Cornell Financial Engineering Manhattan - CFEM

Michael Sotiropoulos (Princeton) will discuss "Smart Order Router Allocation Algorithms" at the next CFEM & UBS seminar! Join us online next Tuesday, April 7th, at 12pm ET for this enlightening discussion.

Register today! All details can be found here:

CFEM & UBS AI & Data Research Seminar: Michael Sotiropoulos (Princeton) | Cornell Duffield Engineering This event is free and open to all (RSVP). You will receive the webinar link from [email protected] upon registration. Smart Order Router Allocation Algorithms We consider optimal routing of an order across several trading venues. Specifically, we examine a class of optimal allocation algorithms that...

The CFEM & UBS Seminar Series continues with a special talk featuring Julien Guyon (NYU Tandon) who will discuss "Path-Dependent Volatility." Watch this webinar on Tuesday, Oct. 7th, at 6pm ET. Register at the event link below!

CFEM and UBS AI & Data Research Seminar: Julien Guyon This event is free and open to all (RSVP). You will receive the webinar link from [email protected] upon registration. Path-dependent Volatility Recent empirical studies, extending the ARCH literature, have shown that the volatility of financial markets is mostly path-dependent, i.e. is very well exp...