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2025 High Frequency Trading Competition Recap

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Newsletter

Spring 2025 Newsletter

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PhD Dissertations 2024 Fall

Design of Reinforcement Learning Control in Agent-Based Modeling: An Investigation of Systemic Risks in Interbank Lending Market

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Master's Thesis 2024 Fall

Market Liquidity and Financial Models: Bridging the Gap with Enhanced Option Pricing Techniques

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Video

HFSL Alumni Talks | Zhe Zhao - Quantitative Developer at Millennium

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Tutorials

Installing and Using Python on Windows 11 Workstations

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PhD Dissertations 2024 Spring

Modeling Market Liquidity and Financial Regulations in Times of Stress

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2024 Fall FE 800 Projects

Determining Optimal Withdrawal Rates From a Retirement Portfolio

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FE 800 Projects 2024 Fall

A Sine Expansion on the Explicit Formula for Option-Implied Quantiles

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Former Lab Staff

Esen Dashnyam

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Lab Staff

Sofia Lyons

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Newsletter

Winter 2025 Newsletter

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2024 Fall FA 800 Projects

StratFusion: Multi-Strategy Stock and Option Trading System

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2024 Fall FA 800 Projects

From Volatility to Profits: A GARCH and Random Forest-Driven Trading Framework

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2024 Fall FA 800 Projects

Basel III Regulation and Its Impact on Banking Institutions in the United States

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Lab Staff

Ke (Rebecca) Ren

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Facilities Tutorials

Hanlon I Samsung TV Guide

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HFSC Board Members

Frank Sorrentino

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