Study year 1

Master's Programme, Applied and Computational Mathematics, 120 credits (TTMAM), Programme syllabus for studies starting in autumn 2018

The following courses are part of study year one.

The course application codes and study periods are valid for the academic year 2018/2019. For other academic years, different application codes and study periods may apply.

General

At least one of the conditionally elective courses has to be studied. The course/courses can be studies either during year one or two.

Note that due to overlap it is not possible to select both SF2935 and DD2421.

Mandatory Appl.code Scope Study period
 1   2   3   4 
AK2036 Theory and Methodology of Science with Applications (Natural and Technological Science) 7.5 hp 7.5
SF2940 Probability Theory 7.5 hp 7.5
SF2520 Applied Numerical Methods 7.5 hp 3.0 4.5

Conditionally elective Appl.code Scope Study period
 1   2   3   4 
SF2832 Mathematical Systems Theory 7.5 hp 7.5
SF2863 Systems Engineering 7.5 hp 7.5
SF2812 Applied Linear Optimization 7.5 hp 7.5
Optional Appl.code Scope Study period
 1   2   3   4 
DD2257 Visualization 7.5 hp 7.5
SF2561 The Finite Element Method 7.5 hp 7.5
SF2866 Applied Systems Engineering 7.5 hp 7.5
SF2935 Modern Methods of Statistical Learning 7.5 hp 7.5
SF2942 Portfolio Theory and Risk Management 7.5 hp 7.5
SF2956 Topological Data Analysis 7.5 hp 7.5
SF2975 Financial Derivatives 7.5 hp 7.5
DD2358 Introduction to High Performance Computing 7.5 hp 4.0 3.5
DD2435 Mathematical Modelling of Biological Systems 9.0 hp 6.0 3.0
SF2565 Program Construction in C++ for Scientific Computing 7.5 hp 3.5 4.0
BB2280 Molecular Modeling 7.5 hp 7.5
BB2300 Computational Chemistry 7.5 hp 7.5
BB2441 Bioinformatics 7.5 hp 7.5
SF1811 Optimization 6.0 hp 6.0
SF2524 Matrix Computations for Large-scale Systems 7.5 hp 7.5
SF2957 Statistical Machine Learning 7.5 hp 7.5
SF2980 Risk Management 7.5 hp 7.5
DD2421 Machine Learning 7.5 hp 7.5
SF2842 Geometric Control Theory 7.5 hp 7.5
SF2930 Regression Analysis 7.5 hp 7.5
SF2971 Martingales and Stochastic Integrals 7.5 hp 7.5
SF2972 Game Theory 7.5 hp 7.5
SG2212 Computational Fluid Dynamics 7.5 hp 7.5
SF2521 Numerical Solutions of Differential Equations 7.5 hp 3.7 3.8
SF2522 Computational Methods for Stochastic Differential Equations 7.5 hp 4.0 3.5
SF2566 Advanced Individual Course in Scientific Computing 6.0 hp 3.0 3.0
SF2567 Project Course in Scientific Computing 7.5 hp 3.7 3.8
SF2568 Parallel Computations for Large- Scale Problems 7.5 hp 3.0 4.5
DD2365 Advanced Computation in Fluid Mechanics 7.5 hp 7.5
SF2701 Financial Mathematics, Basic Course 7.5 hp 7.5
SF2822 Applied Nonlinear Optimization 7.5 hp 7.5
SF2943 Time Series Analysis 7.5 hp 7.5
SF2955 Computer Intensive Methods in Mathematical Statistics 7.5 hp 7.5
SG2224 Applied Computational Fluid Dynamics 5.0 hp 5.0

Specialisations

Among the conditionally elective courses at least one course from each year has to be studied: SF2943 or SF2930 and SF2975 or SF2980.

Mandatory Appl.code Scope Study period
 1   2   3   4 
SF2701 Financial Mathematics, Basic Course 7.5 hp 7.5

Conditionally elective Appl.code Scope Study period
 1   2   3   4 
SF2930 Regression Analysis 7.5 hp 7.5
SF2943 Time Series Analysis 7.5 hp 7.5

At least 3 of the conditionally elective courses on the track has to be studied in addition to the already choosen conditionally elective course in the base block.

This track replaces the track in Mathematical Statistics for students starting HT17.

Mandatory Appl.code Scope Study period
 1   2   3   4 
SF2930 Regression Analysis 7.5 hp 7.5
SF2955 Computer Intensive Methods in Mathematical Statistics 7.5 hp 7.5