UK PhD Centre in Financial Computing
The PhD in Financial Computing offers a unique opportunity to gain the skills and contacts required for work in the financial services industry. Competition for places is high, and students must achieve excellent academic qualifications in order to be selected for the course and secure funding.
Once on the course, students work proactively together - particularly in the first year when they participate in seminars, attend reading groups and other activities, and share workspace with each other. In subsequent years they move to work in different departments within the Centre. Some PhD students lecture to undergraduates on their research during the course.
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Non-Parametric Approaches to Time Series Forecasting
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Quantitative Trading
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Bayesian reasoning, state space models, linear dynamical systems, machine learning, quantitative finance problems in continuous time, portfolio theory, systematic trading, and probability trading
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High-frequency finance and algorithmic trading
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Mathematical Finance
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Algorithmic Trading
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Statistics
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Mathematical Modelling, Computational Finance.
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Algorithmic/Automated Trading, Artificial Intelligence, Financial Forecasting, Automated Feature Extraction and Calibration
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