Graduate Research Opportunities in CFD -CC Lab
CFD (Computational Financial Derivatives) Laboratory of the Computer Science Department is recruiting graduate research assistants.
Research Focus: A graduate student will actively participate in the broad research areas of
Computational Finance Applications, Computational Intelligence in Finance, Data-Driven Models
for Finance, Data Analytics in Finance, State-of-the-art technologies for financial applications
such as Blockchain and Grid/Cloud Computing at CFD Lab. For example, in the Computational Finance,
our research focus is on designing and developing algorithms for pricing of options, value-at-risk analysis,
algorithmic trading, and other
problems in the parallel, distributed and multi-core computing environments using various techniques.
Applicants should have some basic understanding of the financial markets and good working knowledge
with programming languages. Successful applicants will be exclusively trained in the
cross-disciplinary area of computational finance where mathematics, statistics, computer science
and finance come together. In Blockchain technology, our focus is in improving transaction throughput,
financial smart contract etc. In Cloud computing our focus has been in two areas: Resources Pricing and
Financial Applications as a Software Service. In ad hoc networks our focus is on routing protocols for
various applications such as Mobile networks (MANET) and Vehicular ad hoc networks (VANET).
Please refer to the publications link for further details.
Computational Finance requires a strong foundation in Mathematics (Calculus) and Statistics (basics and time series) besides Algorithm design techniques and programming.
I would not expect any exposure to finance but if you have taken optional courses from Finance/Economics it would be additionally helpful. You should be skillful in traditional CS programming languages and should be efficient
with Python and R programming.
To do good programming, understanding financial model(s) and designing efficient algorithm(s) is essential (focus of my ressearch program) for which appreciation of Math/Stat are required (expected from student). Only with good understanding of financial concepts you will be able to evaluate and confirm if the results you are getting from your algoirthm is reliable.
Application Procedure: You are encouraged to contact Dr. Ruppa K. Thulasiram via email
(tulsi dot thulasiram at umanitoba dot ca) with your resume, transcripts, statement of purpose.
Before sending in the resume, you are also encouraged to go over the publications list and
request three or four papers for reviewing and for further discussions.
Funding: Admission into our graduate program does not guarantee funding. My current funding is
committed to current researchers/students in the lab. Of course, there are other means of funding for example,
University of Manitoba Graduate Fellowship and the Guaranteed Funding at the Department of
omputer Science. Aspiring future students should apply and compete for
these two and other graduate scholarships/fellowships.
Please visit the CS Page or Faculty of Graduate Studies (FGS) page for details.