How do you apply an algorithm or numerical method to a problem? What are the advantages? And the limitations? Understand the theory and application of nonlinear programming. Learn the principles of good modelling and know how to design algorithms and numerical methods. Critically assess issues regarding computational algorithms.

In this module you will learn techniques underpinning algorithms for studying integer-valued systems, and apply these algorithms to solve integer and mixed integer problems with cutting-plane algorithms.

How do you formulate financial decision problems mathematically? And how do you identify an appropriate method of solution? Understand the basic models and mathematical methods underlying modern portfolio management. Assess the limitations of these models and learn to correctly interpret your results from calculations.

Why are arbitrage arguments important in modern finance? How can a binomial model evaluate derivatives? What are the main models for interest rates? Understand the mathematical techniques underlying the modelling of derivative pricing. Acquire skills in the development of pricing and risk management. Explore stochastic methods and credit risk.

This module introduces Artificial Intelligence (AI), the science of making computers and machines display intelligent behaviour. This multidisciplinary activity draws from computer sciences, mathematics and statistics, and also elements of philosophy, logic and even psychology. Today, AI is ubiquitous in society, from self-driving cars to spam filters and finance trading to video games. The increasing dependence on AI will reshape society and economy. Understanding AI principles, applications, and limitations is important for all students, regardless of their background, and this module assumes no prior knowledge. This module provides both theoretical and practical techniques, covering AI theory and fundamentals of machine learning models, as well as their implementation and applications.

Are you interested in understanding how AlphaGo was able to beat a top Go player? In this module, you will learn about the models behind successful stories of Reinforcement Learning, where a machine (agent) makes sequential decisions to reach an optimal goal. The lectures will be complemented with Lab sessions where we will take advantage of the Open AI Gym environments, allowing us to train our agents to perform tasks such as playing videogames (Atari) and more.