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Ïã¸ÛÁùºÏ²ÊÖÐÌØÍø Computer Science

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Education

We offer postgraduate taught (MSc)ÌýandÌýresearch (PhD)Ìýprogrammes, and we contribute to undergraduate taught programmes (BSc, MEng).

Financial Computing comprises a wide variety of subtopics withinÌýComputational Finance (algorithmic trading, financial risk management, numerical pricing of derivatives, model calibration, portfolio optimisation, agent-based models, high-performance computing,Ìýdata science and machine learning applied to finance) and Financial Information TechnologyÌý(blockchain technologies, smart and computable contracts, decentralised finance, digital economy).

Undergraduate taught

We superviseÌýfinal year projectsÌýwithinÌýtheÌýprogrammes

  • MEng Mathematical Computation
  • MEng Computer Science
  • BSc Computer Science

If you are an interested student, please contact a group memberÌýto agree a topic.Ìý

Postgraduate taught

We offers four MSc programmes at the interface between finance, computer science, applied/numerical mathematics, and computational statistics:

The MSc Computational Finance has been ranked 2ndÌýin the UK, 6th in Europe and 23rdÌýin the world by ÌýThe MSc Financial Risk Management follows suit among the 25-50 best in the world.

Watch a of presentations of ourÌýstudents' summer projects.

Ìýfor the MSc Computational Finance and theÌýMSc Financial Risk Management.

Other scholarships in the Ïã¸ÛÁùºÏ²ÊÖÐÌØÍø Computer Science Department.Ìý

For other postgraduate programmes, see the full offerÌýin the Ïã¸ÛÁùºÏ²ÊÖÐÌØÍø Department of Computer ScienceÌýStudy pages.

Postgraduate research (PhD)

Ïã¸ÛÁùºÏ²ÊÖÐÌØÍø Computer ScienceÌýhas leadÌýthe , funded byÌýtheÌýÌýon a joint initiative with the Department of Mathematics of Imperial College London and withÌýthe London School of Economics and Political Sciences. TheÌýDirector of the CDT has been Professor Philip Treleaven.

TheÌýCDT has offered scholarships to support 10-14 new full-time research students each year from 2008 to 2018, with the last cohort due to complete in 2022-2023. The CDT closed on 31 March 2023. Students tookÌýa first common year obtaining an MRes Financial Computing from Ïã¸ÛÁùºÏ²ÊÖÐÌØÍø and then continued for a PhD in departments across Ïã¸ÛÁùºÏ²ÊÖÐÌØÍø, Imperial CollegeÌýand the LSE (Computer Science, Mathematics, Statistics).

The application forÌýaÌýnew CDTÌýby Ïã¸ÛÁùºÏ²ÊÖÐÌØÍø Computer Science only was unsuccessful, and also the proposalÌýto Faculty that the MRes Financial Computing, which has beenÌýdormant since 2019, is reactivated and complemented or substituted by aÌýnew MRes Computational Social Science with a broader scope.

Graduates interested in doing researchÌýin our group by applyingÌýfor a full-time PhD should be aware that,Ìýuntil aÌýnew CDTÌýwill come, the funding possibilities are less abundant than we have been used to for manyÌýyears:

  1. ±«°ä³¢ÌýResearch Excellence Scholarships (RES) for 40 home and international students (deadline mid January), China Scholarship Council (CSC)-Ïã¸ÛÁùºÏ²ÊÖÐÌØÍø Joint Research Scholarships for up to 15 Chinese students (deadline mid January), ±«°ä³¢ÌýDean's PrizeÌýfor 2 international students (deadline end of February).
  2. EPSRCÌýDoctoral Training Partnership (DTP) scholarships (9 for ourÌýdepartment),ÌýEPSRC DTP CASE scholarshipsÌý(a couple perÌýdepartment) and EPSRC Interdisciplinary DTPÌýscholarships (a few perÌýfaculty).ÌýEPSRC scholarshipsÌýare open for home and international students, butÌýthe number of students with international feeÌýstatusÌýwho may receive an offer is capped according to the EPSRC terms and conditions, so the competition in this category is particularly strong.ÌýEPSRC DTP CASE scholarships require an industrial partner that contributes 25% of the cost; for home students, this contribution is about 9,000£ per year. The deadlines have been changingÌýfrom year to year, so it is advised to contactÌýthe prospective supervisor early, ideally byÌýAugustÌýif admission is desired for September of the year after.
  3. External scholarships, e.g. theÌý, the ,Ìý³Ù³ó±ð , the , the , etc.Ìý

Another possibilityÌýis an industry-based part-time PhD with half the tuition fees and up to twice the time.

In any case, the first step is to contact a potential supervisor and agree a research project, then apply onlineÌýfor admission to aÌýMPhil/PhD Computer ScienceÌýbyÌýJanuaryÌý(first cycle of admissions, panel meeting in February) orÌýAprilÌý(second cyle of admissions, panel meeting in May). Please look up online the exact deadlines, which change from year to year. For mostÌýscholarships listed above it is advisable to apply toÌýthe first cycle, and for some it isÌýrequired.Ìý

Fee statusÌý

An official fee status assessment by Ïã¸ÛÁùºÏ²ÊÖÐÌØÍø admissions will be required for all successful applicants. As a rough guidance,ÌýUK or Irish nationals andÌýEU nationals with settled or pre-settled status are considered home students provided they meet residency requirements, i.e. have lived in theÌýUK, EEA, SwitzerlandÌýor Gibraltar for at least 3 years immediately before the studentship begins; all others are considered international students.