Transcript Practical Secrecy-Preserving, Verifiably Correct and Trustworthy

Proposal for CS23x:
Computational Finance
Christopher Thorpe
Harvard SEAS
Motivation
Finance is an important, interesting source of
real-world problems.
The field of computer science offers useful
tools for understanding financial markets.
28 September 2007
Presentation Overview
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Goals of the Course
Whom the Course Serves
Course Format
Similar Course Offerings Elsewhere
Discussion
28 September 2007
Primary Goals of Proposed Course
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Motivate finance as an important, interesting
source of open real-world problems
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Prediction of prices
Multi-Agent Systems
Terabyte-scale data challenges
Apply computer science research to
solving these problems
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Focus on Artificial Intelligence and Systems
28 September 2007
Additional Goals of Proposed Course
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Broaden the SEAS curriculum
Explore cross-disciplinary contributions
computer science can offer finance
Answer considerable student interest
Offer students exposure before being
recruited by hedge funds
28 September 2007
Who is Served by the Proposed Course
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SEAS students in CS and Applied Math
Potential area for SEAS-HBS collaboration
Finance, mathematics, economics students
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Learn about CS approaches to knowledge
Build cross-functional teams of students for
homework and class projects
28 September 2007
Course Format
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Quick introduction to financial markets
Explore tools for modeling markets
Historical backtesting; risk analysis
Brief, weekly assignments for the above
Significant final project
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Explore an open finance research question
Or: Build a trading agent using live data
28 September 2007
Similar Course Offerings Elsewhere
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Cornell, Berkeley, Columbia: Master’s in FE
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Include “computational finance” courses
HBS, MIT Sloan offer courses in Fin. Eng.
28 September 2007
Discussion
28 September 2007