Linear Programming, Stochastic Programming, Dynamic Programming, which one is most important - Quant版 - 未名存档

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Quant版 - Linear Programming, Stochastic Programming, Dynamic Programming, which one is most important

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l******e 发帖数: 94	1 For a quant? 这学期选课要从这3门中选一门，请各位大牛提供点建议。谢谢各位大牛了！
m*******o 发帖数: 264	2 Stochastic Programming
l********V 发帖数: 178	3 Dynamic programming也满重要的吧
e***n 发帖数: 286	4 w/o the foundation of LP, how can you learn SP? DP is indepent of other two to some extent. If you have time, I suggest you don't take course in OR. No use. I mean OR is great only if you have spent a lot of time to do it. Otherwise, you will regret you didn't spend more time on more important finance courses such as Financial Econometrics.

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