MFIT5009 - Optimization in FinTech (MSc in FinTech)

Introduces convex optimization theory and its application across FinTech — portfolio optimization, data cleaning, machine learning, and graph learning — with equal emphasis on mathematical foundations and Python/R implementation. [ Syllabus ] Uses the dedicated textbook Portfolio Optimization: Theory and Application (Cambridge University Press, 2025). The Hong Kong University of Science and Technology (HKUST) Spring 2025-26 Prof. Daniel P. Palomar