Cornell Financial Engineering Manhattan CFEM
Charles-Albert Lehalle (École Polytechnique): "Synthetic Data for Portfolios"
1:03:41
Cornell Financial Engineering Manhattan CFEM
Tainon Chen '22 and Zhizhou Yin '22: Lessons Learned in Cornell MFE
0:55
Cornell Financial Engineering Manhattan CFEM
Tristan Feng '25: Why I Chose Cornell MFE
0:35
Cornell Financial Engineering Manhattan CFEM
Carol Alexander (Univ. of Sussex): "Financial Risks from Excessive Leveraging in Crypto Markets"
1:03:42
Cornell Financial Engineering Manhattan CFEM
Nicole Königstein: "Beyond Chatbots: Financial Innovation and Data Analysis with Agentic LLMs"
1:13:20
Cornell Financial Engineering Manhattan CFEM
Achintya Gopal (Bloomberg): "NeuralBeta and the Importance of Network Design"
1:05:19
Cornell Financial Engineering Manhattan CFEM
Yuyu Fan (AllianceBernstein): "Leveraging Natural Language Processing for Stock Selection"
50:06
Cornell Financial Engineering Manhattan CFEM
Miquel Noguer i Alonso (Artificial Intelligence Finance Institute): "LLM in Quantitative Finance"
1:22:31
Cornell Financial Engineering Manhattan CFEM
Mike Ludkovski (UCSB): "Gaussian Process Models: From Option Greeks to Stochastic Impulse Control"
1:14:03
Cornell Financial Engineering Manhattan CFEM
Igor Halperin (Fidelity): "Schrodinger Control Optimal Planning for Goal-Based Wealth Management"
1:12:50
Cornell Financial Engineering Manhattan CFEM
Joseph Simonian: "The Complementary Roles of Data Science and Econometrics in Model Validation"
1:07:13
Cornell Financial Engineering Manhattan CFEM
2023 Capstone Projects (An Overview by CFEM Head of Research Sasha Stoikov)
13:42
Cornell Financial Engineering Manhattan CFEM
Dr. Thomas Li (NYU Courant): "Yield Farming for Liquidity Provision"
52:14
Cornell Financial Engineering Manhattan CFEM
Cornell MFE Student/Alumni Testimonials
1:25
Cornell Financial Engineering Manhattan CFEM
Achintya Gopal (Bloomberg): "Using Graph Neural Networks to Discover Supply Chain Edges"
1:06:18
Cornell Financial Engineering Manhattan CFEM
Daniel Wu (Vanguard) - "A Machine Learning Augmented Taylor Rule"
1:02:11
Cornell Financial Engineering Manhattan CFEM
Harrison Waldon (UT Austin): "The Algorithmic Learning Equations"
1:01:27
Cornell Financial Engineering Manhattan CFEM
Irene Aldridge (AbleBlox and AbleMarkets): "Crypto Ecosystem and AMM Design"
1:03:54
Cornell Financial Engineering Manhattan CFEM
Ernest Chan (Predictnow.ai) - "How to Use Machine Learning for Optimization"
1:03:41
Cornell Financial Engineering Manhattan CFEM
FDS projects at CFEM
14:47
Cornell Financial Engineering Manhattan CFEM
Agostino Capponi (Columbia): "Do Private Transaction Pools Mitigate Frontrunning Risk?"
1:13:26
Cornell Financial Engineering Manhattan CFEM
Dr. Kevin Webster: "Getting More for Less - Better A/B Testing via Causal Regularization"
45:50
Cornell Financial Engineering Manhattan CFEM
2022 Cornell MFE Alumni Updates
1:51
Cornell Financial Engineering Manhattan CFEM
Yuyu Fan (Alliance Bernstein): "Leveraging Text Mining to Extract Insights"
56:06
Cornell Financial Engineering Manhattan CFEM
Ciamac Moallemi (Columbia): "Liquidity Provision and Automated Market Making"
1:16:23
Cornell Financial Engineering Manhattan CFEM
Andreea Minca (Cornell ORIE): Clustering Heterogeneous Financial Networks
1:06:31
Cornell Financial Engineering Manhattan CFEM
Martin Scholl (University of Oxford): "Studying Market Ecology Using Agent-Based Models"
1:07:33
Cornell Financial Engineering Manhattan CFEM
Kevin Webster: "How Price Impact Distorts Accounting P&L"
1:02:18
Cornell Financial Engineering Manhattan CFEM
2021 CFEM Financial Data Science Projects
21:04
Cornell Financial Engineering Manhattan CFEM
Irene Aldridge: "Real-Time Risk in Long-Term Portfolio Optimization"
1:02:32
Cornell Financial Engineering Manhattan CFEM
Cornell MFE (Class of 2019) - Favorite Classes and Projects
1:53
Cornell Financial Engineering Manhattan CFEM
Laura Leal (Princeton University) - "Learning a Functional Control for High-Frequency Finance"
58:32
Cornell Financial Engineering Manhattan CFEM
The Women of CFEM
3:40
Cornell Financial Engineering Manhattan CFEM
Zihao Zhang (Oxford-Man Institute) - "Deep Learning for Market by Order Data"
48:07
Cornell Financial Engineering Manhattan CFEM
Silvia Ruiz (Cornell MFE '20): "How to Predict Stock Movements Using NLP Techniques"
6:56
Cornell Financial Engineering Manhattan CFEM
Vineel Yellapantula (Cornell MFE '20): "Quantifying Text in SEC Filings"
17:33
Cornell Financial Engineering Manhattan CFEM
Peter Carr (NYU) "Stoptions" feat. Lorenzo Torricelli (University of Parma)
1:15:55
Cornell Financial Engineering Manhattan CFEM
Lorenzo Torricelli (University of Parma) - "Additive Logistic Processes in Option Pricing"
12:38
Cornell Financial Engineering Manhattan CFEM
Yumeng Ding (Cornell MFE '20) - "Interpreting Machine Learning Models"
6:28
Cornell Financial Engineering Manhattan CFEM
Charles-Albert Lehalle: "An Attempt to Understand Natural Language Processing"
1:10:24
Cornell Financial Engineering Manhattan CFEM
Paul Besson: "European Liquidity and Trading Flows During the Covid-19 Crisis"
59:22
Cornell Financial Engineering Manhattan CFEM
Rama Cont and Francesco Capponi: "Cross-Impact in Equity Markets"
1:17:48
Cornell Financial Engineering Manhattan CFEM
Adam Grealish: "An Algorithmic Approach to Personal Investing"
1:30:05
Cornell Financial Engineering Manhattan CFEM
Hiring in Quant Finance - Panel with Cornellians
33:34
Cornell Financial Engineering Manhattan CFEM
Miquel Noguer i Alonso: "Latest Development in Deep Learning in Finance"
1:22:35
Cornell Financial Engineering Manhattan CFEM
Gordon Ritter: "Reinforcement Learning and the Discovery of Arbitrage Opportunities"
1:09:21
Cornell Financial Engineering Manhattan CFEM
CFEM Career Development
1:02
Cornell Financial Engineering Manhattan CFEM
Marcos Lopez de Prado: "The 7 Reasons Most Machine Learning Funds Fail"
1:14:58
Cornell Financial Engineering Manhattan CFEM
Welcome to CFEM! (Program Overview)
0:31