Dec 18, 2024  
USC Catalogue 2023-2024 
    
USC Catalogue 2023-2024 [ARCHIVED CATALOGUE]

ISE 537 Financial Analytics

Units: 4
Terms Offered: FaSp
Modern portfolio theory and optimal decision-making problems in finance. Market microstructure and high-frequency trading. Machine learning models for quantitative finance.
Recommended Preparation: Engineering statistics on the level of ISE 225 ; working knowledge of a programming language on the level of ISE 150 .
Instruction Mode: Lecture
Grading Option: Letter