News: ORIE

CFEM '13 Zach Escalante led the second annual CFEM Webscraping Workshops for our students over the past two Fridays. Check out how our alumni give back to the community: https://lnkd.in/d5W4hga Read more

Read here to see how Cornell Financial Engineering faculty make a difference: https://www.bloomberg.com/…/the-master-of-robots-left-aqr-n… Professor Marcos Lopez de Prado was recently featured in Bloomberg for his innovative work at the crossroads of machine learning and quantitative finance. Read more

Marcos Lopez de Prado joins Cornell Financial Engineering Manhattan as a Professor of Practice after leaving his post at AQR as Principal and Head of Machine Learning. "We are delighted to welcome Marcos at CFEM. He has been instrumental in developing and advancing our Financial Data Science certificate, and he brings over 20 years of quant experience into our classroom,” said Victoria Averbukh, Director of CFEM. Before formally joining CFEM, Professor Lopez de Prado taught his graduate course “Advances in Financial Machine Learning” as a CFEM practitioner since 2016. Marcos has been named... Read more

We had so much fun catching up with old friends at Kingston Hall last Thursday. Over drinks and beef patties, incoming CFEM students celebrated the end of their first year and discussed their current summer internships. 100% of incoming CFEMers were placed in summer internships ( 68% of summer internship offers were a direct result of alumni connections and CFEM resume drops!) 98% of the FE students who completed their studies in December 2018 have accepted full-time offers and/or will pursue Ph.D. programs. We look forward to greeting all new students in Ithaca and New York City in the fall,... Read more

Four new faculty projects have been selected to receive funding for collaborative, cross-disciplinary opportunities for learning and research in New York City. Read more

Eighteen Cornell doctoral students from 13 fields of study have received 2019-20 Engaged Graduate Student Grants to support community-engaged research relevant to their dissertations. Read more

If you are a fan of logic problems, you have probably seen some variant on the classic challenge involving moving a group of people or items from one place to another in the most efficient way possible, given several constraints. Sometimes the challenge is framed as getting a group of people across a single-track footbridge where certain individuals can never be on the bridge together; sometimes it involves transporting animals across a river with a canoe, but certain animals can never be together on one side of the river without a human there. If you have seen these sorts of problems, then... Read more

Alliance Bernstein's Andrew Chin (Chief Risk Officer and Head of Quantitative Research) and Celia Chen (Data Scientist) came to the Cornell Tech campus on April 10th to discuss major changes in the asset management industry as a result of big data. This concludes our seminar series with Citi for the semester! We hope to collaborate again in the future, and we thank everyone for the continued support. Read more

On Wednesday, April 3rd, our panelists and attendees from a variety of career paths gathered for an informal discussion as women in finance. The conversation included such topics as the setbacks that all of us have overcome in the industry, challenges that women still face, and our visions for the future. It was a memorable chat, and we are grateful to all participants for the newfound inspiration. Read more

Over the next five years, each researcher will receive up to $500,000 “to build a firm scientific footing for solving challenges and scaling new heights for the nation, as well as serve as academic role models in research and education,” according to the NSF website. The five assistant professors are: Jayadev Acharya , electrical and computer engineering; Siddhartha Banerjee , operations research and information engineering; Christina Delimitrou , electrical and computer engineering; Nathan Kallus , operations research and information engineering at Cornell Tech; Karola Mészáros , mathematics... Read more