Archive for Other

New Paper: “Financial Sentiment Analysis Using Machine Learning Techniques” by Sarkis Again and Petter Kolm

Sarkis Again and Petter Kolm published a paper on machine learning techniques for financial sentiment analysis. You can read more here.

Flavien Bellocq Elected to the Program Director’s List

We are delighted to announce that the recipient of the Program Director’s List for the fall 2016 is Flavien Bellocq. Flavien joined the program in September 2016 after completing his B.S. in Statistics and his M.S. in Data Science & Machine Learning at ENSAE ParisTech in France. During…

The Mathematics in Finance Program Congratulates Hayne Leland for the 2016 IAQF/Northfield Financial Engineer of the Year Award

On February 2, 2017, Professor Leland received the 2016 IAQF/Northfield Financial Engineer of the Year Award at a special awards gala event. Hayne Leland is the Arno Rayner Professor Emeritus of Finance and Management at the University of California, Berkeley’s Haas School of Business, on being named the 2016 IAQF/Northfield Financial…

Announcing Our New Industry Adviser – Leif Andersen

We are delighted to welcome Leif Andersen as the industry adviser to the program. Many of you know Leif from his courses Interest Rates & FX Models and Regulation & Regulatory Risk Models in our program. In his new role in the program, he will be working with the program leadership on industry…