Who Needs a Newtonian Finance?

5 Pages Posted: 18 Jan 2018 Last revised: 19 Jan 2018

Marcos Lopez de Prado

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

Frank J. Fabozzi

EDHEC Business School

Date Written: January 18, 2018

Abstract

In this article, we discuss economics' obsession with calculus. Instead of focusing on that narrow topic, economics and finance students should be taught a much wider variety of mathematical subjects.

Keywords: Financial Mathematics, Calculus, Machine Learning, Graph Theory, Supercomputing, Big Data

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

Suggested Citation

Lopez de Prado, Marcos and Fabozzi, Frank J., Who Needs a Newtonian Finance? (January 18, 2018). Journalof Portfolio Management, Vol. 44, No. 1, 2017. Available at SSRN: https://ssrn.com/abstract=3104826

Marcos López de Prado (Contact Author)

AQR Capital Management, LLC ( email )

One Greenwich Plaza
Greenwich, CT 06830
United States

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

Cornell University - Operations Research & Industrial Engineering ( email )

237 Rhodes Hall
Ithaca, NY 14853
United States

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

RCC - Harvard University ( email )

1875 Cambridge Street
Cambridge, MA 02138
United States

HOME PAGE: http://www.rcc.harvard.edu

Frank J. Fabozzi

EDHEC Business School ( email )

France
215 598-8924 (Phone)

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