Directory of Classes

NOTE: Course information changes frequently, including Methods of Instruction. Please revisit these pages periodically for the most recent and up-to-date course information.


Summer 2021 Industrial Engineering and Operations Research E4721 section 001
TOPICS IN QUANT FINANCE
AI Applications in Finance

Call Number 11240
Day & Time
Location
TR 8:40am-11:10am
203 Mathematics Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Ali Hirsa
Type LECTURE
Method of Instruction Hybrid
Course Description Prerequisites: IEOR E4700: Introduction to Financial Engineering, additional pre-requisites will be announced depending on offering. Selected topics of interest in the area of quantitative finance. Offerings vary each year; some topics include: Energy Derivatives, Experimental Finance, Foreign Exchange and Related Derivative Instruments, Inflation Derivatives, Hedge Fund Management, Modeling Equity Derivatives in Java, Mortgage-backed Securities, Numerical Solutions of Partial Differential Equations, Quantitative Portfolio Management, Risk Management, Trade and Technology in Financial Markets. AI Applications in Finance: Visual Introduction to Optimization, Deep Learning, AI & its Applications in Finance & beyond, Options, Option Valuation & Pricing, Market Instruments, Data-Driven Analysis on various different market Data (LIBORs, Swaps, ED, &etc.), Model Calibration, Market proxy models /Models replicating market dynamics & movements, Trading, Big Data, and AI
Web Site Vergil
Subterm 05/03-06/14 (A)
Department Industrial Engineering and Operations Research
Enrollment 29 students (50 max) as of 4:03PM Wednesday, April 21, 2021
Subject Industrial Engineering and Operations Research
Number E4721
Section 001
Division School of Engineering and Applied Science: Graduate
Open To Engineering:Undergraduate, Engineering:Graduate
Campus Morningside
Section key 20212IEOR4721E001

Home      About This Directory      Online Bulletins      ColumbiaWeb      SSOL
SIS update 04/21/21 16:03    web update 04/21/21 21:24