Outline
The course is an introduction to recent advances in data science and optimisation methods for studying relevant research questions in finance and economics. A large number of these questions involves solving corresponding convex optimisation problems, derived from suitable objective functions and related constraints, which can be systematically solved in a number of important cases using efficient optimisation techniques. We will provide an introduction to these methods and their applications, with a particular focus on questions related to (i) the solution of relevant financial models and (ii) the use of statistical techniques for analysing the properties of these models with real data.