Advances in Applied Mathematics and Computer Science: Analysis and Modeling in Finance

Entry requirements: Basic skills in computational science

Credits: 4

Course: Core

Language of the course: Russian

Objectives

Students will learn to

  • to understand the main current challenges of applied mathematics and computer science (AM&CS);
  • to classify the models, methods and techniques of AM&CS, and understand the relationships between them;
  • to understand the R&D life cycle in the field of AM&CS;
  • to represent the possibility of AM&CS as the set of diffusion technologies in multidisciplinary projects;
  • to know the basic features of using AM&CS in various subject areas;
  • to represent the system of financing and management of R&D in the field of AM&CS.

Contents

Course "Advances in Applied Mathematics and Computer Science" is considering AM&CS as integrated knowledge in terms of its place in the global R&D process. We discuss the evolution of AM&CS, current challenges, as well as forecasts on the development of this direction. The basic methods and models of R&D, studied art research glossary are considered and classified. Detailed questions of high-performance computing, supercomputing technologies and big data as technological bases of AM&CS are considered.

We study the modern concepts of eScience, eKnowledge and eEngineering, as well as translational information technologies. The global vision of R&D management and financing in the field of AM&CS is approached in respect to practical skills training grant applications and development of the project and reporting documentation. The examples of AM&CS applications to complex areas of science (eCity, eSociety, eHealth) are analyzed.

Format

Lectures and labs.

Assessment

Attendance is mandatory. Students should complete all the laboratory assignments. The final grade is based on the student performance throughout the course.