The 20th Annual Workshop on Financial Engineering

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The Center for Financial Engineering is pleased to announce the 20th Annual Workshop on Financial Engineering. The general theme of this year's workshop is Quantitative Finance and "Big Data" in Finance. This workshop is also being co-organized by the Decision, Risk and Operations Division at Columbia's Graduate School of Business, the IEOR Department in Columbia's School of Engineering and Applied Science, and the Financial Analytics Center, one of the centers in the new Institute for Data Sciences and Engineering (IDSE) at Columbia University.

Date: Friday, November 1, 2013
Location: 301 Uris Hal, Columbia University, New York

Workshop Program

8.00 - 8.45 Registration

8.45 - 9.00 Introduction

9.00 - 9.45 Andrew Ang (Columbia University, Graduate School of Business)  
    Title: Private Equity Returns

9.45 - 10.30 Vinay Nair (Ada Investments)  
    Title: Emerging Markets

10.30 - 11.00 Coffee break
11.00 - 11.45 Rick Bookstaber (Office of Financial Research)
    Title: Agent-Based Models and Risk Management Version 3.0

11.45 - 12.30 Peter Carr (Morgan Stanley)  
    Title: Risk, Return and Ross Recovery

12.30 - 14.00 Lunch
14.00 - 14.45 David Easley (Cornell University)  
    Title: Optimal Execution Horizon

14.45 - 15.30 Gary Kazantsev (Bloomberg Research)
    Title: Machine Learning in Finance

15.30 - 16.00 Coffee break

16.00 - 16.45 Michael Kearns (University of Pennsylvania)   
    Title: Machine Learning for Market Microstructure
16.45- 17.30 Muthu Muthukrishnan (Rutgers University and Microsoft Research)   
    Title: Online Ad Markets


Online registration is available at
Early registration is available until October 25th after which regular registration rates will apply. The early (regular) registration rates are:

Corporate delegates: $400 ($500)
Academics: $175 ($200)
Columbia alums (Graduated within last 5 years): $175 ($200)
Non-Columbia students: $75 ($100)
Columbia students $15 ($20)

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