Special Topics in Operations Research and Financial Engineering: Financial Technology and Data-Driven Innovation

Over recent decades, novel data sources and machine learning models have enabled rapid evolution across financial services. This course focuses on ongoing innovations in consumer lending. The technical material spans finance and machine learning topics, including fairness and explainability, important in lending and also more broadly. The class integrates technical topics with critical explorations of business practices informed by readings, class discussion and outside speakers, and includes work with industry data sets.