The School of Mathematical Sciences of the Queen Mary University of London will soon be inviting applications for PhD studies in deep learning, numerical methods and modelling  with stochastic processes for Finance.

Core of the project is the combination of Chebyshev interpolation, deep learning, low rank tensor approximation, and modelling with stochastic processes with jumps to solve the dynamical systems arising in risk management in three different guises: as partial (integro) differential equations, as dynamic programming problem and as stochastic differential equations. Topics for the project start in 2022 will be advertised soon, a good impression of the topics can be obtained here:

The application deadline for Queen Mary University of London’s funded PhD studentships is 30 January 2022. For further information see