A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.

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Elon Musk's SpaceX has been making headlines for the past few weeks for its much-awaited IPO that is set to make many people billionaires. As of now, the private space company is trending for ...

I am Professor in the Industrial Engineering and Operations Research department at Columbia University. I received my PhD in Algorithms, Combinatorics and Optimization (ACO) in 2008 from Tepper School ...

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A weekly newsletter that helps demystify artificial intelligence. Founded at the Massachusetts Institute of Technology in 1899, MIT Technology Review is a world-renowned, independent media company ...