Carnegie Mellon University
Commodities Quant Lab

Master of Science in Computational Finance

Our Vision and Team

What We Do

CQL supports:

Thought leadership research
Research on commodity markets, derivatives, trading, risk, market structure, and the forces shaping global supply and demand.

Faculty and student research
Projects across quantitative finance, statistics, machine learning, computer science, business, and applied mathematics.

Capstone and applied research collaborations
Student and faculty work tied to real market questions, sponsor interests, and emerging analytical challenges.

Practitioner forums and events
Conversations, seminars, workshops, and convenings that bring together academics, students, alumni, and industry leaders.

Sponsor-supported initiatives
Structured opportunities for corporate partners to support research, propose project themes, engage with students and faculty, and participate in the Lab’s intellectual agenda.

Who We Engage

The Lab is designed for a community that spans academia and industry:

  • Students interested in commodity markets, quantitative finance, trading, risk, data science, and applied research.
  • Faculty and researchers working across finance, statistics, machine learning, computer science, business, engineering, mathematics, energy, and related fields.
  • Industry practitioners seeking a forum for rigorous discussion of market structure, modeling, trading practice, risk management, and data-driven research.
  • Corporate sponsors looking to support thought leadership, engage with emerging talent, and help shape applied research connected to real market problems.

Meet the Lab

3 bios displayed.

Ilia  Bouchouev

Dr. Ilia Bouchouev

Commodities Quant Lab, Director

Read full bio

Martin Larsson

Martin Larsson

Professor, Mellon College of Science

Affiliated Faculty of the Commodities Quant Lab

Read full bio

Robert Simon

Robert Simon

Executive Director, Master of Science in Computational Finance

Read full bio