Program Overview

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We offer research supervision for our PhD Computational Finance in the following fields: agent-based modelling of financial markets; computational risk management; high-frequency finance; and the use of computational-intelligence methods for investment decision making. We provide a vibrant research environment so our PhD students publish papers in prestigious international conferences and often attract the attention of industry and government; one of our PhD students was recently invited to present their research on term structure models to the Bank of England and many others get the opportunity to directly apply their research through internships at investment banks and hedge funds. Our graduates have gone on to become quantitative analysts, portfolio managers and software engineers at various institutions, including major investment banks like HSBC and Mitsubishi UFJ Securities. You can start this degree in October, January or April, either full-time or part-time. We also offer an MPhil and MSD in this area. Why we're great.

• We have an international reputation for leading-edge, interdisciplinary work combining economic and financial modelling with computational implementation.
• Our research is geared towards practical applications, and many of our academic staff have experience of applying their findings in industry and in advising the UK government.
• We are supported by Essex’s highly rated Department of Economics, School of Computer Science and Electronic Engineering, and Essex Business School.

Our expert staff

Within our Centre for Computational Finance and Economic Agents (CCFEA), our PhD students are normally jointly supervised by academic staff in two of our constituent departments, in order to give you an interdisciplinary perspective to your topic of research.

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Specialist facilities

CCFEA is based within our School of Computer Science and Electronic Engineering. Our School provides twelve laboratories exclusively for computer science and electronic engineering students. Three of our software labs are open for 24 hours a day including weekends and you have free access to the labs except when there is a scheduled practical class in progress. Our labs are managed by an experienced and dedicated team of technical support staff who can assist you - for example, advising on how to overcome programming problems. Students also have access to our Bloomberg virtual trading floor in the Essex Business School.

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Your future

Graduates of our Centre have gone on to become quantitative analysts, portfolio managers and software engineers at various institutions, including major investment banks like HSBC and Mitsubishi UFJ Securities. We have an extensive network of industrial contacts through our City Associates Board and our alumni, while our expert seminar series gives you the opportunity to work with leading figures from industry. A number of our students have held internships with prestigious City institutions, such as HSBC, Old Mutual and the Bank of England.