We are a national PhD training centre, covering financial IT, computational finance and financial engineering. A unique collaboration between UCL, LSE and the London Business School.
We have partnerships with 20 leading financial institutions. Our PhD students work closely with industry advisors on applied research projects within financial services companies.
4-year PhDs in a diverse range of research departments including computer science, mathematics, statistics, physics, mechanical engineering and other areas applicable to financial computing.
With access to the most respected academic advisors in the field of financial computing, our students work with supervisors who can help them achieve a deep knowledge of their research subject areas.
Sergio Alvarez is mainly interested in algorithmic trading (high or low frequency):
Long-short strategies, statistical arbitrage, options vs cash (borrow rates' signaling), etc.
Machine learning, algorithmic trading, stochastic calculus, portfolio theory, artificial intelligence...
Explore the specialist research topics of our enrolled PhD students at the PhD Centre in Financial Computing.
The UK Centre for Financial Computing has a number of PhD Scholarships fully funded for 3 or 4 years, jointly funded by UCL and leading companies in the financial and business sectors.
Application steps and online forms for the PhD in financial computing.
Industry professionals have the option to pursue studies while continuing in employment. Find out if this approach would suit you.