EBA International Program, Faculty of Economics, Chulalongkorn University
Term 1/2015
2952354 Applied Data Analysis (3 credits)
Pre-requisite: 2952351 Mathematics for Economists
Instructor: Assoc. Prof. Pongsa Pornchaiwiseskul, Ph.D. (รศ.ดร. พงศา พรชัยวิเศษกุล)
Office:
Room 501 Economics Building (5th floor)
Office Hour:
see web for update
E-Mail (for correspondence):
Pongsa.P@chula.ac.th
E-Mail (to submit term papers):
ppongsa@pop.co.th
Subject: EBA Term Project
E-Mail (to submit assignments):
ppongsa@pop.co.th
Subject: EBA Assignment
Homepage:
http://pioneer.chula.ac.th/~ppongsa
http://bit.ly/pongsa
http://j.mp/pongsa
Course Objective:
The course is meant to introduce basic Operations Research-Management Science (ORMS)
tools. Learning will be mostly by examples and cases. Although it will not be emphasized on the
mathematical proofs, students are expected to have good understanding of basic calculus and matrix
algebra. It is the students’ responsibility to make sure that they have enough pre-requisite for the
course. No reviews of the pre-requisite Mathematics will be given.
Course Description:
The topics to be covered can be separated into three(3) parts. Part I tries to introduce basic
concepts of optimization and generalized Linear Programming technique. Part II will cover ORMS
tools for specific deterministic problems, e.g., Transportation Problems, Assignment Problems. Part
III will focus on stochastic or probabilistic problems, e.g., Simulation, Decision Tree.
Reading Texts:
Required e-book
[1] Albright, S.C. and Winston, W., “Practical Management Science”, revised 3rd edition, SouthWestern Cengage Learning, 2009
[2] Schrage, L., “Optimization Modeling with LINGO”, 6th edition, LINDO Systems, Inc., 2006
(http://www.lindo.com)
[3] Coelli, T, “Data Envelopment Analysis”
(http://www.uq.edu.au/economics/cepa/deap.php)
Optional Courseware
[2] MIT Open Courseware Number 15.035 “Optimization Methods in Management Science”
http://ocw.mit.edu/courses/sloan-school-of-management/
Software:
The course will highly depend on Spreadsheet program like Microsoft Excel which is legally
available in the microcomputer labs. In addition, specific software such as LINDO, DEAP will be
demonstrated for related topics. These are free or trial software which could be downloaded over the
internet.
Grading Policy:
Assignment (8 problem sets)
32%
Attendance
28%
Individual Term project
40% (presentation date TBA)
(due on the last Friday before final exam week)
Rules for Term Project
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EBA International Program, Faculty of Economics, Chulalongkorn University
Term 1/2015
1)
Each student has to briefly present his/her idea for the proposed individual term project
(using not more than 8 slides within 5-minute timeframe. The term project should cover any
ORMS tool in Part I. Those who would like to use tools in Part II have to read ahead and
familiarize themselves with the tools. Proposal will be presented after the mid-term exam.
The presentation must cover the statement of problem, questions to be answered and ORMS
tools to be used. Failure to present mean 5% point deduction.
2)
Each student must submit the final version of his/her term project in pdf format (not more
than 20 pages long). The final version must cover the expansion of the proposal in 1),
employed data, real results and economic interpretation of the result. The credit will depend
on the complexity/merit of the problem. The final paper will be presented during the last two
weeks before the final exam week. Each will be allowed not more than 15 slides within 10minute timeframe.
3)
The term project paper (assembled into a single zip file) must be e-mailed to
ppongsa@pop.co.th with the subject beginning with “EBA WhatYouSend”.
The zip file must be named with 10-digit student ID, e.g.,
5585678929(yourname)WhatYouSend.zip before being attached to the e-mail.
Warning: Failure to do so can make your submission fail to reach me. Hard copy will not be
accepted.
Rules for Attendance
Absolutely no phone or camera. During each 3-hour lecture session, there will be 1 or 2
randomized “golden” three-second periods when a PIN code for each student will be displayed.
Those who are in the class and still awake have to note down their own PIN codes for the day. The
required PIN codes must be written on the front page of your submitted assignment. If you miss the
PIN code, you lose your attendance score.
Rules for Assignment
There will be eight (8) short personalized assignments for the course. Each has equal
weight(4%). Simple rule for assignment is “No cheating”. Everyone must work alone. This is not a
team effort. Cheating will not be tolerated. On the front page of each assignment you have to put in
your PIN codes of attendance for the specified dates. Type your assignment papers using Microsoft
Office or other similar document software and submit them in a single ZIP file by e-mail. The above
procedure for term project will be applied to assignment papers. I highly recommend “paperless”
option to save trees.
Assignment will be given on the lecture day (Monday), it is due on Thursday. Half a percent
(0.5%) will be deducted for each day late.
Course Outline:
Topic#
Description
0
Introduction to Modeling using Excel
1
Linear Programming Models
2
Network Models
3
Integer Programming Models
4
Multi-objective Problems
5
Decision Tree Analysis
6
Simulation Modeling
7
Inventory Models
8
Queuing Models
[text]chapter/[text]chapter
[1]chs.1-3
[1]ch.4/[2]chs.6-7,10/[3]
[1]ch.5,15/[2]ch.8
[1]ch.6/[2]ch.11
[1]ch.9/[2]ch.14
[1]ch.10/[2]ch.12
[1]chs.11-12
[1]ch.13/[2]ch.17
[1]ch.14/[2]ch.18
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