Mathematics Research over the Summer

[§eraphim]

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Hey, what will you guys/girls be doing research in for the vacation scholarship?

[Super Pig]

Any non-third years got a scholarship?

[SeDaTeD]

What are the requirements to get a vacation scholarship?

[Super Pig]

It's strictly based on academic results. You'll need straight HD/D's on your transcript, the higher the better. IMO participation will give you an edge. Preference is given to third years, but the best second years also have a chance. Last year the school of maths offered 14 scholarships, including 2 second years and a first year. The school of physics also offer similar scholarships, with lower requirements I think (because they have more money, some 30 places available if I remember correctly).

[§eraphim]

Im not a 3rd yr. im a 2nd yr commerce/science student from unsw.

any here taking part? esp stats?

btw, who has been taught by professor john robinson?

[Super Pig]

Hehe I got a scholarship at UNSW this summer, working with Dr Ben Goldys on Malliavin Calculus (aka stochastic calculus of variations). And yes, I did John's course on experimental design, great teacher. What do you wanna know about stats at Sydney? Apparently UNSW has a stronger stats group at the moment. Did you get a scholarship at Sydney?

[§eraphim]

Originally Posted by Super Pig

Hehe I got a scholarship at UNSW this summer, working with Dr Ben Goldys on Malliavin Calculus (aka stochastic calculus of variations). And yes, I did John's course on experimental design, great teacher. What do you wanna know about stats at Sydney? Apparently UNSW has a stronger stats group at the moment. Did you get a scholarship at Sydney?

yes, im working under prof robinson.

i think unsw is stronger at applied statistics and theoretical finance (blended with Analysis etc). usyd is stronger at statistical theory.

ive heard that john is a nice guy. true? is he a flexible guy? etc

also, what are the research strengths of usyd stats (more specifically)? btw, what kind of stuff are u expected to do as research? this is all new to me.

ben goldys is very good at mathematical finance. hes known for stressing rigour in his courses (that can be a good and bad thing).

http://web.maths.unsw.edu.au/~mathso...ang_thesis.pdf

this might be interesting. university medal winning thesis on malliavin calculus.

do many ppl major in stats at usyd?

[Super Pig]

Congrates and thanks a lot for the link mate. That's really useful. Yeah Ben is a really technical person. I met with him earlier this week, was pretty much lost after half an hour. Will try to hang in there and see how I go.

Well in summer research you are not expected to cook up new stuff (of course that would be bloody awesome). Depending on your choice of topic and supervisor, you may study a mathematical text thoroughly, understand a few journal papers, and perform some numerical computations if required. These are not as trivial as it sounds, a lot of the stuff you learn will be cutting-edge and won't be found in any undergraduate course. The total workload is similar to two 4th year courses (that's my estimate). There are a few brief summaries of past projects on the following website

http://www.ice-em.org.au/students.html#scholarship

Don't worry John will tell you what to do. He's quite flexible and funny at times. He's specialised in saddlepoint approximations, genetics models and canonical nalysis. He must have other research interests as well (every prof does). Yes Usyd is probably the strongest group in stats theory in the Sydney area. I am not too sure about the specific strengths though, everyone is doing different things. It's under a transition phase at the moment, a few senior people just retired and new people are coming in all the time.

There were 7 students doing stats honours this year, which is considered to be the biggest group in recent years (an outlier so to speak). There are probably a dozen or so stats majors in third year this year. It's not a very popular subject nationwide, which is quite ashamed.

[§eraphim]

congrats on you too.

lol. at unsw i think there is 2-3 ppl who r srs stats majors every yr. but thats probably cz there are fewer srs math/stats ppl.

there are heaps of other good financial math ppl near ben who could also be of assistance. eg marek rutkowski and tony dooley. - see the unsw maths website for further details

do u have to be at uni to do your researcH? cz i prefer the quite solitude of home to do my reading and doing stuff on the comp (i have most software). r u expected to meet him everyday?

what would u suggest as a suitable topic which would complement his research strengths? im thinking of something like some stats application to cellular automata models ( eg. modelling canncer growth).

Originally Posted by Super Pig

Congrates and thanks a lot for the link mate. That's really useful. Yeah Ben is a really technical person. I met with him earlier this week, was pretty much lost after half an hour. Will try to hang in there and see how I go.

Well in summer research you are not expected to cook up new stuff (of course that would be bloody awesome). Depending on your choice of topic and supervisor, you may study a mathematical text thoroughly, understand a few journal papers, and perform some numerical computations if required. These are not as trivial as it sounds, a lot of the stuff you learn will be cutting-edge and won't be found in any undergraduate course. The total workload is similar to two 4th year courses (that's my estimate). There are a few brief summaries of past projects on the following website

http://www.ice-em.org.au/students.html#scholarship

Don't worry John will tell you what to do. He's quite flexible and funny at times. He's specialised in saddlepoint approximations, genetics models and canonical nalysis. He must have other research interests as well (every prof does). Yes Usyd is probably the strongest group in stats theory in the Sydney area. I am not too sure about the specific strengths though, everyone is doing different things. It's under a transition phase at the moment, a few senior people just retired and new people are coming in all the time.

There were 7 students doing stats honours this year, which is considered to be the biggest group in recent years (an outlier so to speak). There are probably a dozen or so stats majors in third year this year. It's not a very popular subject nationwide, which is quite ashamed.

[Super Pig]

hehe I am expecting 2-3 stats honours next year at Sydney, not a huge class at all.

I am not sure whether John is interested in cellular automata, some applied maths ppl are (e.g. Charlie Macaskill). Given John's wide range of interest, he probably can accomodate you on most stats topics. You may wanna get in touch with him before you start and express your interests, so that he knows what you want. Otherwise he may prepare something that you may not be interested in doing.

Whether you need to be at uni everyday is by mutual agreement with your supervisor. I don't think John would care to much about that though. Check with him on the first day. And you don't need to meet him everyday. Probably twice a week, more frequently at the start if you have questions to ask.

Yes I do recognise the names of the financial maths ppl at UNSW, that's what draws me to Kensington this summer. There is only one expert (Peter Buchen) in this subject at Sydney. Do you major in finance for your commerce degree? How much maths and modelling does it involve?

[§eraphim]

yes, im majoring in finance, stats and probably applied math.

errr..i really havent done that much finance to say. most of it is a lot like applied (simple) linear regression using excel. its not mathematically rigorous but it teaches all the practical stuff in a relatively simple way (eg finite different approximations).

personally, i intend to do more applied math and stats (eg time series and optimisation) rather than theoretical stuff (like mathematical finance and probability theory, stochastic analysis, etc). im assuming you are going to do honours. any ideas yet for what ud like to do (in addition to malliavin calculus)?

peter buchen seems to encourage financial math studies for undergrads.

another interesting link: http://www.qgroup.org.au/

do u know much about "stochastic portfolio theory"?
http://www.intechjanus.com/research/research.html

[Super Pig]

Finance and stats/applied maths is a really good combination indeed. I guess how mathematical a finance subject gets depends on the lecturer. One of the finance lecturers at usyd give really really technical stuff to second year commerce students. He's got a pure maths PhD.

I really prefer applied stuff as well (didn't know Ben is that theoretical). Actually I am not that interested in Malliavin Calculus, too much focus on analysis. I was pressing for time and didn't really think about what I wanted to do. I'll try to switch to a more practical topic.

I'll be doing applied honours and working on bond options next year with Peter. Peter's specialised in option pricing, he's found a lot of unique and clever methods to price exotic products. And that's where my main interests lie at the moment. Credit derivatives, term structure models and stochastic volatility also seem interesting. Haven't got motivation to study them yet, too lazy lately

[§eraphim]

http://www.ice-em.org.au/students.html#scholarships05

hey do u know any of the ppl on this list? Charles Qin (UNSW) is a friend of mine in 2nd yr....

[Super Pig]

Hehe that's a very new list, it wasn't there a few days ago. Yeah I know some of the recipients from Sydney, not the other unis though. They get to take part in CSIRO's activities which is kind of cool, didn't have that last summer. BTW I just changed my project topic to stochastic volatility, much more accessible and practical stuff

[§eraphim]

lol. im sure he has a theoretical approach in mind.

in your discussions with ben goldys, will you have to submit your report for assessment?

Out of curiousity, are these vacation things more selective than the TSP at Usyd? THere isn't any formalised TSP at UNSW - u can always just skip prereqs if u feel like (and with the lecturers permission)