Professor David Lariviere
Clinical Professor
University of Illinois at Urbana-Champaign
Position: Professor David Lariviere is a Clinical Professor at the University of Illinois at Urbana-Champaign.
Affiliations:
Prof. Lariviere is affiliated with the Master of Science in Financial Engineering (MSFE) Program under both the Grainger College of Engineering via the Industrial & Enterprise Systems Engineering (ISE) Department and the Gies College of Business via the Finance Department.
Background:
Professor Lariviere received both his B.S. and M.S. in Computer Science (specializing in Artificial Intelligence and Computer Vision) from Columbia University in the City of New York. Prof. Lariviere also previously served as an Adjunct Professor in both the Computer Science and Electrical Engineering Departments at Columbia University.
Links:
- Mailing address:
2353 Digital Computer Lab
1304 W. Springfield Ave.
M/C 273
Urbana, IL 61801
- Email Address: DavidL "at" Illinois.edu
- Office Phone Number: +1 (217) 300-0458
- LinkedIn: /in/davidlariviere
- Github: @DavidLariviere
- Gitlab: @DavidL
- Google Scholar: link
Teaching:
- University of Illinois at Urbana-Champaign - Depts. of Finance and ISE
- Next Semester (Fall 2022):
- Fall 2022 - FIN556 XFE - Algorithmic Market Microstructure: link.
- Fall 2022 - IE421 HFT - High Frequency Trading Technology: link.
- Fall 2022 - IE598 CSQ - CS for Quants: link.
- Fall 2022 - IE597 DAL - Independent Study
- This Sememester (Spring 2022):
- Spring 2022 - IE498 HFT - High Frequency Trading: link.
- Spring 2022 - IE598 CSQ - CS for Quants: link.
- Spring 2022 - IE597 DAL - Independent Study
- Fall 2021 - IE598 CSQ - CS for Quants: link.
- Fall 2021 - IE598/498 HFT - High Frequency Trading: link.
- Fall 2021 - FIN566 XFE - Algorithmic Market Microstructure: link.
- Spring 2021 - IE598/498 ET - Electronic Trading: link.
- Spring 2021 - FIN580 CSQ - CS for Quants
- Fall 2020 - IE598 CSQ - CS for Quants: link.
- Fall 2020 - FIN566 FE - Algorithmic Market Microstructure: link.
- Spring 2020 - FIN580 CSQ - CS for Quants
- Spring 2020 - IE598/498 ET - Electronic Trading: link.
- Fall 2019 - FIN566 FE - Algorithmic Market Microstructure: link.
- Spring 2019 - IE598 ET - Electronic Trading
- Spring 2019 - IE497 DL - Independent Study
- Spring 2018 - IE598 ET - Electronic Trading
- Spring 2017 - IE598 DL - Electronic Trading
- UIUC MSFE Practicum Sponsor while Consulting for CME Group
- 2017 - Reverse Engineering IEX matching engine speeds: link
- 2016 - "Market Data Feed Analysis" of NASDAQ market data - Awarded 1st place
- 2015 - Options Pricing on FPGAs with java to HDL framework: link
- 2014 - Options pricing on FPGAs with java to HDL framework
- Columbia University in the City of New York - Depts. of Computer Science and Electrical Engineering:
- Fall 2015 - COMS E6901 - Projects in Computer Science
- Spring 2015 - CSEE W4840 - Embedded Systems:: link.
- Fall 2014 - ELEN 6001 - Advanced Projects
- Spring 2014 - CSEE W4840 - Embedded Systems: link.
- Fall 2013 - COMS E6901 - Projects in Computer Science
- Spring 2013 - CSEE W4840 - Embedded Systems: link.
- Fall 2012 - COMS E6901 - Projects in Computer Science
- Spring 2012 - CSEE W4840 - Embedded Systems: link.
- (TA) Spring 2008 - CSEE W4840 - Embedded Systems: link.
- (TA) Spring 2007 - CSEE W4840 - Embedded Systems: link.
- (TA) Spring 2007 - COMS 4733 - Computational Aspects of Robotics
Teaching Awards:
- Andrew P. Kosoresow Memorial Award for Excellence in Teaching and Service. link.
- Spring 2019 - List of Teachers Ranked as "Outstanding" by their Students for IE598. link.
- Fall 2020 - List of Teachers Ranked as Excellent by their Students for IE598. link.
- Spring 2021 - List of Teachers Ranked as Excellent by their Students for IE498. link.
Invited Academic Talks:
- OFC 2015 - Invited Talk - "Technology Trends to Speed up the Delivery of Wall Street Data". link
- FPL 2015 - Invited Keynote - "Applications of FPGAs to the Financial Trading Industry". link
- MSFE Financial Engineering Colloquium - "Designing and Backtesting Trading Algos for the Real World".
Invited Industry Talks:
- Solarflare AOE Kick-off Event NYC 2013 - Speaker: link
- Solarflare's AOE Chicago Custom Compute & Application Acceleration Summit 2013 - Speaker: link
- Chicago Next Gen Networks 2014 - Speaker
- NYC Next Gen Networks 2015 - Panelist
Patents (Filed, Pending, Awarded, etc):
- US20180183901A1: Message processing protocol which mitigates optimistic messaging behavior. link.
- EP3406052B1: Message processing protocol which mitigates manipulative messaging behavior. link.
- US10659379B2: Enforcement of latency determinism across a computer network. link.
- US10986031B2: Enforcement of latency determinism across a computer network. link.
- US10637967B2: Distributed and transactionally deterministic data processing architecture. link.
- US20190392518A1: Pre-matching orders at wire rate in a central limit order book. link.
