Baruch MFE - Financial Engineering Program

MTH 9898 Data Science in Finance I: Big Data in Finance

1.5 Hours; 1.5 Credits

This course focuses on developing tools in C++ to work with financial big data. Topics include efficient file formats for big data, parallel data structure and algorithm, and data cleaning, pattern recognition using C++/GPU. The objective of the course is to have each student build a Big Data toolbox in C++. (This course is not open to students who completed MTH 9895.)

Prerequisite: MTH 9815