Application
Who Can Apply?
Students who show a high degree of motivation in specializing in the field of mathematical and computational finance and business analytics, enrolled, or planning to enroll (i.e. applied to start in Fall 2019) in a Masters or Doctoral degree at: Université de Montréal, HEC Montréal, Concordia University, University of Calgary, University of Waterloo or Queen’s University.
When to Apply
The deadline for graduate applications has been extended to Wednesday, May 15 at 12:00am EST. However, priority will be given to applications received before the original May 1st deadline.
Students can start participating in the Fin-ML CREATE Program as of Fall 2019.
The results will be announced around mid-June 2019.
How to Apply?
The elements of the application are:
- This form: Fin-ML CREATE Application Form, filled
- CV of the candidate
- Grade transcript
- Statement of Purpose about how your research interests fit with the mission of our program (max 1 page)
- A maximum of one recommendation letter sent directly to fin-ml.admissions@ivado.ca.
The application must be sent to fin-ml.admissions@ivado.ca as a single pdf file.
Funding
Students accepted in the Fin-ML CREATE program will receive - in total - a minimum of:
- $17,500 for Masters students and $20,000 for Doctoral students
Note: These amounts include the internship remuneration. If the student is receiving an external award, the amount eligible through the Fin-ML CREATE grant can be adjusted.
Expectations
Students will be expected to participate in the Fin-ML CREATE activities and fully benefit from the unique aspects of the CREATE training program.
Students will also be expected to do an internship which will be remunerated at the discretion of the hosting company, with a minimum of $10,000 for 12-weeks. The length of the internship can vary with the project. Assistance will be provided in order to find a suitable internship that answers the training requirements of the program. Students are also encouraged to find their own internships, subject to approval by the Fin-ML internship committee.
Duration
The Grant covers a period of one year, during which the student is expected to complete the CREATE Program requirements.
More information will be available soon. Please register to our mailing list to stay up to date.
More information will be available soon. Please register to our mailing list to stay up to date.
A few examples of research opportunities where the Fin-ML CREATE program can thrive:
- Predictive Modeling: Theoretical and applied research on predictive models in financial analytics in the fields of financial econometrics, neural networks, self-organizing maps and other machine learning algorithms that make use of the full potential of large data-bases of high-frequency data in order to develop ad-hoc solutions in finance;
- Investment Strategies: Model design, optimization-based calibration, simulation, stress-testing and back-testing of investment strategies and algorithms operating in long-term horizons as well as at the microstructural level, thus including portfolio and structured products management, limit order book modeling and optimal intra-day trading strategies among other risk and investment questions, etc.;
- Risk Management: Development of novel derivative pricing and hedging models for state-of- the-art risk and investment strategies; and
- Automation: Applications of deep learning technologies such as NLP, image and text classification, question-answering algorithms, in automation in the financial and insurance sector.