ORIE 5257

Last Updated

  • Schedule of Classes - June 11, 2025 2:48PM EDT

ORIE 5257
Special Topics in Financial Engineering VI

Course information provided by the 2025-2026 Catalog.

Algorithmic trading and ML-powered tools have impacted all asset classes: beyond the most liquid (and well-studied) equity markets, we have observed a growing number of assets (such as bonds, foreign exchange, crypto, on-line adverts, etc.) that are now primarily traded electronically, yet not necessarily via a classical exchange. In this course, we will cover the tools required to compete in FX, Rates and Crypto markets, covering the main protocols (price-streams, second-price auctions, etc.) with particular emphasis on how to apply the latest ML techniques to gain a competitive edge.


Enrollment Information REF-F25 Enrollment limited to: ORIE M.Eng. financial engineering students.

Last 3 terms offered 2024FA, 2023FA, 2022FA

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Syllabi: none

  •   Regular Academic Session. 

  • 2 Credits GradeNoAud

  •  6078 ORIE 5257   LEC 030

  •  
    • R
    • Aug 25 - Dec 8, 2025

    • Nuti, G

  • Instruction Mode: In Person

    Enrollment limited to: ORIE Master of Engineering (M.Eng.) Financial Engineering students in their third semester. Cornell Tech ORIE may be able to enroll with (1) written permission from their program management and (2) written permission from Victoria Averbukh (vza1).