News: ORIE

"Buy-Side Quant of the Year": CFEM Professor Marcos López de Prado and Collaborator Alex Lipton Earn Highest Honors in Risk Awards 2021

By: Roselle Bajet

Their innovative solution involves heat potentials, demonstrating the power of mathematical physics in financial applications. While the collaborators have only just started working with each other, both have longstanding ties to the CFEM community. Currently a Visiting Professor at CFEM, as well as the Global Head of Quantitative Research and Development at the Abu Dhabi Investment Authority, Marcos López de Prado has been teaching the class "Advances in Financial Machine Learning" for several years. He has also served as the advisor for graduate student teams in their capstone projects. Both... Read more

ORIE MFEs celebrate their achievements

By: Roselle Bajet

In her opening remarks, CFEM Director Victoria Averbukh encouraged students to be true to themselves and remember to make time for their other talents to flourish alongside their financial careers. ORIE Director Mark Lewis stressed the new responsibilities that come with being Cornell alumni. As Director of M.Eng. Studies Kathryn Caggiano noted to the new graduates, "Pay it forward with your time, with your experience, and with your empathy." In what has become a true CFEM graduation tradition, Senior Research Associate Sasha Stoikov offered a special musical performance to remind students of... Read more

Cornell MFEs Compete in Practitioner-Led Course to Build Trading Algorithms and Learn from the Best

By: Roselle Bajet

One of the defining characteristics of Cornell ORIE'S Financial Engineering degree is the semester students spend learning exclusively from financial practitioners. Moreover, the coursework taught by our practitioner instructors changes in line with the quantitative skills most in demand in the financial industry. This, in fact, is what led us to start the Financial Data Science Certificate in the spring of 2016. Continuing in this tradition, we introduced a new course called "Trading FX, Rates, and Crypto" in the fall of 2020. The course is taught by Giuseppe Nuti, Head of Machine Learning... Read more

2020 INFORMS Annual Meeting

ORIE Wins Big - INFORMS 2020

Adrian Lewis , The Samuel B. Eckert Professor of Engineering, won the John von Neuman prize, awarded for a body of work, with fundamental, sustained contributions to theory in operations research and the management sciences. Adrian will receive $5000, a medallion and a citation for his contribution that has stood the test of time. Wes Gurnee '20, founder and Executive Director of Fairmandering , won the INFORMS Undergraduate Research Prize, the top prize given to undergraduates at the INFORMS annual meeting , for the joint paper with David Shmoys, “Fairmandering: A Column Generation Heuristic... Read more