Georgia Tech’s QCF program unites Scheller College of Business with the Schools of Math and ISyE, turning coders into Wall Street rocket scientists. Students master stochastic calculus, ML-driven market micro-structure, and GPU-accelerated option pricing while back-testing strategies on terabytes of tick data in the Tardis Lab. Rotations at Goldman Sachs, Citadel, and ICE let theses turn into production trading models before graduation.
Transformer model predicting intraday order-book imbalances
Rough-volatility Monte-Carlo engine on CUDA clusters
Graph neural network detecting crypto wash-trading rings
Reinforcement-learning execution algorithm minimizing slippage
Climate-risk stress-testing of muni-bond portfolios
Explainable-AI credit-scoring with fairness constraints
Synthetic index creation via hierarchical risk-parity optimization
Quantum-inspired heuristic for portfolio variance minimization
Time-series GAN generating scenario paths for VaR back-testing
Liquidity heat-map dashboard for emerging-market ETFs
Bayesian change-point detector for regime-switching volatility
Decentralized-finance smart-contract risk assessment tool
ESG factor-model integrating satellite night-light proxies
Adaptive market-making bot for carbon-credit futures
Deep-hedging framework for path-dependent exotic options
Code, model, and hedge risk at the speed of the market.
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