Mike Ludkovski (UCSB): "Gaussian Process Models: From Option Greeks to Stochastic Impulse Control"

Igor Halperin (Fidelity): "Schrodinger Control Optimal Planning for Goal-Based Wealth Management"

Joseph Simonian: "The Complementary Roles of Data Science and Econometrics in Model Validation"

2023 Capstone Projects (An Overview by CFEM Head of Research Sasha Stoikov)

Dr. Thomas Li (NYU Courant): "Yield Farming for Liquidity Provision"

Cornell MFE Student/Alumni Testimonials

Achintya Gopal (Bloomberg): "Using Graph Neural Networks to Discover Supply Chain Edges"

Daniel Wu (Vanguard) - "A Machine Learning Augmented Taylor Rule"

Harrison Waldon (UT Austin): "The Algorithmic Learning Equations"

Irene Aldridge (AbleBlox and AbleMarkets): "Crypto Ecosystem and AMM Design"

Ernest Chan (Predictnow.ai) - "How to Use Machine Learning for Optimization"

FDS projects at CFEM

Agostino Capponi (Columbia): "Do Private Transaction Pools Mitigate Frontrunning Risk?"

Dr. Kevin Webster: "Getting More for Less - Better A/B Testing via Causal Regularization"

2022 Cornell MFE Alumni Updates

Yuyu Fan (Alliance Bernstein): "Leveraging Text Mining to Extract Insights"

Ciamac Moallemi (Columbia): "Liquidity Provision and Automated Market Making"

Andreea Minca (Cornell ORIE): Clustering Heterogeneous Financial Networks

Martin Scholl (University of Oxford): "Studying Market Ecology Using Agent-Based Models"

Kevin Webster: "How Price Impact Distorts Accounting P&L"

2021 CFEM Financial Data Science Projects

Irene Aldridge: "Real-Time Risk in Long-Term Portfolio Optimization"

Cornell MFE (Class of 2019) - Favorite Classes and Projects

Laura Leal (Princeton University) - "Learning a Functional Control for High-Frequency Finance"

The Women of CFEM

Zihao Zhang (Oxford-Man Institute) - "Deep Learning for Market by Order Data"

Silvia Ruiz (Cornell MFE '20): "How to Predict Stock Movements Using NLP Techniques"

Vineel Yellapantula (Cornell MFE '20): "Quantifying Text in SEC Filings"

Peter Carr (NYU) "Stoptions" feat. Lorenzo Torricelli (University of Parma)

Lorenzo Torricelli (University of Parma) - "Additive Logistic Processes in Option Pricing"