Harvard announces new Masters programs in Computational Science and Engineering (CSE)

[myampol]

Harvard’s School of Engineering and Applied Science (SEAS) and the Graduate School of Arts and Science (GSAS) have just announced a new one-year Master of Science (SM) program in Computational Science and Engineering (CSE) to begin in Fall 2013, and a two-year Master of Engineering (M.E.) program to begin in Fall 2014.

The CSE program seeks to create graduates who can achieve the following:

1. Produce a computational solution to a problem that is reproducible and can be comprehended by others in the same field.
2. Communicate across disciplines and collaborate in a team.
3. Model complex systems appropriately with consideration of efficiency, cost and data availability.
4. Use computation for advanced data analysis.
5. Create or enable a breakthrough in a domain in science.
6. Take advantage of parallel and distributed computing and other emerging modes of computation, both in algorithms and in code implementation.
7. Evaluate and compare multiple computational approaches to a scientific challenge and choose the most appropriate and efficient one.
8. Apply techniques and tools from software engineering to build robust, reliable, and maintainable software.

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The program has grown out of the Institute for Applied Computational Science (IACS) at Harvard, created in 2010.
http://iacs.seas.harvard.edu/IACSbrochure2.pdf

The SM program will require students to complete at least 3 of 4 “core courses,” plus 4 electives, for a total of 8 courses.

CSE "core courses"


The 4 core courses include two designated “Applied Mathematics” and two designated “Computer Science.”
http://iacs.seas.harvard.edu/academic-offerings/courses-1

The core Applied Mathematics courses include:

• AM 205, Scientific Computing: Numerical Methods (offered in Fall)
  http://iacs.seas.harvard.edu/academic-offerings/AM205.pdf
• AM 207, Advanced Scientific Computing: Stochastic Optimization Methods (offered in Spring)
  http://iacs.seas.harvard.edu/academic-offerings/AM207.pdf

The core Computer Science courses include:

• CS 205, Computing Foundations for Computational Science (offered in Fall)
  http://iacs.seas.harvard.edu/academic-offerings/CS205.pdf
  http://www.cs205.org/syllabus.html
• CS 207, Systems Development for Computational Science (offered in Spring)
  http://iacs.seas.harvard.edu/academic-offerings/CS207.pdf

Students must complete 3 or all 4 of the above core courses for the SM degree.

The elective courses must include at least one further “Applied Math” course, and one further “Computer Science” course.
http://www.registrar.fas.harvard.edu/Courses/AppliedMathematics.html
http://www.registrar.fas.harvard.edu/Courses/ComputerScience.html

Harvard is also creating a new classification called “Applied Computation”, into which a couple of courses have been placed.
http://www.registrar.fas.harvard.edu/Courses/AppliedComputation.html

CSE electives list

http://iacs.seas.harvard.edu/academic-offerings/courses-2#cse-electives-list

The CSE Program Committee has approved the following courses for inclusion as electives in the plan of study.

Suggested CSE Applied Math electives
AM 201 Physical Mathematics I (offered in Fall)
AM 202 Physical Mathematics II (offered in Spring)
AM 221 Advanced Optimization (offered in Fall)
AC 274 (was AM 274) Computational Fluid Dynamics (offered in Spring)
AC 275 (was AM 275) Computational Design of Materials (offered in Spring)
STATS 210 Probability Theory and Statistical Inference I (offered in Fall)
STATS 220 Bayesian Data Analysis (offered in Fall)
STATS 221 Statistical Computing and Visualization (offered in Spring)
STATS 285r Statistical Machine Learning (offered in Spring)

Suggested CSE Computer Science electives
AC 263 Data and Computation on the Internet (offered in Fall)
CS 221 Computational Complexity (offered in Spring)
CS 222 Algorithms at the Ends of the Wire (offered in Fall)
CS 226r Efficient Algorithms (offered in Fall)
CS 228 Computational Learning Theory (offered in Spring)
CS 246 Advanced Computer Architecture (offered in Fall)
CS 262 Distributed Computing (offered in Spring)
CS 281 Advanced Machine Learning (offered in Fall)

Other Harvard courses
http://iacs.seas.harvard.edu/academic-offerings/courses

As electives, a student may also take up to two “domain electives”—approved computation-intensive courses within a domain, and/or up to two semester-length independent research projects. It is here that students interested in Quantitative Finance might find courses with the desired focus, as the Harvard SEAS does not have any “Quant” or “Finance” focus, and as such, the program does not appear to be targeted at creating graduates who would seek “Quant” positions, but students might create such a focus through careful choice of electives and through appropriate project selection in the core courses. Certain courses offered through the departments of Economics and Statistics may be most applicable in this regard.


Admissions

Applications for the one-year SM degree in CSE will be accepted in Fall 2012 for entry in Fall 2013.

From Fall 2014, it will also be possible to earn a two-year “Master of Engineering (M.E.)”, where the second year is devoted primarily to research, and a thesis will be required.

http://iacs.seas.harvard.edu/master-of-science-in-cse/master-of-engineering-degree

Students pursuing the M.E. degree will have to take all 4 of the above core courses, as well as a larger number of electives.

Applications for the two-year M.E. program will be accepted during Fall 2013, for entry in Fall 2014, however students who start the one-year MS program in Fall 2013 will be eligible to submit an application at the end of 2013 for permission to continue for a second year of study in 2014-2015, thus earning the M.E. degree.

Sources:
http://iacs.seas.harvard.edu/new-masters-program-is-launched
http://www.seas.harvard.edu/news-events/press-releases/cse_masters
http://news.harvard.edu/gazette/story/2012/06/a-new-masters-program/
http://www.thecrimson.com/article/2012/6/1/masters-computational-science-engineering/

The person to contact with questions regarding these new degree programs is:
Ms. Rosalind Reid
Executive Director of the Institute for Applied Computational Science
rreid@seas.harvard.edu
617-384-9091

 

[kwlmy]

Looks promising.

 

[myampol]

As mentioned above, Harvard’s School of Engineering and Applied Sciences (SEAS) does not appear to have faculty with “quant finance” focus.
Students who have wished to pursue this area in the past have been served by the Department of Statistics, which for a number of years has offered an undergraduate track in Quantitative Finance.
http://www.stat.harvard.edu/Academics/quant-finance-track.pdf

The Department of Statistics also offers a Master of Arts (AM) degree, which like the new Master of Science (SM) in CSE also requires 8 courses, but 6 of these must be Statistics courses, leaving room for only 2 electives.
http://www.stat.harvard.edu/Academics/requirements_for_AM.pdf
http://www.registrar.fas.harvard.edu/Courses/Statistics.html


It is worth noting that one of the (part-time) faculty members at the Harvard Statistics department is Stephen Blyth,
http://www.stat.harvard.edu/faculty_page.php?page=blyth.html
who is also the head of internal portfolio management for the Harvard Endowment,
http://hmc.harvard.edu/about-hmc/stephen_blyth.html
which was valued at $32 billion at the close of the previous fiscal year, June 30, 2011.
(Results for the just-completed fiscal year are expected to be released in September.)

At Harvard, the Department of Statistics is part of the Faculty of Arts and Sciences (FAS), but it is separate from the School of Engineering and Applied Science (SEAS).
However, the chairman of the statistics department, Xiao-Li Meng, is on the committee of faculty for the new CSE degree.
http://iacs.seas.harvard.edu/people/program-committee

 

[Zeuge]

This sounds interesting, there's a new trend of "computational science" masters degrees (MIT has the CDO, Caltech and Stanford both have programs irrc).

How will employers receive these students?

 

[MRoss]

How will employers receive these students?

It's Harvard. With open arms and big paychecks :D

 

[Tom.Chan]

I actually got an admission on this program. Anyone got the same? I am not too sure if this program is even relevant with quant finance.

 

[rickbass]

I actually got an admission on this program. Anyone got the same? I am not too sure if this program is even relevant with quant finance.

Congratulations first!
what other programs did you apply this year? Have you applied for MFE?

 

[Tom.Chan]

Congratulations first!
what other programs did you apply this year? Have you applied for MFE?

Thank mate. I applied for MFE programs, but got waitlisted by CMU, and waiting for other schools too.

 

[Wendy_Z]

I actually got an admission on this program. Anyone got the same? I am not too sure if this program is even relevant with quant finance.

I got accepted at this program too and also waitlisted by CMU FE :/ But I really wanna know about the job placement of this program...

 

[rickbass]

I got accepted at this program too and also waitlisted by CMU FE :/ But I really wanna know about the job placement of this program...

the job placement is pretty good for. Some people doubt if CMU official website shows the actual stats, but in my opinion, it is a very good program. I think one of the reasons is that the program is offered by Tepper, and many applicants have full-time experience so that lots of them can get "Associates" right after completing the program.

 

[Wendy_Z]

the job placement is pretty good for. Some people doubt if CMU official website shows the actual stats, but in my opinion, it is a very good program. I think one of the reasons is that the program is offered by Tepper, and many applicants have full-time experience so that lots of them can get "Associates" right after completing the program.

Haha I meant that Harvard program. Since it is a new program, I don't know what kind of job students can do after graduate. I'm sure CMU has a really good placement rate haha. Thank you anyway!

 

[rickbass]

Haha I meant that Harvard program. Since it is a new program, I don't know what kind of job students can do after graduate. I'm sure CMU has a really good placement rate haha. Thank you anyway!

oh, i misunderstood your opinion. Yes, you are right, it is a new program and I did do some research about this program. You can see that almost no professor declares research interests in financial engineering and all the faculties come from academic field, so it is not good for you to get the most up-to-date info from the fast-changing financial world. I also see that lots of professors are from physical, mechanical and material science departments, so i believe if you want to do these areas, this program is definitely a good choice, otherwise, I would not recommend this. I know why you chose to apply for Harvard program and lots of applicants have the same thoughts as you since MFE is really competitive, but in my opinion, if you choose a related program of MFE, you may want to consider a program in a financial center (e.g. NYC or CHI) and the faculties in that program contains some faculties in MFE program. And in that way you may be able to choose some courses in financial math and get closed contact with students and faculties in MFE program. In this case, I think Stanford ICME and NYU Courant are good choices rather than Harvard IACS.