RN FINANCIAL RESEARCH CENTRE
SPONSORED BY
The RN Financial Research Center was established to encourage interdisciplinary research in computational finance, primarily from a quantitative or mathematical perspective. Successful research candidates will have to meet the following admissions requirements.
- Admitted to one of the dual degree HBA programs such as mathematics, computer science, engineering or economics.
- Have taken, at a minimum, two full semesters of study in differential and integral calculus, the caliber of which is required of engineering, math or science majors as well as ordinary differential equations, linear algebra, and a calculus based probability course.
- Have strong academic performance in mathematics and probability coursework.
- Willingness to learn the following:
- High-Performance and Parallel Computing: execution speed, memory and distributed processing.
- Optimization: Large-scale mixed-variable non-convex optimization: combinatorial or numerical, linear or nonlinear, convex or non-convex.
- Machine Learning: Supervised learning, unsupervised learning, and reinforcement learning.
- Programming Languages: C/C++, Java, R, and Python
Applicants who lack some of these skills may still be considered provided that they take steps to acquire the necessary skills before entering their senior year as set forth in a conditional admittance by the admissions committee.