Mathematics & Economics: A Reality Check (Presentation Slides)

14 Pages Posted: 13 Oct 2016

See all articles by Marcos Lopez de Prado

Marcos Lopez de Prado

Cornell University - Operations Research & Industrial Engineering; AQR Capital Management, LLC

Date Written: October 10, 2016

Abstract

Economics (and by extension finance) is arguably one of the most mathematical fields of research. However, economists’ choice of math may be inadequate to model the complexity of social institutions. In a constructive spirit, this note offers some advice on how students could increase their chances of having a successful career in 21st century finance. Practitioners seeking to enhance their skill set may also draw some ideas.

Keywords: Graph Theory, Topology, Discrete Math, Information Theory, Signal Processing, Machine Learning, Parallel Processing, Quantum Supercomputing, Experimental Techniques

JEL Classification: G0, G1, G2, G15, G24, E44

Suggested Citation

López de Prado, Marcos, Mathematics & Economics: A Reality Check (Presentation Slides) (October 10, 2016). Available at SSRN: https://ssrn.com/abstract=2850635 or http://dx.doi.org/10.2139/ssrn.2850635

Marcos López de Prado (Contact Author)

Cornell University - Operations Research & Industrial Engineering ( email )

237 Rhodes Hall
Ithaca, NY 14853
United States

HOME PAGE: http://www.orie.cornell.edu

AQR Capital Management, LLC

One Greenwich Plaza
Greenwich, CT 06830
United States

HOME PAGE: http://www.aqr.com

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