Industrial and Systems Engineering 537:

Financial Analytics (4.0 units)

Modern portfolio theory and optimal decision-making problems in finance. Market microstructure and high-frequency trading. Machine learning models for quantitative finance.
    SectionSessionTypeTimeDaysRegisteredInstructorLocationSyllabusInfo
    31598D048Lecture8:00-9:50amTue, Thu61 of 65Renyuan XuTHH212PDF (224364 KB)session dates
    Information accurate as of January 19, 2024 5:02 pm.