Centre for Doctoral Training in Financial Computing & Analytics

New Beta Version

Course Modules

Each PhD student follows a personally tailored programme of postgraduate courses drawn from UCL, LSE and IC. The course modules cover: financial IT, networks & communications, HCI, computational finance, financial engineering, mathematics, statistics and business, financial mathematics and are supplemented by lectures from our industry partners.

Choices are agreed between the student, their supervisor and the programme director, and can be taken at any of the three participating universities.

The courses undertaken address issues such as technical, analytical and financial knowledge, and international cultural awareness, with the aim of improving students' skills and supporting application to projects within the financial services industry.

Courses Available

Published on the individual university websites:

UCL courses:

COMPGI01 Supervised Learning
COMPGI15 Information Retrieval and Data Mining
COMPGI13 Advanced Topics in Machine Learning
COMPGI18 Probabilistic and Unsupervised Learning
COMPGI08 Graphical Models
COMPGW01 Complex Networks and Web
COMPG004 Market Risk, Measures and Portfolio Theory
COMPGI07 Programming and Mathematical Methods for Machine Learning
COMPGC26 Artificial Intelligence and Neural Computing
COMPG009 Networks and Systemic Risk
COMPGI19 Statistical Natural Language Processing
COMPGW02 Web Economics
COMPGI09 Applied Machine Learning
COMPGI17 Affective Computing and Human-Robot Interaction
COMPGI16 Approximate Inference and Learning in Probabilistic Models
COMPGC03 Architecture and Hardware
COMPGC04 Systems Infrastructure
COMPG001 Financial Data and Statistics
COMPG011 Data Analytics
COMPGA12 Applied Cryptography
COMPGS03 Validation & Verification
COMPG015 Algorithmic Trading

MPHYG002 Research Computing with C++

ECONG008 Advanced Microeconomic Theory
ECONG021 Microeconomics

MATHGF06 Applied Computational Finance
MATHGM21 Quantitative and Computational Finance
MATHGF03 Equities, Foreign Exchange and Commodities Modelling
MATHGF04 Mathematics and Statistics of Algorithmic Trading

PSYCG102 Social Psychology
PSYCGD03 Judgment and Decision-Making

STATG001 Statistical Models and Data Analysis
STATG017 Stochastic Methods in Finance
STATG011 Forecasting
STATG019 Selected Topics in Statistics
STATG004 Applied Bayesian Methods
STATG012 Statistical Inference

Imperial college courses
09MAGF32 Imperial College: Levy Processes: Theory and Application
09MAGF41 Imperial College: Advanced Topics in Volatility Modelling
09ECG201 Imperial College: Asset Pricing
09ECG202 Imperial College: Microeconomic Theory
09ECG204 Imperial College: Corporate Finance Theory
09ECG221 Imperial College: Financial Econometrics 1
09MAGF03 Imperial College: Stochastic Processes
09MAGF12 Imperial College: Algorithmic Trading and Machine Learning
09MAGF30 Imperial College: Interest Rate Modelling
09MAGF06 Imperial College: Advanced Methods in Derivatives Pricing
09MAGS06 Imperial College: Bayesian Statistics
09MAGS16 Imperial College: Principles of Bayesian Inference
09MAGS29 Imperial College: Theory of complex systems

LSE courses

12MAG420 LSE: Quantifying Risk and Modelling Alternative Markets



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