Youth Programme: Essential Numerical Methods for Data Analytics and Financial Engineering

ESSENTIAL NUMERICAL METHODS FOR DATA ANALYTICS AND FINANCIAL ENGINEERING

 

PROGRAMME OBJECTIVES

This course introduces essential numerical methods to students who are interested in data analytics and financial engineering. Major topics of the course include

  • Introduction to supervised/unsupervised learning, including Kernel methods, support vector machines, K-means clustering, neural networks;
  • Numerical methods for financial engineering with a focus on Monte Carlo methods importance sampling, and various variance reductions techniques.

Applications of these methods to practical problems arising from data analytics and financial engineering (e.g. option pricing) will be discussed. These methods also find many applications in various scientific fields, so students interested in scientific computing will benefit from this course as well.

PROGRAMME HIGHLIGHTS

Youth Programme Welcome by Dean
 Highlight 2 for the programme
Welcome message from Dean of NUS SCALE  Tutorials conducted over Zoom

PRE-REQUISITES

Participants should have basic understanding of Calculus, linear algebra, probability theory at undergraduate level.

Participants should be able to read, write and communicate fluently in English, and understand basic terminologies used in the class.

WHO SHOULD ATTEND

Undergraduate students majoring in mathematics and other disciplines in science. 

MODE OF DELIVERY

18 hours of Synchronous sessions including tutorials and final presentation. 

MODE OF ASSESSMENT

  • Continuous Assessment
  • Group project
 NUS SCALE youth online programme_Essential Numerical Methods for Data Analytics and Financial Engineering_Professor Weiqing Ren


Professor Weiqing Ren
Dept of Mathematics
Faculty of Science
National University of Singapore

Prof. Ren obtained his PhD from the Courant Institute at New York University in 2002. Before joining the National University of Singapore (NUS) in 2011, he was a member at the Institute for Advanced Study at Princeton (2002-2003), an instructor at Princeton University (2003-2005), and an assistant professor at Courant Institute (2005-2011). He is currently a Professor of Mathematics at NUS.

Prof. Ren received the Alfred P. Sloan Research Fellowship in 2007 and the Feng Kang Prize of Scientific Computing in 2015.

Prof. Ren's research interest lies in the broad area of applied mathematics and scientific computing. His recent work has focused on:

  • Building the mathematical foundation and finding effective numerical methods for modeling rare events (the string method, the minimum action method, etc),
  • Modeling and simulation of multi-phase flows, in particular, the moving contact line problem,
  • Development and analysis of multiscale, multi-physics numerical methods.

CERTIFICATE OF COMPLETION

Successful participants who complete all requirements of the programme including passing the assessment will receive a certificate of completion issued by NUS SCALE.
 
A sample of the certificate of participation can be found here: 
Cert_Sample

Participants from the project team with the highest score for the group project will also receive a commendation letter. A sample is shown below:
Sample Online Commendation Letter

UPCOMING SESSIONS

Group Sign-up:
Winter 2021-2022
in collaboration with Looker Education Group

For programme enquiries, please fill the form here

 
  • NUS SCALE
  • Youth
  • Youth Programme: Essential Numerical Methods for Data Analytics and Financial Engineering
25 June 2021