Education and Research

Teaching and research in computational finance is an ever-evolving field as technology advances and financial markets become increasingly complex. The intersection of finance and technology is one of the most exciting and promising areas today, offering opportunities for innovation and discovery in finance, computer science and other disciplines.

Teaching computational finance covers a wide range of topics, from theoretical foundations of finance and computer programming to advanced mathematical modeling techniques and machine learning. Students interested in the field should learn to analyze and interpret large amounts of financial data, apply machine learning techniques to identify patterns and trends in data, and develop sophisticated algorithms to make automated investment decisions or support decision making.

At ITA, we offer the module PO-245: Machine Learning in Quantitative Finance. The final objective of the discipline is for the participant to be prepared to start his/her career as a quantitative researcher “Quant” or similar in the global industry of investment funds.

Research in this field is constantly advancing, exploring new techniques and applying cutting-edge methodologies to better understand financial markets and investment decision-making. This includes developing automated trading algorithms, analyzing portfolio risks, forecasting asset prices and detecting financial fraud. Computational finance researchers explore how these techniques can be applied to improve investment decision making and to discover new investment opportunities.

Aviation Finance

The financial market and aviation have a close and increasingly important relationship. Aviation is a sector that involves billions of dollars in investments and business, and finance is crucial for making strategic decisions and for the success of airlines and their stakeholders. Therefore, the development of financial strategies and research in aviation finance are areas of great interest and importance for investors, managers and researchers. At FICO-ITA, we supervise research in Aviation Finance.

Research supervision

We supervise projects and research within the postgraduate programs at ITA:

Becoming a member of FICO - ITA

To be part of FICO-ITA, the candidate must be an academic undergraduate or graduate student at ITA and have studied the module PO-245: Machine Learning in Quantitative Finance.