What master and Ph.D to study? Already have bachelor in CS and 3 year background in ML cluster programming

CKL

New Member
Hey, so I am about to finish my bachelor in CS and am wondering which subject to study in my masters and Ph.D.

I could study CS, but I wonder if there are any mathematical /eco mathematical / finance mathematical ish degrees in that area?
At the beginning of my studies, I did not like math and that is why I took CS. But now I finally enjoy math and feel confident enough in it, so that I could handle math, no matter how complex.



I also wonder, which type of math seems most lucrative on the job market of quants? I want to be able to compete with the smartest people when creating a model for trading strategies. I would also look into going for a Ph.D. of course then.

I love the challenge of the most complicated math equations and theories and of course the payoff, for taking on the most feared and hardest challenges.

I have little to no experience in business analytics or economy. I have been mostly working as a machine learning engineer, working on spark/Kafka/Hadoop and in the cloud with MS Azure.


I know a lot about ML/Stats/Optimization math and I don't really know what math is most popular or to be expected for a position in algorithmic /automated trading.


  • quantum math
  • "machine learning " degree? and which area of Machine larning?
  • How are generative Models doing in quant? Are they even used? I mean things like GAN'S or encoder/decoder networks?
  • pure statistics?
  • pure finance math? (And which of the finance maths?)
    • risk analysis?
    • some other fina?
  • Pure optimization math? aka calculus?


Thanks for your feedback and time looking over this!
 

CKL

New Member
Mh... It was somewhere between finally understanding how matrices work in machine vision, then finding a great stats mentor/advisor and digging really deep into the math-o-sphere when I did a seminar on SVM where I worked through all in math in detail and really enjoyed the deep level of focus and how meditative math can be.
 

Daniel Duffy

C++ author, trainer
Mh... It was somewhere between finally understanding how matrices work in machine vision, then finding a great stats mentor/advisor and digging really deep into the math-o-sphere when I did a seminar on SVM where I worked through all in math in detail and really enjoyed the deep level of focus and how meditative math can be.
In that case, I think you would like this
 
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