Professor David Lariviere

Clinical Professor

Financial Engineering

University of Illinois at Urbana-Champaign

Position: Professor David Lariviere is a Clinical Professor at the University of Illinois at Urbana-Champaign. Professor Lariviere is also the Founder and Director of the FinTech Lab at the University.

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 Assistant Adjunct Professor, Lecturer, and Teaching Assistant in 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

Fall 2024

Fall 2024 - IE421 - High Frequency Trading Technology
Fall 2024 - FIN556 - Algorithmic Market Microstructure
Fall 2024 - IE497 - Independent Study
Fall 2024 - IE597 - Independent Study

Spring 2024:

Spring 2024 - IE421 ONL - High Frequency Trading Technology
Spring 2024 - IE420 GU - Financial Engineering
Spring 2024 - IE497 DL - Independent Study
Spring 2024 - IE597 DAL - Independent Study

Fall 2023

Fall 2023 - FIN556 ONL - Algorithmic Market Microstructure: link.
- Team Semester Project Gitlab Repos: Group 01, Group 02, Group 03, Group 04, Group 05, Group 06, Group 07
Fall 2023 - IE421 ONL - High Frequency Trading Technology: link.
- Team Semester Project Gitlab Repos: Group 01, Group 02, Group 03, Group 04, Group 05, Group 06, Group 07
Fall 2023 - IE598 CSQ - CS for Quants: link.
Fall 2023 - IE597 DAL - Independent Study

Spring 2023:

Spring 2023 - IE421 ONL - High Frequency Trading Technology: link.
- Team Semester Project Gitlab Repos: Group 01, Group 02, Group 03, Group 04, Group 05, Group 06, Group 07
Spring 2023 - IE420 GU - Financial Engineering: link.
Spring 2023 - IE598 CSQ - CS for Quants: link.
Spring 2023 - IE497 DL - Independent Study: link.
Spring 2023 - IE597 DAL - Independent Study: link.

Fall 2022:

Fall 2022 - FIN556 ONL - Algorithmic Market Microstructure: link.
- Team Semester Project Gitlab Repos: Group 01, Group 02, Group 03, Group 04, Group 05
Fall 2022 - IE421 ONL - High Frequency Trading Technology: link.
- Team Semester Project Gitlab Repos: Group 01, Group 02, Group 03, Group 04, Group 05, Group 06, Group 07
Fall 2022 - IE598 CSQ - CS for Quants: link.
Fall 2022 - IE597 DAL - Independent Study

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.
Spring 2022 - List of Teachers Ranked as Excellent by their Students for IE498 - HFT. link.
Fall 2022 - List of Teachers Ranked as Excellent by their Students for IE421 - HFTT. link.
Spring 2023 - List of Teachers Ranked as Excellent by their Students for IE598 - CSQ. link.
Fall 2023 - List of Teachers Ranked as Excellent by their Students for IE598 - CSQ. link.
Fall 2024 - List of Teachers Ranked as Excelent by their Students for IE421 AND FIN556!

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
Chicago Federal Reserve - Quantitative Congress (May 2018) - Invited Talk - "Trading at the Speed of Light: Implications for Regulators"
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
Trading Show Chicago 2022 - Panel Moderator for "Infrastructure: Aligning hardware and software for optimal performance" link
STAC Summit Chicago Spring 2023 - Panelist for "FPGAs beyond ultra-low latency?" link

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.