Cornell Financial Engineering Manhattan - CFEM

Join us next Tuesday, May 5th, at 12pm ET for the last CFEM and UBS seminar of the semester! Our speaker is Ruslan Tepelyan of Bloomberg, and his presentation is titled "Efficient Multivariate Kelly Optimization Reveals Sigmoidal Scaling Laws."

Learn more about his topic and how to register at the event link below:

CFEM and UBS AI & Data Research Seminar with Ruslan Tepelyan (Bloomberg) This event is free and open to all (RSVP ↗). You will receive the webinar link from [email protected] upon registration. Title: Efficient Multivariate Kelly Optimization Reveals Sigmoidal Scaling Laws Abstract: For a sequence of binary bets, the Kelly criterion provides a closed-form solution that ...

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...

Our next CFEM & UBS Speaker is Milena Vuletic, who will discuss "Data-driven Hedging with Generative Models" on Tuesday, March 17th! The webinar will start at 12pm ET; view the event for all details, including registration!

CFEM & UBS AI & Data Research Seminar: Milena Vuletic (Oxford) | Cornell Duffield Engineering Registration Now Data-driven hedging with generative models We propose a nonparametric data-driven methodology for hedging using generative models. In contrast with model-based hedging approaches relying on sensitivity analysis of model pricing functions, our approach uses a conditional generative m...

We're back with the spring slate of speakers for the CFEM & UBS AI & Data Research Seminars! Join us on Tuesday, Feb. 17th, from 12pm to 1pm ET with Eghbal Rahimikia (Alliance Manchester Business School). His talk will center on "Re(Visiting) Time Series Foundation Models in Finance."

Register for the Zoom webinar, and read all event details here:

CFEM & UBS AI & Data Research Seminar: Eghbal Rahimikia (Manchester) | Cornell Duffield Engineering This event is free and open to all (RSVP). You will receive the webinar link from [email protected] upon registration. Re(Visiting) Time Series Foundation Models in Finance This talk presents a comprehensive study on using Time Series Foundation Models (TSFMs), Transformer-based models inspired by La...

The final CFEM & UBS seminar of the semester will take place on Tuesday, Nov. 11th, with Jonathan Schachter of Delta Vega, Inc. Join us online at 6pm ET for his talk on "AI with Error Bars"!

CFEM and UBS AI & Data Research Seminar: Jonathan Schachter This event is free and open to all (RSVP). You will receive the webinar link from [email protected] upon registration. AI With Error Bars We love GenAI, LLMs, and the like. But there currently are no estimates of sampling error in its output, no error bars. The result harkens back to the fictional co...

Ali Hirsa (Columbia University) will discuss "Temporally Stable Models for Data Embedding, Regime Detection, and Portfolio Optimization" as the next CFEM and UBS Seminar speaker! Watch online on Tuesday, Oct. 28th, from 6pm to 7pm ET.

All event details are linked here:

CFEM and UBS AI & Data Research Seminar: Ali Hirsa This event is free and open to all (RSVP). You will receive the webinar link [email protected] upon registration. Temporally Stable Models for Data Embedding, Regime Detection, and Portfolio Optimization A chain is only as strong as its weakest link - especially in AI platforms, where robustness must...

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...

The CFEM & UBS Seminar Series is back for the fall semester with all new speakers! First up is Jim Gatheral from Baruch College, CUNY, who will discuss "10 Years of Rough Volatility: A Current Perspective." Watch this webinar on Tuesday, Sep. 23rd, at 6pm ET. Register at the event link below!

CFEM and UBS AI & Data Research Seminar: Jim Gatheral This event is free and open to all (RSVP). You will receive the webinar link from [email protected] upon registration. 10 Years of Rough Volatility: A Current Perspective The scaling properties of implied volatility smiles with respect to time to expiration, and the corresponding scaling properties o...

Cornell Financial Engineering Manhattan invites you to the Fourth Annual “Future of Finance” Conference on September 19th!

This conference has been a resounding success, selling out weeks in advance every year. With the support of our sponsor, Rebellion Research, this year’s event is shaping up to be the most impressive yet. There will be new panels with seasoned academics and Wall Street professionals, content that spotlights leading technologies, and AI taking center stage.

Don’t miss this unique meeting of minds at the Cornell Tech campus in New York City! Reserve your spot today:

Cornell Financial Engineering Manhattan 2025 Future of Finance & Ai Conference Cornell Financial Engineering Manhattan 2025 Future of Finance & Ai Conference