ORIE 5265

ORIE 5265

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.

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Syllabi: none
  •   Regular Academic Session. 

  • 2 Credits GradeNoAud

  • 18550 ORIE 5265   SEM 130

  • 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.