About

The MIT Laboratory for Financial Engineering (LFE) is a research center created as a partnership between academia and industry, designed to support and promote research in financial engineering and computational finance.

The principal focus of the LFE is the quantitative analysis of financial markets using mathematical, statistical, and computational models and methods. The goal of LFE is not only to spur academic advances in financial engineering, but also to reach out to students, industry professionals, regulators, and policymakers to support their applications of financial technology in practical settings.

LFE research projects fall into five distinct subject areas:

Funding for the LFE supports: basic research in financial engineering; the purchase and maintenance of computing hardware, software, and financial databases for academic study and teaching applications; dissemination of research findings in the form of technical reports and preprints; and occasional seminars and conferences on selected research topics.

Industry sponsorship provides the resources with which to tackle complex problems, including access to proprietary datasets and invaluable advice and expertise on some of the more practical aspects of such problems. Sponsors benefit from the unique and timely access to state-of-the-art research in financial engineering, as well as broad exposure to first-rate finance faculty and students through LFE conferences, campus visits, and specific project-related collaborations. For more information about sponsorship, please contact Jayna Cummings.

The LFE is a research lab for currently enrolled MIT students and faculty. We do not offer any degree programs. Click here to learn more about finance-related academic programs offered by the MIT Sloan School of Management.