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Feb 01, 2023
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2017-2018 Graduate Catalog [NOTE!!!! THIS IS AN ARCHIVED CATALOG. FOR THE CURRENT CATALOG, GO TO CATALOG.NIU.EDU]
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ECON 649 - Algorithmic Trading
High-performance computational methods for high frequency and algorithmic trading. Topics include a review of available high-performance optimization hardware and software, machine learning, high-frequency market microstructure and models of financial markets, real time dynamic optimization, robotic trading algorithms, agent-based models, arbitrage strategies, and automated textual analysis.
Prerequisites & Notes
PRQ: ECON 647 and CSCI 689; or consent of department.
Credits: 3
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