ORIE 5257

Last Updated

  • Schedule of Classes - July 2, 2026 7:07PM EDT

ORIE 5257
Special Topics in Financial Engineering VI

Course information provided by the 2026-2027 Catalog.

Algorithmic trading and ML-powered tools have impacted all asset classes: beyond the most liquid (and well-studied) equity markets, we have observed a growing number of assets (such as bonds, foreign exchange, crypto, on-line adverts, etc.) that are now primarily traded electronically, yet not necessarily via a classical exchange. In this course, we will cover the tools required to compete in FX, Rates and Crypto markets, covering the main protocols (price-streams, second-price auctions, etc.) with particular emphasis on how to apply the latest ML techniques to gain a competitive edge.


Enrollment Priority Enrollment limited to: Operations Research and Information Engineering (ORIE) Master of Engineering (MEng) Financial Engineering students.

Last 4 Terms Offered 2025FA, 2024FA, 2023FA, 2022FA

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Syllabi: none

  •   Regular Academic Session. 

  • 2 Credits GradeNoAud

  • 11043 ORIE 5257   LEC 030

  •  
    • R
    • Aug 24 - Dec 7, 2026

    • Nuti, G

  • Instruction Mode: In Person

    Enrollment limited to: Operations Research and Information Engineering (ORIE) Master of Engineering (M.Eng.) Financial Engineering students in their third semester. Cornell Tech ORIE may be able to enroll with a written permission from their program management. After obtaining this permission, forward with email to CFEM Program Director, Prof. Victoria Averbukh (vza1).