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Centre for Doctoral Training in Financial Computing & Analytics

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The PhD Centre in Financial Computing is privileged to have the expertise of world-class academics, who act as advisors to lead and support the students during their 4 year period of study.

Under such elite supervision, our programme of postgraduate education provides the technical depth and management skills breadth required for work in teams on large-scale issues. The students achieve this by undertaking a challenging and original research project at doctoral level as well as a formal programme of taught coursework to develop and enhance their technical skills.

Our advisors have many years of experience in their field of research, enabling our students to gain first-hand knowledge directly from the source.

Supervisor profiles

Explore the specialist research topics, interests and background details of academic advisors working with the PhD Centre in Financial Computing.

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Mark Herbster
Machine Learning, Social Networks
Antoine Jacquier
Probability and Mathematical Finance
Imperial College London
Petri Jylha
Asset pricing, market imperfection and investment funds with focus on hedge funds
Imperial College London
William Knottenbelt
Quantitative Modelling and Analysis, Cryptocurrencies, Distributed Ledger Technology
Imperial College London
Robert Kosowski
Empirical asset pricing, hedge funds, derivative trading strategies
Imperial College London
Richard Martin
Mathematical Finance
Imperial College London
Frank McGroarty
computational finance, market microstructure, high frequency trading, social media based investment strategies, agent based simulation, algorithmic trading
Alex Michaelides
Household finance models and asset pricing models with heterogenerous agents
Imperial College London
Sofia Olhede
continuous time processes, time series, multivariate time series
Mikko Pakkanen
Stochastic Analysis
Imperial College London

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Our PhD programme

Read about the programme structure, training facilities and work expected of Financial Computing PhD students.