fun. Maybe I can get a lobbyist job out of this.

HUMA W1123 Masterpieces of Western music. The course attempts to involve students actively in the process of critical listening, both in the classroom and in concerts that the students attend and write about. The extraordinary richness of musical life in New York is thus an integral part of the course. Although not a history of Western music, the course is taught in a chronological format and includes masterpieces by Josquin des Prez, Monteverdi, Bach, Handel, Mozart, Haydn, Beethoven, Verdi, Wagner, Schoenberg, Stravinsky, Louis Armstrong, and Duke Ellington, among others. Since 2004, the works of jazz composers and improvisers, such as Louis Armstrong, Duke Ellington, and Charlie Parker, have been added to the list of masterpieces to be studied in this class.

My last required class for the Columbia core. One of the fun parts of the class is attending an opera, which I almost always enjoy.

Electives:

POLS W4292 Advanced Topics in Quantitative Research: Models for Panel & Time-Series Cross-Section Data 3 pts. This course covers methods for models for repeated observations data. These kinds of data represent tremendous opportunities as well as formidable challenges for making inferences. The course will focus on how to estimate models for panel and time-series cross-section data. Topics covered include fixed effects, random effects, dynamic panel models, random coefficient models, and models for qualitative dependent variables.

With this, I will have completed the entire polisci graduate methods sequence, well, except the basic classes like the ‘math camp’. The equivalent class in the stat department does not seem to be as focused on social science applications, and I’m not sure if I would ever use Fourier transformations or spectral density estimation in my own research (or any finance quant job), so this one seems more appropriate.

MATH W4061 Introduction To Modern Analysis I 3 pts. Real numbers, metric spaces, elements of general topology. Continuous and differential functions. Implicit functions. Integration; change of variables. Function spaces.

MATH V2500x or y Analysis and Optimization 3 pts. Mathematical methods for economics. Quadratic forms, Hessian, implicit functions. Convex sets, convex functions. Optimization, constrained optimization, Kuhn-Tucker conditions. Elements of the calculus of variations and optimal control. (SC)

Last year’s valedictorian, the god of econ, advised me to take 4061 “and ace it”, if I ever wanted to go to econ grad school. Having given up on ever getting into a good econ program, I’m not sure if I really need to take this, especially since I don’t expect to do much formal modeling, though it seems like some people recommend real/functional analysis anyway, as a kind of mental abstraction jujitsu.

After attending the first class, seeing all the math and physics majors there, and struggling with the first ‘Baby Rudin’ homework, I despaired and dropped down to the easier ‘math for econ’ analysis class, that covers only the subset of real analysis most relevant to econ applications, which will probably help motivate me to stick with it.