ORIE 5265
Last Updated
- Schedule of Classes - June 18, 2018 7:14PM EDT
- Course Catalog - June 14, 2018 7:15PM EDT
Classes
ORIE 5265
Course Description
Course information provided by the Courses of Study 2017-2018.
With the massive growth of data and rapid development in computational technologies, the finance industry has experienced a paradigm shift towards the use of quantitative methods in all areas of finance. This shift makes machine learning an essential tool for modern quantitative finance professionals. This course applies some of the most popular machine learning techniques to different problems frequently encountered in the investment management industry and the banking industry. The applications will include, but not limited to, stock selection, investment strategy construction, credit risk forecasting, and sentiment analysis on corporate filings or central bank transcripts.
When Offered Spring.
Prerequisites/Corequisites Corequisite: ORIE 5260.
Regular Academic Session.
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Credits and Grading Basis
2 Credits GradeNoAud(Letter grades only (no audit))
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Class Number & Section Details
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Meeting Pattern
- T Cornell Tech
Instructors
Yau, Y
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Additional Information
Taught in NYC. Classes are restricted to MEng FE students in New York or by the permission of the instructor. For more information email Victoria Averbukh at vza1@cornell.edu.
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