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Courses / Modules / COMP6212 Computational Finance

Computational Finance

When you'll study it
Semester 2
CATS points
ECTS points
Level 7
Module lead
Enrico Gerding
Academic year

Module overview

Financial markets form the source of a vast number of challenging computational problems. These are not only intellectually challenging from the point of view of computational modelling, but the financial sector is also an employer of a significant fraction of graduates of Computer Science, Software Engineering, Artificial Intelligence and Data Science.

This module covers three aspects around the use of computational processing in Finance:

  • The use of computation in the analysis of finance algorithmic instruments. This includes the use of time series analysis and algorithmic trading.
  • The computation and programming concepts behind cryptocurrencies.
  • The ethical and sustainability aspects of computational finance and crypto currencies.