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IB9SS-15 Prescriptive Analytics and Optimisation

Department
Warwick Business School
Level
Taught Postgraduate Level
Module leader
Siamak Naderi
Credit value
15
Module duration
5 weeks
Assessment
30% coursework, 70% exam
Study location
University of Warwick main campus, Coventry

Introductory description

The main objective of the module is to provide sound theoretical backgrounds through a variety of real life applications of optimisation models in analytics and data analysis. The module also includes an assignment that involves individually generated tasks to be solved by using computational technologies.

Module aims

The module aims to develop the student's interest in, and knowledge and understanding of, various optimisation models to support decision making in organisations. Students will learn about the theoretical underpinnings of these models as well as how they are used in applications. They will gain practical experience in modelling and problem solving.

Outline syllabus

This is an indicative module outline only to give an indication of the sort of topics that may be covered. Actual sessions held may differ.

Optimisation modelling: mathematical programming, including extensive studies of linear programming and dynamic programming; integer programming, introduction to non-linear optimisation, introduction to algorithms and heuristics. The techniques mentioned are illustrated on a range of real life applications in business analytics and data science. IT tools (Excel, R or Python libraries, etc.) are used to demonstrate the usage of the theory in practice.

Learning outcomes

By the end of the module, students should be able to:

  • Demonstrate comprehensive knowledge of Operational Research techniques and effective problem solving and decision making skills.
  • Critically evaluate and consider implications of analytical solutions in real-world settings

Indicative reading list

Reading lists can be found in Talis

Research element

Elements of research methodology typical for quantitative analysis (mathematical, analytical, computational approaches) are represented in examples discussed in the class

Interdisciplinary

The module includes a use of computer science and algorithms as a part of teaching material; that illustrate an interdisciplinary nature of approaches taught.

Subject specific skills

Formulate a model; Select the most efficient method to tackle the problem; Use appropriate software to solve the model; Report on the findings using a range of media which are widely used in business; Reflect on the validity of the model and the modelling process accepted.
Identify problem structures, to suggest solution approaches and to identify potential quality issues of the solution
Develop an adequate methodology and skills to extract, formalise and solve a structured model for analysis of messy real life decision support problems

Transferable skills

Numeracy skills
Written communication

Study time

Type Required
Online learning (scheduled sessions) 5 sessions of 2 hours (7%)
Other activity 18 hours (12%)
Private study 48 hours (32%)
Assessment 74 hours (49%)
Total 150 hours

Private study description

Private study to include preparation for lectures and own reading

Other activity description

9 x 2 hr F2F workshops

Costs

No further costs have been identified for this module.

You do not need to pass all assessment components to pass the module.

Assessment group D
Weighting Study time Eligible for self-certification
Assessment component
Group Quantitative Assignment: optimisation models to be set and solved (number of words N/A) 30% 22 hours No
Reassessment component
Individual Assignment Yes (extension)

Individual Assignment based on group work

Assessment component
2 Hr Written Exam 70% 52 hours No
Reassessment component is the same
Feedback on assessment

For the assignment, correct solutions for all models will be provided. In case of wrong solutions, the typical mistakes will be commented on. For the exam, overall cohort feedback will analyse typical mistakes and will provide the model solutions.

Past exam papers for IB9SS

Courses

This module is Optional for:

  • Year 1 of TIBS-N1N3 Postgraduate Taught Business Analytics