The following courses are part of study year one.
General Courses
Mandatory courses
Course code |
Course name |
Scope |
Educational level |
AK2036 |
Theory and Methodology of Science with Applications (Natural and Technological Science) |
7.5 hp |
Second cycle |
SF2520 |
Applied Numerical Methods |
7.5 hp |
Second cycle |
SF2940 |
Probability Theory |
7.5 hp |
Second cycle |
Conditionally elective courses
Course code |
Course name |
Scope |
Educational level |
SF2812 |
Applied Linear Optimization |
7.5 hp |
Second cycle |
SF2832 |
Mathematical Systems Theory |
7.5 hp |
Second cycle |
SF2863 |
Systems Engineering |
7.5 hp |
Second cycle |
Optional courses
Course code |
Course name |
Scope |
Educational level |
BB2280 |
Molecular Modeling |
7.5 hp |
Second cycle |
BB2300 |
Computational Chemistry |
7.5 hp |
Second cycle |
BB2441 |
Bioinformatics |
7.5 hp |
Second cycle |
DD2257 |
Visualization |
7.5 hp |
Second cycle |
DD2358 |
Introduction to High Performance Computing |
7.5 hp |
Second cycle |
DD2365 |
Advanced Computation in Fluid Mechanics |
7.5 hp |
Second cycle |
DD2421 |
Machine Learning |
7.5 hp |
Second cycle |
DD2435 |
Mathematical Modelling of Biological Systems |
9 hp |
Second cycle |
SF1811 |
Optimization |
6 hp |
First cycle |
SF2521 |
Numerical Solutions of Differential Equations |
7.5 hp |
Second cycle |
SF2522 |
Computational Methods for Stochastic Differential Equations |
7.5 hp |
Second cycle |
SF2524 |
Matrix Computations for Large-scale Systems |
7.5 hp |
Second cycle |
SF2561 |
The Finite Element Method |
7.5 hp |
Second cycle |
SF2565 |
Program Construction in C++ for Scientific Computing |
7.5 hp |
Second cycle |
SF2566 |
Advanced Individual Course in Scientific Computing |
6 hp |
Second cycle |
SF2567 |
Project Course in Scientific Computing |
7.5 hp |
Second cycle |
SF2568 |
Parallel Computations for Large- Scale Problems |
7.5 hp |
Second cycle |
SF2701 |
Financial Mathematics, Basic Course |
7.5 hp |
Second cycle |
SF2822 |
Applied Nonlinear Optimization |
7.5 hp |
Second cycle |
SF2842 |
Geometric Control Theory |
7.5 hp |
Second cycle |
SF2866 |
Applied Systems Engineering |
7.5 hp |
Second cycle |
SF2930 |
Regression Analysis |
7.5 hp |
Second cycle |
SF2935 |
Modern Methods of Statistical Learning |
7.5 hp |
Second cycle |
SF2942 |
Portfolio Theory and Risk Management |
7.5 hp |
Second cycle |
SF2943 |
Time Series Analysis |
7.5 hp |
Second cycle |
SF2955 |
Computer Intensive Methods in Mathematical Statistics |
7.5 hp |
Second cycle |
SF2956 |
Topological Data Analysis |
7.5 hp |
Second cycle |
SF2957 |
Statistical Machine Learning |
7.5 hp |
Second cycle |
SF2971 |
Martingales and Stochastic Integrals |
7.5 hp |
Second cycle |
SF2972 |
Game Theory |
7.5 hp |
Second cycle |
SF2975 |
Financial Derivatives |
7.5 hp |
Second cycle |
SF2980 |
Risk Management |
7.5 hp |
Second cycle |
SG2212 |
Computational Fluid Dynamics |
7.5 hp |
Second cycle |
SG2224 |
Applied Computational Fluid Dynamics |
5 hp |
Second cycle |
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.
Specialisations: Track, Computational Mathematics (COMA)
Mandatory courses
Course code |
Course name |
Scope |
Educational level |
SF2521 |
Numerical Solutions of Differential Equations |
7.5 hp |
Second cycle |
SF2568 |
Parallel Computations for Large- Scale Problems |
7.5 hp |
Second cycle |
Specialisations: Track, Financial Mathematics (FMIA)
Mandatory courses
Course code |
Course name |
Scope |
Educational level |
SF2701 |
Financial Mathematics, Basic Course |
7.5 hp |
Second cycle |
Conditionally elective courses
Course code |
Course name |
Scope |
Educational level |
SF2930 |
Regression Analysis |
7.5 hp |
Second cycle |
SF2943 |
Time Series Analysis |
7.5 hp |
Second cycle |
Among the conditionally elective courses at least one course from each year has to be studied: SF2943 or SF2930 and SF2975 or SF2980.
Specialisations: Track, Optimization and Systems Theory (OPSA)
Conditionally elective courses
Course code |
Course name |
Scope |
Educational level |
SF2812 |
Applied Linear Optimization |
7.5 hp |
Second cycle |
SF2822 |
Applied Nonlinear Optimization |
7.5 hp |
Second cycle |
SF2832 |
Mathematical Systems Theory |
7.5 hp |
Second cycle |
SF2842 |
Geometric Control Theory |
7.5 hp |
Second cycle |
SF2863 |
Systems Engineering |
7.5 hp |
Second cycle |
SF2866 |
Applied Systems Engineering |
7.5 hp |
Second cycle |
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.
Specialisations: Track, Statistical Learning and Data Analytics (SIDA)
Mandatory courses
Course code |
Course name |
Scope |
Educational level |
SF2930 |
Regression Analysis |
7.5 hp |
Second cycle |
SF2955 |
Computer Intensive Methods in Mathematical Statistics |
7.5 hp |
Second cycle |
This track replaces the track in Mathematical Statistics for students starting HT17.