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.
Within 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.
Our Centre for Computational Finance and Economic Agents 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.
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.
You will need a good Masters degree, or equivalent, in a related subject.
A well-developed research proposal is also essential. You must be experienced in at least one high-level programming language (such as Matlab, Java or Python).
You will normally be required to attend an interview/Skype interview for acceptance, and acceptance is subject to research expertise in the department.
We accept a wide range of qualifications from applicants studying in the EU and other countries. Get in touch with any questions you may have about the qualifications we accept. Remember to tell us about the qualifications you have already completed or are currently taking.
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A research degree doesn't have a taught structure, giving you the chance to investigate your chosen topic in real depth and reach a profound understanding. In communicating that understanding, through a thesis or other means, you have a rare opportunity to generate knowledge. A research degree allows you to develop new high-level skills, enhance your professional development and build new networks. It can open doors to many careers.
Following the impact of the pandemic, we made changes to our teaching and assessment to ensure our current students could continue with their studies uninterrupted and safely. These changes included courses being taught through blended delivery, normally including some face-to-face teaching, online provision, or a combination of both across the year.
The teaching and assessment methods listed show what is currently planned for 2021 entry; changes may be necessary if, by the beginning of this course, we need to adapt the way we’re delivering them due to the external environment, and to allow you to continue to receive the best education possible safely and seamlessly.
The aim of undertaking your PhD within CCFEA is to become trained as am independent researcher who can critically assess other research work, and have a comprehensive knowledge of their subject area.
Our PhD programme is usually three to four years duration and all our students are initially registered as Mphil/PhD students, then transferred to the PhD in the first half of their second year of study if they have made satisfactory progress. In your second and third years, you work towards your PhD.
Within CCFEA, your PhD thesis is generally completed within three to four years and has a length of around 80,000 words.
Your PhD is awarded after your successful defence of your thesis in an oral examination, in which you are interviewed about your research by two examiners, at least one of whom is from outside Essex.
£16,230EU students commencing their course in the 2021-22 academic year will be liable for the International fee.
Fees will increase for each academic year of study.
We encourage you to make a preliminary enquiry directly to a potential supervisor or the Graduate Administrator within your chosen Department or School. We encourage the consideration of a brief research proposal prior to the submission of a full application.
We aim to respond to applications within four weeks. If we are able to offer you a place, you will be contacted via email.
For information on our deadline to apply for this course, please see our ‘how to apply’ information.
Home to 15,000 students from more than 130 countries, our Colchester Campus is the largest of our three sites, making us one of the most internationally diverse campuses on the planet - we like to think of ourselves as the world in one place.
The Campus is set within 200 acres of beautiful parkland, located two miles from the historic town centre of Colchester – England's oldest recorded town. Our Colchester Campus is also easily reached from London and Stansted Airport in under one hour.
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At Essex we pride ourselves on being a welcoming and inclusive student community. We offer a wide range of support to individuals and groups of student members who may have specific requirements, interests or responsibilities.
The University makes every effort to ensure that this information on its programme specification is accurate and up-to-date. Exceptionally it can be necessary to make changes, for example to courses, facilities or fees. Examples of such reasons might include, but are not limited to: strikes, other industrial action, staff illness, severe weather, fire, civil commotion, riot, invasion, terrorist attack or threat of terrorist attack (whether declared or not), natural disaster, restrictions imposed by government or public authorities, epidemic or pandemic disease, failure of public utilities or transport systems or the withdrawal/reduction of funding. Changes to courses may for example consist of variations to the content and method of delivery of programmes, courses and other services, to discontinue programmes, courses and other services and to merge or combine programmes or courses. The University will endeavour to keep such changes to a minimum, and will also keep students informed appropriately by updating our programme specifications. The University would inform and engage with you if your course was to be discontinued, and would provide you with options, where appropriate, in line with our Compensation and Refund Policy.
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