ORIE 5265 - Financial Data Science Seminar

Spring. 2 credits. Letter grades only.

Corequisite: ORIE 5260. Offered at Cornell Tech in New York City (CFEM).

J. Yau.

With the massive growth of data and rapid development in computational technologies, the finance industry has experienced a paradigm shift towards the use of quantitative methods in all areas of finance. This shift makes machine learning an essential tool for modern quantitative finance professionals. This course applies some of the most popular machine learning techniques to different problems frequently encountered in the investment management industry and the banking industry. The applications will include, but not limited to, stock selection, investment strategy construction, credit risk forecasting, and sentiment analysis on corporate filings or central bank transcripts.