46-964 Algorithm Design and Applications for Computational Finance

6 units, Carnegie Mellon University

A project-based course in which students apply advanced algorithmic techniques to computational problems in finance. The specific algorithmic content is chosen to support the semester's projects and may draw from areas such as graph algorithms, linear programming, network flow, streaming algorithms, and randomized algorithms. The course emphasizes the full arc of applied problem solving: formalizing a potentially under-specified problem, selecting and adapting appropriate algorithms, building a working system, and evaluating its performance.

Prerequisites: 46-902

Offered: Fall 2026

Courseweave needs JavaScript to show sections, workloads and planning tools.