Stochastic Processes and Uncertainty Analysis

PRELIMINARIES
Fundamentals of real variables
Mathematical preliminaries
Fundamentals of uncertainty analysis
Fundamentals of random processes

MARTINGALES, STOPPING TIMES AND FILTRATIONS
Stochastic processes and sigma fields
Stopping times
Continuous time martingales
Reynolds transport theorem
Conservation of dissolved constituent mass

BROWNIAN MOTION
Brownian motion
Markov property
The brownian sample paths

STOCHASTIC INTEGRATION
Construction of the stochastic integral
The change-of-variable formula
Generalized ito rule for brownian motion

STOCHASTIC DIFFERENTIAL EQUATIONS (IF TIME PERMITTED)
Strong solutions
Weak solutions
Approximation methods for uncertainty analysis
Firs-order variance estimation method
Rosenblueth;s probabilistic point estimate method
Harr’s probabilistic point estimate method
Li’s probabilistic point estimate method College of Engineering Main Campus Statistics or Engineering Statistics, Calculus or Engineering Mathematics (I), or approval by the instructor 10 Thursday 3,4,6 CIE7156 (521EM7450) 3 (College of Engineering) Graduate Institute of Civil Engineering, Hydraulic Engineering Division
*Majors-only (including minor and double major students). http://www.ce.ntu.edu.tw/ce_eng/

Cultural Diversity and Social Work

*This course welcomes undergraduate and graduate students in social work and other professional fields. The topics about China and Taiwan will be proceeded in Mandarin for best understanding. Others will be in English. As identity movements spread and globalization impacts people’s everyday life, the concept of cultural diversity “takes account of its dynamic nature and the challenges of identity associated with the permanence of cultural change” (United Nations Educational Scientific and Cultural Organization, 2009). Social workers nowadays are obliged to understand and properly respond to the subtle differences across groups of gender, sexuality, age, ethnicity or/and race, area, and social class and the influence on the people. Based on the core value of social justice, issues related to human rights and oppression are also of concern. This course aims to prepare cultural competence of students in terms of cultural awareness, knowledge acquisition, and skill development. The sessions start with relevant theoretical frameworks, looks into pressing issues of oppressed populations, and ends by reviewing the development of practice, research and social service system. To enrich students’ cross-culture exposure and sharpen sensitivity toward distinct cultures, international guest speakers are invited to introduce on a series of selective issues in the context of their society. Applying certain elements of “flip classroom”, the guest speeches will be performed in ways such as recommendation of reading list, pre-recorded lecture, asynchronous discussion on-line through CEIBA system, and/or live discussion through internet connection in the classroom. For each topic of the guest speech, students work (in group or individually, depending on class size) to present a similar or related issue in Taiwan or other societies so that dialogue between societies and among the course participants would occur and deepen the learning experience. [Weekly topics] Part 1. Introduction Week 1: Course introduction Week 2: Defining cultural diversity Week 3: Cultural competence in social work: Global context Week 4: Cultural competence in social work: United States VS. Taiwan Part 2. Theoretical pieces Week 5: Social justice and human rights Week 6: Anti-oppression perspective Week 7: Postmodern paradigm Part 3. Selective issues around the world Week 8-14 (exact schedule and guests yet confirmed) Topics (Guest speakers):
. Disparity and disproportionality of ethnicities in American children welfare (Mary McCarthy, Ph.D., LMSW, Director of Social Work Education Consortium, USA)
. Preparing for cultural diversity at organization level (National Child Welfare Workforce Institute)
. Aging in place: Cultural meaning and practicing (Paul Urbanski, Ph.D., Assistant Professor at Monmouth University, USA)
. Environmental justice in action (MSW students at Monmouth University, USA)
. Inner immigration from rural to urban areas in China中國城移民之農民工議題 (Lei Wu, Ph.D., Lecturer at Renmin University of China/蕾博士 中國人民大學講師)
. New marriage immigrant and the family in Taiwan台灣新移民及其家庭議題 (Pei-Chun Chen, MSW Student of National Taiwan University/陳君 台大社工系研究生)
. Cultural care in aboriginal tribes in Taiwan台灣原住民部落的文化照顧 (Chao-Chi Huang, MSW Student of National Taiwan University/愷 台大社工系研究生)
. Factors and preparation for cultural shock in overseas volunteers國際志工文化衝之因素及因應 (Huei-Chuen Yang, MSW Student of National Taiwan University/楊惠淳 台大社工系研究生) Part 4. Development in practice and research Week 15 Cultural competent practice: Skills and techniques Week 16 Cultural competent research: Measurement and methodology Week 17 Course wrap-up After accomplishing this course, the students shall be equipped to (1) recognize own and others’ cultural experiences and the underlying assumptions (2) respect the dignity and worth of a person with a cultural diversity perspective (3) analytically and critically tackle cultural issues at individual, agency, or/and policy levels (4) perform culturally competent practice and/or research College of Social Sciences Main Campus 1. All readings, assignments, and communication of this course are in English. 2. To facilitate at-home reading and in-class discussion, a set of questions will be posted on the discussion board of CEIBA. The students can select five weeks to respond the questions by posting relevant discussion, reflection, resources or questions by noon of the day before the class time (Wednesday 11:59 AM). Or, you may raise your own questions or bring up reflections about topic of the week and the reading materials. Late post counts about the points would be taken down for fairness. 3. For individual presentation, students (in group or individually, depending on the class size) may select one of the selective topics around the world to explicate further, such as relevant discussions in another society or other profession. It shall be taken as a mid-term paper adopting decent references without writing out the contents. Please schedule a meet-up with the teacher regarding the presentation to ensure the insightful dialogue would occur as late as two week ahead. 4. Students are expected to read the papers assigned and participate in classroom discussion. Individual student is responsible for the learning of self, group members, other students, and (guest) lecturers. **Undergraduate and doctoral students are encouraged to take this course as a selective. In such case, requirements and evaluation standards would be individualized for fairness. Yi Yi Chen 15 Friday 2,3,4 SW7042 (330EM4000) 3 *Majors-only (including minor and double major students).
*Registration eligibility: graduate students.

(College of Social Sciences) Graduate Institute of Social Work http://ntusw.ntu.edu.tw/english/

Academic Paper Writing and Presentation

This course provides an overview of the essential communicative skills needed to write a journal research article and present the paper at a conference or seminar. Taking a linguistic approach to written and oral texts, we will examine the elements needed to effectively communicate scientific information in professional situations. Students will explore the different styles of written and oral language through individual and interactive tasks as well as analysis of oral and written texts. There will be plenty of opportunities for written and oral language practice as well. College of Medicine Downtown Campus-NTU Hospital Course lectures and materials are in English. Group feedback and discussions OK in any language. Marc Anthony 20 Wednesday 3,4 ClinMD8355 (421ED9440) 2 *Majors-only (including minor and double major students).

(College of Medicine) Graduate Institute of Clinical Medicine
http://clinicalmedicine.mc.ntu.edu.tw/en/Pages/default.aspx

Review of Orthodontic Treatment Results (Ⅱ)

Students participate in the class will prepare case presentation from his/own patient pool. Each resident is assigned his / her own patients in the first year of the training program, most of which are expected to be completed by the end of the third year. Some of the unfinished cases will be transferred to the second year trainee from the graduates. The second year trainee will select a case undergoing treatment but treatment goal and efficiency not meeting the expectation. The third year trainee will select a completed case to review the treatment outcome. The presentation will begin with pre-treatment records, evaluating etiology, diagnosis, treatment planning, and treatment outcome (mid-treatment records or final records). Students are taught the important skills of cephalometric superimposition in order to differentiate the natural growth and treatment effects. After each case presentation, questions will be raised and fully discussed. All the presentation and discussion will be held in English. Problems in diagnosis, treatment planning, treatment procedures, treatment mechanics and management will be carefully reviewed based on individual cases. Constructive opinions will be given on improving treatment efficiency, treatment outcome or biomechanics. In this class, students learn how to a. obtain and create long term files of quality images of patients using techniques of photography, radiology and cephalometrics. b. collect and organize detailed treatment records which may include care from other providers. c. develop a foundation for understanding and planning treatment and implementation of appropriate treatment objectives and mechanics. d. evaluate treatment progress via cephalometric superimposition. e. manage and motivate patients to participate fully with orthodontic treatment procedures. Goal: for developing the skill of case presentation in English, evaluating the treatment result via cephalometric superimposition, exercising problem resolving ability in clinical setting College of Medicine Clinical Orthodontic Practice (Ⅰ), Clinical Orthodontic Practice (Ⅱ) Chung-Chen Yao 30 Monday 6 CDent7017 (422EM1120) 1 (College of Medicine) Graduate Institute of Clinical Dentistry http://gicd.ntu.edu.tw/main.php?Page=N1

Review of Orthodontic Treatment Results (Ⅳ)

Students participate in the class will prepare case presentation from his/own patient pool. Each resident is assigned his / her own patients in the first year of the training program, most of which are expected to be completed by the end of the third year. Some of the unfinished cases will be transferred to the second year trainee from the graduates. The second year trainee will select a case undergoing treatment but treatment goal and efficiency not meeting the expectation. The third year trainee will select a completed case to review the treatment outcome. The presentation will begin with pre-treatment records, evaluating etiology, diagnosis, treatment planning, and treatment outcome (mid-treatment records or final records). Students are taught the important skills of cephalometric superimposition in order to differentiate the natural growth and treatment effects. After each case presentation, questions will be raised and fully discussed. All the presentation and discussion will be held in English. Problems in diagnosis, treatment planning, treatment procedures, treatment mechanics and management will be carefully reviewed based on individual cases. Constructive opinions will be given on improving treatment efficiency, treatment outcome or biomechanics. In this class, students learn how to a. obtain and create long term files of quality images of patients using techniques of photography, radiology and cephalometrics. b. collect and organize detailed treatment records which may include care from other providers. c. develop a foundation for understanding and planning treatment and implementation of appropriate treatment objectives and mechanics. d. evaluate treatment progress via cephalometric superimposition. e. manage and motivate patients to participate fully with orthodontic treatment procedures. Goal: for developing the skill of case presentation in English, evaluating the treatment result via cephalometric superimposition, exercising problem resolving ability in clinical setting College of Medicine Review of Orthodontic Treatment Results (Ⅱ) Chung-Chen Yao 30 Monday 6 CDent7019 (422EM1140) 1 (College of Medicine) Graduate Institute of Clinical Dentistry http://gicd.ntu.edu.tw/main.php?Page=N1

Advanced Public Finance

Public finance is the field of economics concerned with government expenditure and revenue. It examines both why and how governments should or should not intervene in markets. “How should the government tax people?”, “Who bears the burden of a tax?”, or “How can government spending alleviate poverty?” are exemplary questions public finance tries to answer in a rigorous way. The course provides students with a formal framework in which such questions can be addressed. Topics include: public goods and externalities, optimal taxation, tax incidence, health insurance, and social security. http://www.trembling-hand.com/courses/ The course enables students to understand and form opinions about questions of public finance in a systematic manner. At the end of the course, students will know the tools and models to analyze the role of the government in economics. College of Social Sciences Main Campus Students should have completed Microeconomics II before enrolling in this class. Hendrik Rommeswinkel 30 Tuesday 6,7,8 ECON5145 (323EU8310) 3 *Registration eligibility: juniors and above, and graduate students.
(College of Social Sciences) Department of Economics,
(College of Social Sciences) Graduate Institute of Economics http://www.econ.ntu.edu.tw/db/new2011/index.asp?l=english

Philosophy of Economics

The course trains students to discuss economic concepts from a philosophical perspective. Is economics a science? Do economic models need realistic assumptions? What makes an economic institution “good”? These and other questions are raised in this course. The course puts a strong emphasis on discussion and debate. Students are required to give two short presentations of research papers and defend the authors’ claims in the following discussion. Students are also required to be discussants of other students’ presentations. To train writing interesting and coherent arguments, students write a short paragraph about the debate after class. In the final paper, students examine a recently published research paper from the perspective of one of the topics discussed in class. The course has two objectives. First, it trains students to discuss economic concepts in speaking and writing. Second, it introduces students to methodological and normative issues on the border of economics and philosophy. College of Social Sciences Main Campus Hendrik Rommeswinkel 30 Wednesday 6,7,8 ECON5146 (323EU8320) 3 (College of Social Sciences) Graduate Institute of Economics,
(College of Social Sciences) Department of Economics
*Registration eligibility: juniors and above, and graduate students. http://www.econ.ntu.edu.tw/db/new2011/index.asp?l=english

Topics in Advanced Econometrics

Advanced treatment of quantile regressions. Covers topics: 1. Quantile regression applications 2. Quantile regression theory (a helicopter tour and then details) 3. Endogeneity, IV estimation, and unconditional quantile regressions 4. Panel quantile regressions Studies advanced econometric methodologies used in a wide variety of applications in economics. Mastery of techniques taught in a class demonstrated through the completion of an econometrics paper. College of Social Sciences Main Campus The course grade will be based on problem sets (20%), a book chapter (Koenker 2005) presentation (35%), and a term paper presentation (45%, peer grading). Prereq: Econometric Theory I and Introduction to Quantitative Methods. Jau-Er Chen 12 Thursday 3,4,5 ECON7205 (323EM3750) 3 (College of Social Sciences) Graduate Institute of Economics
*Registration eligibility: graduate students. http://www.econ.ntu.edu.tw/db/new2011/index.asp?l=english

Experimental Economics II:Theory and Experiments in Political Economy

In this course, we will take a formal look at various environments where a group of individuals (committee, society, congress, etc.) makes a decision through some institutional mechanism (consensus, elections, jury deliberations, legislative bargaining etc.). These environments often coincide with real-world political institutions which we will study with the tools of (non-cooperative) game theory and experimental economics. We will try to critically understand varied aspects of political institutions through the lens of formal models in political economy. This course is designed to provide a starting point for research in formal Political Theory and Political Economy. The course will also be of use to students who are interested in microeconomic theory and experimental economics. College of Social Sciences Main Campus Microeconomic theory at a graduate level. Game theory will also be used to study political problems. Sun-Tak Kim 30 Tuesday 7,8,9 ECON7204 (323EM5250) 3 *Registration eligibility: graduate students.

(College of Social Sciences) Graduate Institute of Economics http://www.econ.ntu.edu.tw/db/new2011/index.asp?l=english

Market and Economic Development of Taiwan (Ⅱ)

The class is taught in English and will examine Taiwan’s economic development from about 1860 to the present. During the first class, I will offer an overview of Taiwan’s economic growth since the late-19th century. The course will then be organized topically. We will start by examining Taiwan’s important crops (tea, sugar and rice) and how these affected Taiwan’s economic development from roughly 1860-1970. Then we will briefly look at the development of Taiwan’s natural resources. Finally we will consider Taiwan’s rise as a manufacturing power. We will start with a look at Taiwan’s first labor-intensive manufactured export, woven hats, which were produced and exported in the pre-war era, but then mainly focus on Taiwan’s post-war export boom and its modern growth. There will be seven groups projects based on the readings listed below and a short individual project based on analyzing Taiwan’s post-war economic statistics. When you finish this course, you should have a much better idea how Taiwan rose from poverty to relative prosperity College of Social Sciences Main Campus No prerequisites. There will be a lot of statistics but no mathematical modeling. Students taking this course usually come from many different departments Kelly Barton Olds 68 Tuesday 6,7 ECON5003 (323EU0200) 2 (College of Social Sciences) Department of Economics,
(College of Social Sciences) Graduate Institute of Economics
*Registration eligibility: juniors and above, and graduate students. http://www.econ.ntu.edu.tw/db/new2011/index.asp?l=english

The Economics of Networks

Social networks provide opportunities for individuals in spreading information, such as the experience sharing of a new product. They facilitate the borrowing and lending, such as the emergence of microfinance. They also influence the collective actions, as we may influence our friends’ political inclinations as well as their voting behaviors. While the social network portrays the delineation of the relationship between individuals, this course provides an overview on current economic research that intends to understand the interaction between social networks and economic behaviors. This course is theory-based and self-contained. The students are strongly encouraged to acknowledge game theory. This course aims at undergraduate and graduate students and to provide an overview on game-theoretic social networks in the disciplines of economics. We will learn the basic tools in analyzing the interaction between social networks and economic behavior. The topics will cover social learning, local public good, collective actions, and network formation. College of Social Sciences Main Campus Grading: 1. Student presentation (30%) 2. Attendance (a 4-day absence allowance is given) (10%) 3. Participation in the session of student presentation, including 1-page introduction and preparation for receiving cold call during the presentation (20%) 4. Midterm project proposal and Final-term paper (40%) Course outline (Course Schedule of 18 weeks) Week 1: Introduction Week 2: No Class ? Peace Memorial Day Week 3: Games on networks Ch.3 of (C) Bramoulle, Y. and R. Kranton 2007, Local Public Goods in Networks, Journal of Economic Theory Week 4: Coordination game Ch.4 of (C) Week 5: Social Learning Ch.5 of (C) Bala, V. and S. Goyal 1998, learning from neighbors, The Review of Economic Studies Week 6: Labor Market Ch.6 of (C) Calvu-Armengol, A. and M.O. Jackson 2004, The Effects of Social Networks on Employment and Inequality, American Economic Review Week 7: No Class ? Tomb Sweeping Day Week 8: Network formation Ch.7 of (C) Ch.5 of (SEN) Week 9: Student Project Proposal Week 10: Student Presentation Chatterjee, Kalyan and B. Dutta 2016, Credibility and Strategic Learning in Networks, International Economic Review Babus, Ana and T. Hu forthcoming, Endogenous Intermediation in OTC market, Journal of Financial Economics Week 11: Student Presentation Dutta, B., S. Ghosal, and D. Ray 2005, Farsighted Network Formation, Journal of Economic Theory Bloch, F. and M.O. Jackson 2003, The Formation of Networks with Transfers among Players, Journal of Economic Theory Week 12: Student Presentation Gale, D. and S. Kariv 2003, Bayesian Learning in Social Networks, Games and Eco- nomic Behavior Golub, B., and M.O. Jackson 2010, Nave Learning in Social Networks and the Wisdom of Crowds, American Economic Journal: Microeconomics Week 13: Student Presentation Elliott, M., B. Golub, and M.O. Jackson 2014, Financial Networks and Contagion, American Economic Review Calvu-Armengol, A. 2004, Job Contact Networks, Journal of Economic Theory Week 14: Student Presentation Hagg, M. and R. Lagunoff 2006, Social Norms, Local Interaction, and Neighborhood Planning, International Economic Review Chwe, M. 2000, Communication and Coordination in Social Networks, The Review of Economic Studies Week 15: No Class ? Dragon Boat Festival Week 16: Student Presentation Ballester, A. Calvu-Armengol, and Y. Zenou 2006, Who is Who in Networks: Wanted the Key Player, Econometrica Galeotti, A., S. Goyal, M.O. Jackson, F. Vega-Redondo, L. Yariv, 2010, Network Games, The Review of Economic Studies Week 17: TBA Week 18: Final No Class Chun-Ting Chen 32 Tuesday 6,7,8 ECON5131 (323EU1720) 3 (College of Social Sciences) Department of Economics,
(College of Social Sciences) Graduate Institute of Economics
*Registration eligibility: juniors and above, and graduate students. http://www.econ.ntu.edu.tw/db/new2011/index.asp?l=english

Market and Strategy

This course explores the ways in which firm strategy affects, and is affected by, how markets “work.” Understanding this interplay is crucial for those interested in management, public policy, consulting, antitrust law, as well as those generally curious about why certain products are (or are not) available and why it is that firms behave the way they do. This course will explore this “interplay” using a mixture of theoretical models and empirical tools with a heavy emphasis on real-world applicability of what we learn. This course surveys empirical research in industrial organization (IO), with a focus on statistical and game‐theoretic models. The goal of the course is to a) raise students’ awareness of what people care about in different industries or market structures, and b) stimulate new research interests. By the end of the course, students should be familiar with the key issues and approaches in empirical IO, the strengths of these research streams, and the opportunities to apply/extend them. College of Social Sciences Main Campus Microeconomics (I) & (II), Statistics and Econometrics (1) & (2) Chung-Ying Lee 30 Wednesday 6,7,8 ECON5126 (323EU2250) 3 (College of Social Sciences) Graduate Institute of Economics,
(College of Social Sciences) Department of Economics

*Registration eligibility: juniors and above, and graduate students. http://www.econ.ntu.edu.tw/db/new2011/index.asp?l=english