School of Innovative Technologies and Engineering

D De ep pa ar rt tm me en nt t o of f A Ap pp pl li ie ed d M Ma at th he em ma at ti ic ca al l S Sc ci ie en nc ce es s


MSc Applied Statistics
with
Operational Research



PROGRAMME DOCUMENT

VERSION 1.0
MASOR 1.0
APRIL 2012



University of Technology, Mauritius
La Tour Koenig, Pointe aux Sables, Mauritius
Tel: (230) 207 5250 Fax: (230) 234 1747 Email: site@umail.utm.ac.mu
Website: www.utm.ac.mu


MASOR V1.0 / APRIL 2012 Page 2 of 8

MSc APPLIED STATISTICS WITH OPERATIONAL RESEARCH


A. Programme Information


In this data deluge era, decision making and planning processes in almost all major institutions are
increasingly becoming data dependent. Statistics provides the reasoning and techniques for producing and
understanding data. This Master degree programme aims to bridge the gap between University and Industry by
considering statistical and mathematical models relevant to the industry. The programme is designed as an
intensive two-semester (full-time mode) or three-semester (part-time mode) course which focuses on training in
statistics, predictive modelling and analysis with complex datasets for problems in forecasting and the
understanding of the problem solving process required when supporting management decision-making. The
focus on operational research will further equip students with the necessary analytical abilities involved in
efficient decision making processes. The MSc consists of seven compulsory modules, an elective module plus
a project.

B. Programme Aims


The MSc Applied Statistics with operational research course is designed to train students who wish to pursue
career in the field of or as:

§ Statisticians

• Academia

§ Data collection research and analysis

§ Modelling and forecasting of time dependent phenomena

§ Operations research analysts

§ Marketing and quality improvement

§ Population research and surveys

§ Social science statistics

• Statistics/OR practitioners (health, manufacturing, transport)

The degree programme also serves an excellent basis for students wishing to pursue studies for an
MPhil/PhD, hence leading to careers as researchers in the field of statistics or modelling and forecasting.

C. Programme Objectives


Upon successful completion of the programme, students will be expected to

§ be able to manipulate, analyse and interpret real-world data

§ demonstrate a sound understanding on the advanced techniques employed to analyse complex
organisational problems and help make better decisions

§ possess problem solving techniques strongly transferable for immediate use within industry

§ be able to deliver their competencies in the statistical models, relevant to the industry and hence
become confident statistical analysts

§ be fluent with the main computational techniques used in applied statistics and operational research

MASOR V1.0 / APRIL 2012 Page 3 of 8

PART I - Regulations


D. General Entry Requirements


As per UTM’S Admissions Regulations, and ‘Admission to Programmes of Study at Master’s Degree Level’

E. Programme Entry Requirements


At least an Honours Degree with significant content of Mathematics or Statistics.

For instance, a bachelor honours degree in Statistics, Mathematics, Engineering, Business, Actuarial Science,
Finance or a closely related field or other qualifications (academic or professional) acceptable to the University
of Technology, Mauritius can be considered.

F. Programme Mode and Duration


One Semester consists of 15 weeks (excluding examination period)


Full Time: 1 Year (2 semesters)

Part Time: 1 1/2 Years (3 semesters)

G. Teaching and Learning Strategies


• Lectures, Tutorials and Practical Laboratory Sessions
• Structured Discussions
• Workshops and Seminars

H. Student Support and Guidance


Academic tutoring: 3 hours per week per module

I. Attendance Requirements


As per UTM’s Regulations and Policy

J. Credit System


Module =3 or 4 credits

Master Project =12 credits

K. Student Progress and Assessment


The programme is delivered mainly through lectures, tutorials, and practical laboratory sessions. Students are
expected to be as autonomous and research oriented as possible and activities may include reading research
papers, delivering presentations, taking part in quizzes or case-studying amongst others.

Each module carries 100 marks and unless otherwise specified, will be assessed as follows:

MASOR V1.0 / APRIL 2012 Page 4 of 8

Written examination, inclusive of reading time, of duration 2 - 3 hours for 3 credits modules and not less than 3
hours for 4 credits modules and continuous assessment carrying up to 40% of total marks. Continuous assessment
can be based on a combination of assignments, field study, workshops and class tests.
L. Evaluation of Performance


The percentage mark contributes a 100% weighting towards the degree classification.
Maximum marks attainable: 1100

Module grading structure:
Grade Marks
x (%)
A 70 x
B 60 x<70
C 50 x<60
D 40 x<50
F x<40

A-D Pass
F Fail
M. Award Classification


Overall weighted mark x (%) Classification

70 x MSc with Distinction
60 x < 70 MSc with Merit
40 x < 60 MSc
x < 40 No Award

Minimum Credits Required for Award of:

Master’s Degree: 42
Postgraduate Diploma: 30
Postgraduate Certificate: 18





N. Programme Organisation and Management


Programme Director: Mr Aslam Aly El-Faidal SAIB


Contact Details: Telephone Number: 207 52 50 Email: asaib@umail.utm.ac.mu
MASORV1.0 / APRIL 2012 Page 5 of 8
Part II - Programme Structure


O. Programme Name– Full Time (Version 1.0)



Semester 1
Semester 2
Code Modules L+T/ P Credits Code Modules L+T/ P Credits
!"#"
$%&'(
Fundamentals of
Applied Statistics
&)& *
!"#"
$%&%(
Time Series Econometrics &)& *
+#",
$%&-(
Methods for
Operational Research
&)& *
+#",
$%-*(
Advanced Operational
Research Methods
&)&
*
!"#"
$%&&(
Credit Scores
and Data Mining
&)- %
!"#"
$%-.(
Multivariate Data Analysis

&)& *
(/+0
$-'1(
Simulation Techniques
&)& *
Elective Module* &)- %
02/3
$&'-(
Master’s Dissertation -&

* A list of the elective modules proposed is provided on page 8



P. Programme Name – Part Time (Version 1.0)



Semester 1

Code Modules L+T/ P Credits
!"#"
$%&'(
Fundamentals of Applied Statistics

&)&

*
+#",
$%&-(
Methods for Operational Research

&)& *
!"#"
$%&&(
Credit Scores and Data Mining &)- %



Semester 2
Semester 3
Code Modules L+T/ P Credits Code Modules L+T/ P Credits
(/+0
$-'1(

Simulation Techniques
&)& *
!"#"
$%-.(
Multivariate Data Analysis &)& *
!"#"
$%&%(
Time Series Econometrics
&)&

*

Elective Module* &)- %
+#",
$%-*(
Advanced Operational
Research Methods
&)& *
02/3
$&'-(
Master’s Dissertation -&

* A list of the elective modules proposed is provided on page 8








MASORV1.0 / APRIL 2012 Page 6 of 8

Q. Module Outlines

CORE MODULES

STAT 5320C: FUNDAMENTALS OF APPLIED STATISTICS
• !4546746859 8:;8<=47 5;> ?<4@:>7
• 0A:B5B6964C 4<8@;6DE<7
• !4546746859 6;F<A<;8<
• G6;<5A ?:><97
• HI=<A6?<;459 5;> 7EAJ<C ><76K;
• L;4A:>E846:; 4: 2

MATH 5321C: METHODS FOR OPERATIONAL RESEARCH
• G6;<5A =A:KA5??6;K E76;K 2M+54G5B
N
O KA5=@6859 7:9E46:;P 76?=9<IP >E5964C
!<;7646J64C 5;59C767P =:74 :=46?59 5;59C767
"A5;7=:A4546:; =A:B9<?P 5776K;?<;4 =A:B9<?
• L;4<K<A =A:KA5??6;K E76;K 2M+54G5B
N
O (E446;K =95;< 59K:A64@? 5;> BA5;8@ Q B:E;> 4<8@;6DE<
• R<4S:AT :=46?6U546:;O "A5J<996;K 759<7?5; 5;> >674A6BE46:; =A:B9<?7P ?5I6?E? F9:S =A:B9<?7
• L;J<;4:ACP A<=958<?<;4 5;> DE<E6;K ?:><97

STAT 5322C: CREDIT SCORES AND DATA MINING
• (A<>64 78:A6;KO (:;7E?<A 8A<>64 78:A6;KP B<@5J6:EA59 5;> 8:99<846:; 78:A<7
0A<>6846;K B5;TAE=48CP 78:A< 85A>7
• V545 =A<O=A:8<776;KO !5?=9<P 7<K?<;4546:;P 8A<>64 BEA<5E 8@5A584<A674687
R:?6;59 J7W :A>6;59 ?<57EA<7
• 2<8596BA546:; 5;> 4A58T6;K 78:A< 85A>7
• V545 ?6;6;K E76;K 2 :A 7:F4S5A< 96T< #(GO X596>546:;P 8A:77 J596>546:;P BA5;8@O5;>OB:E;> 59K:A64@?
(95776F68546:; 4<8@;6DE<7O V<8676:; 4A<<7P ;<EA59 ;<4S:AT7P Y5C<765;
• !4546746859 A<=:A46;KP !4A54<K68 8EAJ<7

COMP 5106C: SIMULATION TECHNIQUES
• HI5?=9<7 :F >678A<4<O<J<;4 76?E9546:;7
• 25;>:? ;E?B<A K<;<A546:;
• "<747 F:A A5;>:?;<77
• 25;>:? J5A654< K<;<A546:;
• L;=E4 ?:><996;K
• X5A65;8< A<>E846:; 4<8@;6DE<7
• +:;4< (5A9: ?<4@:>7Z 5;59C767 5;> 5==968546:;7
• 2M!=A<5>7@<<47 =A58468597

STAT 5323: TIME SERIES ECONOMETRICS
• (@5A584<A674687 :F 46?< 7<A6<7
• HI=:;<;4659 7?::4@6;K
• V<8:?=:7646:; ?<4@:>7
• !<57:;5964C 4A<;>7P 8C896859 8:?=:;<;47P 7<57:;59 5;> ;:;O7<57:;59
• #E4:A<KA<776J< ?:><97
• #2L+# ?:><97
• ,<4<A:78<>5746864C
• [7< :F 2 =58T5K<


MASORV1.0 / APRIL 2012 Page 7 of 8

MATH 5314C: ADVANCED OPERATIONAL RESEARCH METHODS
• V<4<A?6;67468 5;> =A:B5B6967468 >C;5?68 =A:KA5??6;K
• V<A6J546J<OB57<> 5;> ><A6J546J<OFA<< :=46?67546:;
• R:;96;<5A =A:KA5??6;K 59K:A64@?7
• 2M+54G5B
N
=A58468597

STAT 5318C: MULTIVARIATE DATA ANALYSIS
• +54A6I 59K<BA5
• V67=95C6;K ?E946J5A654< >545
• "<74 :F 76K;6F685;8< S64@ ?E946J5A654< >545
• +<57EA6;K 5;> 4<746;K ?E946J5A654< >545
• 0A6;86=59 8:?=:;<;4 5;59C767
• \584:A 5;59C767
• V678A6?6;5;4 FE;846:; 5;59C767
• (9E74<A 5;59C767





























MASORV1.0 / APRIL 2012 Page 8 of 8

*ELECTIVE MODULES


STAT 5325C: MARKOV CHAINS AND QUEUEING SYSTEMS
• +5AT:J 8@56;7O #B7:A=46:; =A:B9<?7
• !:9E46:;7 :F B6A4@O><54@ =A:8<77<7P ?5; =:S<A =95;;6;K 7C74<?7
• ]E<E<6;K 7C74<?7O +5AT:J65;
R:;O+5AT:J65; DE<E<7
• 0A6:A64C DE<E<7P DE<E<7 S64@ B548@ 5AA6J59P A<4A659 DE<E<7
• !6;K9< 89577 DE<E<7 :=46?67546:;O =A:B9<?7M5==968546:;7
0:96;K 7C74<?7P 896<;4 7<AJ<A 7C74<?7

MATH 5313: MANAGEMENT SCIENCE AND SYSTEM DYNAMICS
• \<<>B58TO 85E759 9::= >65KA5?7
• !C74<? >C;5?687 ?:><97O !6?=9< 74AE84EA<7P ?:><9 F:A?E9546:;
+:><9 4<746;KP 7<;7646J64C 5;59C767
+:><9 <J59E546:; 4<8@;6DE<7
• 0:968C 5;59C767O L;J<;4:AC ?5;5K<?<;4
• (:??:>64C 8C89<7O ;<S =A:>E84 >6FFE76:;
• +<;459 ?:><97
• !C74<? >C;5?687 6; :AK5;67546:;7

STAT 5326C: DECISION SCIENCES AND SOFT SYSTEMS ANALYSIS
• V<8676:; 5;59C767P ><8676:; ?5T6;K E;><A E;8<A456;4C 5;> A67T
• V<8676:; 5;59C767 5;> 74A54<KC ?5T6;K
• !:F4 7C74<? ?:><996;K 5;> 5;59C767O !:F4 7C74<?7 ?<4@:>:9:KC
• X65B9< 7C74<? ?:><9
• L;4<A5846J< =95;;6;KO 6;F9E<;8< >65KA5?7
• Y5C<765; B<96<F ;<4S:AT7

QFIN 5206C: OPERATIONAL RESEARCH METHODS IN FINANCE
• G6;<5A =A:KA5??6;K 6; 8:?=E4546:; :F ><>6854<> B:;> =:A4F:96:P 577<4 =A686;K
• L;4<K<A =A:KA5??6;K O (:;74AE846:; :F 6;><I FE;>P G:8TB:I =A:B9<?
0:A4F:96: :=46?67546:; S64@ ?6;6?E? 4A5;75846:; 9<J<97
• ]E5>A5468 =A:KA5??6;KO ]0 =A:B9<?P :=46?5964C 8:;>646:;7
L;4<A6:A =:6;4 ?<4@:>7P 8<;4A59 =54@
• ]0 5;> =:A4F:96: :=46?6U546:;O +<5; J5A65;8< =:A4F:96: :=46?6U546:;


PROJ 5201C: MASTER’S DISSERTATION
V677<A4546:; KE6><96;<7 S699 B< K6J<; 6; 4@< V677<A4546:; ,5;>B::T

Sign up to vote on this title
UsefulNot useful