Cornell Financial Engineering Manhattan CFEM

Cornell MFE is a career-oriented and application-focused degree that takes you beyond textbook quantitative finance. With its flexible curriculum that encourages the study of data science, optimization, analytics, and computing, in addition to a broad range of courses in finance, the program has a rich history of providing the relevant and practical coursework in line with the demands of the financial industry. It is formally recognized as the Master in Engineering with Financial Concentration in the School of Operations Research and Information Engineering.

Apply now: https://www.applyweb.com/fixie/form/s/T6S1l2i

Julien Guyon (NYU Tandon): Path-dependent Volatility
Julien Guyon (NYU Tandon): Path-dependent Volatility
Jim Gatheral (Baruch): 10 Years of Rough Volatility
Jim Gatheral (Baruch): 10 Years of Rough Volatility
Charles-Albert Lehalle (École Polytechnique):
Charles-Albert Lehalle (École Polytechnique): "Synthetic Data for Portfolios"
Tainon Chen '22 and Zhizhou Yin '22: Lessons Learned in Cornell MFE
Tainon Chen '22 and Zhizhou Yin '22: Lessons Learned in Cornell MFE
Tristan Feng '25: Why I Chose Cornell MFE
Tristan Feng '25: Why I Chose Cornell MFE
Carol Alexander (Univ. of Sussex):
Carol Alexander (Univ. of Sussex): "Financial Risks from Excessive Leveraging in Crypto Markets"
Nicole Königstein:
Nicole Königstein: "Beyond Chatbots: Financial Innovation and Data Analysis with Agentic LLMs"
Achintya Gopal (Bloomberg):
Achintya Gopal (Bloomberg): "NeuralBeta and the Importance of Network Design"
Yuyu Fan (AllianceBernstein):
Yuyu Fan (AllianceBernstein): "Leveraging Natural Language Processing for Stock Selection"
Miquel Noguer i Alonso (Artificial Intelligence Finance Institute):
Miquel Noguer i Alonso (Artificial Intelligence Finance Institute): "LLM in Quantitative Finance"
Mike Ludkovski (UCSB):
Mike Ludkovski (UCSB): "Gaussian Process Models: From Option Greeks to Stochastic Impulse Control"
Igor Halperin (Fidelity):
Igor Halperin (Fidelity): "Schrodinger Control Optimal Planning for Goal-Based Wealth Management"
Joseph Simonian:
Joseph Simonian: "The Complementary Roles of Data Science and Econometrics in Model Validation"
2023 Capstone Projects (An Overview by CFEM Head of Research Sasha Stoikov)
2023 Capstone Projects (An Overview by CFEM Head of Research Sasha Stoikov)
Dr. Thomas Li (NYU Courant):
Dr. Thomas Li (NYU Courant): "Yield Farming for Liquidity Provision"
Cornell MFE Student/Alumni Testimonials
Cornell MFE Student/Alumni Testimonials
Achintya Gopal (Bloomberg):
Achintya Gopal (Bloomberg): "Using Graph Neural Networks to Discover Supply Chain Edges"
Daniel Wu (Vanguard) -
Daniel Wu (Vanguard) - "A Machine Learning Augmented Taylor Rule"
Harrison Waldon (UT Austin):
Harrison Waldon (UT Austin): "The Algorithmic Learning Equations"
Irene Aldridge (AbleBlox and AbleMarkets):
Irene Aldridge (AbleBlox and AbleMarkets): "Crypto Ecosystem and AMM Design"
Ernest Chan (Predictnow.ai) -
Ernest Chan (Predictnow.ai) - "How to Use Machine Learning for Optimization"
FDS projects at CFEM
FDS projects at CFEM
Agostino Capponi (Columbia):
Agostino Capponi (Columbia): "Do Private Transaction Pools Mitigate Frontrunning Risk?"
Dr. Kevin Webster:
Dr. Kevin Webster: "Getting More for Less - Better A/B Testing via Causal Regularization"
2022 Cornell MFE Alumni Updates
2022 Cornell MFE Alumni Updates
Yuyu Fan (Alliance Bernstein):
Yuyu Fan (Alliance Bernstein): "Leveraging Text Mining to Extract Insights"
Ciamac Moallemi (Columbia):
Ciamac Moallemi (Columbia): "Liquidity Provision and Automated Market Making"
Andreea Minca (Cornell ORIE): Clustering Heterogeneous Financial Networks
Andreea Minca (Cornell ORIE): Clustering Heterogeneous Financial Networks
Martin Scholl (University of Oxford):
Martin Scholl (University of Oxford): "Studying Market Ecology Using Agent-Based Models"
Kevin Webster:
Kevin Webster: "How Price Impact Distorts Accounting P&L"