Student Resources

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Past Student Projects

  Roomba Reconnaissance - 2009

  

IS 615
   Quantitative Investing


  Class Syllabus

  Chapter 1 - The Power of QEPM
  Chapter 2 - The Fundamentals of QEPM
  Chapter 3 - Basic QEPM Models
  Chapter 4 - Factors and Factor Choice
  Chapter 5 - Stock Screening and Ranking

  Chapter 6 - Fundamental Factor Models
  Chapter 7 - Economic Factor Models
  Chapter 8 - Forecasting Factor Premiums
  Chapter 9 - Portfolio Weights
  Chapter 10 - Rebalancing and Transaction Costs

  Chapter 11 - Tax Management
  Chapter 12 - Leverage
  Chapter 13 - Market Neutral
  Chapter 15 - Performance Measurement

  

Recent News

Read the recent buzz about AZFinText

Valentino-DeVries, J., (2010). Using Artificial Intelligence to Digest News, Trade Stocks. The Wall Street Journal June 21, 2010

Mims, C., (2010). AI that Picks Stocks Better than the Pros. Technology Review June 10, 2010.

Rosenberger, J., (2010). Computer Scientists Beat U.S. Stock Market. Communications of the ACM 53(8):20


Read the recent IEEE Interview with Dr. Schumaker

Ingebretsen, M., (2009). Intelligent Handicapping. IEEE Intelligent Systems 24(2):6-7.

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