Fiches de cours

Mathematical modelling of behavior

MATH-463

Enseignant(s) :

Bierlaire Michel

Langue:

English

Summary

Discrete choice models allow for the analysis and prediction of individuals' choice behavior. The objective of the course is to introduce both methodological and applied aspects, in the field of marketing, transportation, and finance.

Content

MOOC

1. Introduction and examples

2. Choice theory

3. Binary choice

4. Multinomial choice

5. Specification testing

6. Prediction

Ex cathedra lectures

7. Nested Logit model

8. Multivariate extreme Value models

9. Sampling

10. Mixed models.

11. Choice models with latent variables.

Learning Outcomes

By the end of the course, the student must be able to:

Transversal skills

Teaching methods

Lectures:

The first half of the semester is based on the online MOOC "Introduction to discrete choice models". There is no lecture in class. 

The second half of the semester is based on ex-cathedra lectures in class.

Exercices and laboratories:

They are organized every week during the semester. The students will estimate the parameters of behavioral models based on real data. 

Expected student activities

Every week, the students are supposed to

  1. read the appropriate material, according to the schedule (the material for a given week is supposed to be read before the lecture of that week);
  2. work on the assignments for the laboratories.

 

Assessment methods

Written

Dans le cas de l'art. 3 al. 5 du Règlement de section, l'enseignant décide de la forme de l'examen qu'il communique aux étudiants concernés.

Resources

Bibliography

Ben-Akiva and Lerman (1985) Discrete Choice Analysis, MIT Press.Train (2003) Discrete Choice Methods with Simulation, Cambridge University Press.

Ressources en bibliothèque
Websites

Dans les plans d'études

Semaine de référence

 LuMaMeJeVe
8-9 CE1104   
9-10    
10-11 CE1104
CO021
   
11-12    
12-13     
13-14     
14-15     
15-16     
16-17     
17-18     
18-19     
19-20     
20-21     
21-22     
 
      Cours
      Exercice, TP
      Projet, autre

légende

  • Semestre d'automne
  • Session d'hiver
  • Semestre de printemps
  • Session d'été
  • Cours en français
  • Cours en anglais
  • Cours en allemand