Carnegie Mellon University

MSCF Students Win Grand Prize in the 2018 Citadel Datathon

Masters of Science in Computational Finance (MSCF) students Tarun Lingineni, Anshul Subramanya and Tianyu Zhao; along with Carnegie Mellon MISM student Sathwik Madhavuni, won first place and the $20,000 grand prize in the 2018 Citadel Datathon regional competition held Oct. 6 at Carnegie Mellon University. Another group of MSCF students, Jason Huang, Katie Li, Gavin Liu and Anish Shah, took third out of thirty teams who entered the competition. Four PhD students from the Statistics and Data Sciences Department took second.

Citadel, the $26 billion hedge fund, and Citadel Securities, a leading market maker, are sponsoring 18 data science “Datathon” competitions at universities across the U.S., U.K. and Ireland. Approximately 125 students, with majors ranging from statistics to computer science computational finance and economics, were selected to compete in this event.

The win came as no surprise to MSCF Steering Committee member and Thomas Lord Professor of Statistics, John Lehoczky. “We have a strong data science program/track within the MSCF program. CMU is widely known for its strengths in statistics, so for the MSCF teams to be at the top really says something. We also congratulate our two Data Science instructors, Max G’Sell and Chad Schafer, for the excellent education they are delivering.”

The winning team will compete in the national Citadel Datathon in New York City in April, 2019 for a $100,000 grand prize.