Centre for Doctoral Training in Financial Computing & Analytics

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:

COMPG001

Financial Data and Statistics

COMPG009

Networks and Systemic Risk

COMPG011

Data Analytics

COMPGA12

Applied Cryptography

COMPGC03

Architecture and Hardware

COMPGC04

Systems Infrastructure

COMPGC26

Artificial Intelligence and Neural Computing

COMPGI01

Supervised Learning

COMPGI07

Programming and Mathematical Methods for Machine Learning

COMPGI08

Graphical Models

COMPGI09

Applied Machine Learning

COMPGI13

Advanced Topics in Machine Learning

COMPGI15

Information Retrieval and Data Mining

COMPGI16

Approximate Inference and Learning in Probabilistic Models

COMPGI17

Affective Computing and Human-Robot Interaction

COMPGI18

Probabilistic and Unsupervised Learning

COMPGI19

Statistical Natural Language Processing

COMPGS03

Validation & Verification

COMPGW01

Complex Networks and Web

COMPGW02

Web Economics

ECONG008

Advanced Microeconomic Theory

ECONG021

Microeconomics

MATHGM21

Quantitative and Computational Finance

MATHGF06

Applied Computational Finance

MPHYG002

Research Computing with C++

STATG001

Statistical Models and Data Analysis

STATG004

Applied Bayesian Methods

STATG011

Forecasting

STATG012

Statistical Inference

STATG017

Stochastic Methods in Finance

STATG019

Selected Topics in Statistics

Imperial college courses

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

09MAGF06

Imperial College: Advanced Methods in Derivatives Pricing

09MAGF12

Imperial College: Algorithmic Trading and Machine Learning

09MAGF30

Imperial College: Interest Rate Modelling

09MAGF32

Imperial College: Levy Processes: Theory and Application

09MAGF41

Imperial College: Advanced Topics in Volatility Modelling

09MAGS06

Imperial College: Bayesian Statistics

09MAGS16

Imperial College: Principles of Bayesian Inference

09MAGS29

Imperial College: Theory of complex systems

09MAGF08

Imperial College: Fixed Income Markets

09MAGS08

Imperial College: Multivariate Analysis

09MAGF25

Imperial College: Computing in C++

09MAGS02

Imperial College: Fundamentals of Statistical Inference

09MAGS01

Imperial College: Probability for Statistics

09MAGS05

Imperial College: Advanced Statistical Theory

09C0G343

Imperial College: Operations Research

09C0G477

Imperial College: Computational Optimisation

LSE courses

12MAG420 LSE: Quantifying Risk and Modelling Alternative Markets

 

 



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