Course Information

Graduate Courses in Mathematics

Courses for PhD and MSc by Research

Core Courses

Advanced courses in mathematics, covering core topics tested in the PhD Qualifying Examinations.

MH7001
Continuous Methods

4 AU | Semester 2

Abstract integration (basic topology, general Lebesgue-like integrals and measures); positive Borel measures (Riesz representation theorem for positive linear functionals); Lp-spaces; integration on product spaces; abstract differentiation; holomorphic functions.

MH7002
Discrete Methods

4 AU | Semester 1
Available for undergraduates

Enumeration; graph and network algorithms; finite fields and applications; boolean algebras; polyhedra and linear programming; algorithmic complexity.

MH7003
Algebraic Methods

4 AU | Semester 1

Groups, rings, and fields; basic techniques of group theory; Galois theory.

MH7004
Mathematical Statistics

4 AU | Semester 2

Review of probability, random variables and their distributions, moments and inequalities; point estimation in parametric setting; point estimation in nonparametric setting; interval estimation and hypothesis testing.

MH7005
Algorithms and Theory of Computing

4 AU | Semester 1

Turing machines; time complexity and space complexity; algorithm design and analysis (greedy, divide and conquer, dynamic programming); graph algorithms; network flow.

Topic Courses

Specialized courses offered based on student and lecturer interest. The precise course contents are subject to variation.

MH7006/7010
Topics in Discrete Mathematics I/II

4 AU

Special topics in discrete mathematics.
MH7007/7011
Topics in Scientific Computation I/II

4 AU

Special topics in scientific computation.
MH7008/7012
Topics in Pure Mathematics I/II

4 AU

Special topics in pure mathematics.
MH7009/7013
Topics in Probability and Statistics I/II

4 AU

Special topics in probability and statistics.

Seminar Courses

Seminars on new research developments in the Mathematical Sciences.

MH7014/7015
Graduate Seminar - Discrete Mathematics I/II

4 AU

Seminar course in discrete mathematics.
MH7016/7017
Graduate Seminar - Scientific Computation I/II

4 AU

Seminar course in scientific computing.

MH7018/7019
Graduate Seminar - Pure Mathematics I/II

4 AU

Seminar course in pure mathematics.
MH7020/7021
Graduate Seminar - Statistics I/II

4 AU

Seminar course in statistics.

 

Courses for MSc in Analytics

Compulsory Courses

 

MH6142
Database Systems

3 AU

This course covers basic and advanced topics in database management systems. The first part introduces the foundation and practices in database design, including conceptual modelling, SQL, relational algebra and calculus, functional dependency and normalization. The second part covers the implementation of a database system, including indexing, query processing and optimization and transactions. Finally, a few advanced topics such as XML database, trajectory database and big data will be covered.
MH6151
Data Mining

3 AU

Data mining is the process of knowledge discovery. Topics taught include data preparation (data cleaning, outlier analysis and transformation) and statistical techniques (regression modelling, multivariate statistics, and statistical inference). Supervised and unsupervised learning techniques including decision tree induction, nearest neighbour categorisation, cluster analysis, association analysis, support vector machines, Bayesian learning and neural networks are touched upon. As well, data mining software and tools, and applications of data mining to complex data types are covered.
MH6191
Practicum

6 AU

Professional consulting project mentored by experienced instructors to solve problems that are of great importance to the sponsoring companies. Practicum is a compulsory course.
MH6201
Operations Research I

1.5 AU

This course introduces a number of optimization methods commonly used in operations research. Topics covered include linear programming, nonlinear optimization, discrete optimization, dynamic programming, and heuristics.
MH6202
Operations Research II

1.5 AU

This course is a continuation of MH6201 Operations Research I. Topics covered include Monte-Carlo simulation, queuing theory, discrete event simulation, stochastic programming, dynamic programming and optimal control, and inventory theory.
MH6211
Analytics Software I

1.5 AU

In this course, we introduce state of the art software packages such as SAS, R, IBM Business Analytics to teach students data analysis, data mining, predictive modelling, data visualization, decision optimization, and report generation. In this course, we cover topics including Python, Cplex, R, Matlab, and SAS.
MH6212
Analytics Software II

1.5 AU

In this course, we introduce state of the art software packages such as SAS, R, IBM Business Analytics to teach students data analysis, data mining, predictive modelling, data visualization, decision optimization, and report generation. In this course, we cover topics including weka, libsvm, IBM Business Analytics, Matlab, SAS, Rapid Miner and Cplex.
MH6231
Probability and Statistics

1.5 AU

The probability and statistics course provides a systematic approach to understanding uncertainties. Topics covered include probability, conditional probability; random variables, joint distributions, conditional distributions and independence; probability laws, multivariate normal distribution; order statistics; convergence concepts, the law of large numbers, central limit theorem; estimation, Bayes estimators, interval estimation including confidence intervals, prediction intervals, Bayesian interval estimation; hypothesis testing, likelihood ratio tests; Bayesian tests; nonparametric methods, bootstrap.
MH6221
Analytics Workshop I

1.5 AU

This course provides opportunities for students to learn cutting-edge technologies in data analytics, through interactive workshops. During workshops, the instructor will brief each topic and summarize the state of the art. Students will form groups, to conduct deep survey and present the findings to the class.
MH6222
Analytics Workshop II

1.5 AU

This course provides opportunities for students to learn cutting-edge technologies in data analytics, through interactive workshops. During workshops, the instructor will brief each topic and summarize the state of the art. Students will form groups, to conduct deep survey and present the findings to the class.
MH6241
Time Series Analysis

1.5 AU

Many of the business systems are dynamic systems in which their states change over time. This course introduces time series models and associated methods of data analysis and inference. Topics include auto regressive (AR), moving average (MA), ARMA, and ARIMA processes, stationary and non-stationary processes, seasonal processes, identification of models, estimation of parameters, diagnostic checking of fitted models, forecasting, and spectral analysis. Real-world applications for understanding characteristics of time series data in economics, finance, management and industries, and modelling and evaluating forecasts upon which decision-making would depend are emphasized with lab using SAS.

 

Elective Courses

 

MH6301
Information Retrieval and Analysis

3 AU

This course focuses on issues, data structures and algorithms on representation, storage, and access to very large digital document collections. Information retrieval models (including Boolean, vector space and probabilistic models), indexing and retrieval techniques, evaluation of information retrieval systems, text and web mining (content, structure and usage mining), web search (search engines, spiders, link analysis, agents), recommender systems and intelligent information retrieval, information extraction and integration are covered in this course.
MH6311
Stochastic Processes for Data Science

1.5 AU

Stochastic Processes. Gaussian and Markovian Processes. Markov Chains, Markov Decision Processes. Poisson Processes. Continuous-Time Markov Chains. Stochastic Modelling Applications.
MH6321
Statistical Modelling and Data Analysis

1.5 AU

Statistical Modelling and Data Analysis includes a cluster of techniques primarily developed in the biomedical sciences, but are also widely used in social sciences like economics, and in engineering. This course focuses on the statistical methods related to the analysis of survival or time to event data, introduces hazard & survival functions, censoring mechanisms, parametric and non-parametric estimation, and comparison of survival curves. The course emphasizes basic concepts and techniques as well as practical applications relevant to business, social sciences and life sciences.
MH6322
Managing Uncertainty and Dependence: From Data To Decisions

1.5 AU

The usefulness of any model depends in part on the accuracy and reliability of its output. Uncertainty analysis aims to identify and quantify the overall precision within a model, in order to support problem owners in model-based decision-making. Understanding the dependence structure between input variables is critical for modelling risks and uncertainty. Efficient sampling and estimates, model selection and validation, kernel density estimation and bandwidth selection, copulas and their applications are some of the topics covered in this course.

MH6331
Financial and Risk Analytics I

1.5 AU

Techniques for measuring and managing the risk of trading and investment positions for positions in equities, credit, interest rates, foreign exchange, commodities, vanilla options, and exotic options; risk sensitivity reports, design of static and dynamic hedges, measure value-at-risk and stress tests; Monte Carlo simulations determining hedge effectiveness; case studies.
MH6332
Financial and Risk Analytics II

1.5 AU

Techniques for measuring and managing the risk of trading and investment positions for positions in equities, credit, interest rates, foreign exchange, commodities, vanilla options, and exotic options; risk sensitivity reports, design of static and dynamic hedges, measure value-at-risk and stress tests; Monte Carlo simulations determining hedge effectiveness; case studies.
MH6341
Data Management and Business Intelligence

1.5 AU

This course explores management, organizational, and technological issues in terms of the ways data are stored, managed and applied in businesses. Using a simulated business, the database module covers data concepts, structures, conceptual and physical design techniques, data administration and data mining. Theory and practice of database management systems are integrated through hands-on experience with the design and implementation of a business solution. By the end of the course, participants will gain critical IT skills in analysing business processes, improving these processes, developing business applications with an industry standard database and use data for business requirements.
MH6351
Web Analytics

1.5 AU

Topics covered include structure of the web, random graph models of networks, link analysis and web search, network dynamics, network effects, power law phenomena, the small-world phenomenon, and diffusion through networks.
MH6812
Advanced Natural Language Processing with Deep Learning

3 AU

In this course, students will learn state-of-the-art deep learning methods for Natural language processing (NLP). Through lectures, practical assignments and projects, students will learn the necessary tricks for making their deep-learning models work on practical problems. They will learn to implement and possibly invent their own deep learning models using available deep learning libraries.
MH6813
Blockchain Systems I: Concepts and Principles

1.5 AU

This is an introductory course that attempts to answer the following questions: What is blockchain? What does blockchain aim to achieve? What are the useful properties of blockchains? What are the building blocks of blockchain? What are the design principles underlying the building blocks of blockchain? What are the use cases for blockchains? What is cryptoasset and cryptocurrency? How to evaluate cryptoasset/cryptocurrency? What is Bitcoin? What is the relationship between Bitcoin and blockchain?
MH6814
Blockchain Systems II: Development and Engineering

1.5 AU

This course builds upon the basic blockchain knowledge discussed in the introductory course to understand the most popular blockchain networks: Ethereum. It covers the mechanics of Ethereum and how it aims to become a global computer through its artifact smart contracts. We will learn one of the languages for smart contract: Solidity and use this to code smart contracts. With these tools, we explore the processes and principles of building decentralized apps on the Ethereum platform.

 

Courses for MSc in Financial Technology

Compulsory Courses

 

MH6800
Foundations of Statistical Modelling

1.5 AU

Basic foundation needed to understand the modeling of uncertain phenomena.

MH6801
Introduction to ​FinTech

1.5 AU

This course gives an overview of all the changes, which are happening now in the financial industry and discusses how some of the FinTech processes are being constructed. Each FinTech disruption concept is based on a mathematical of behaviour concept, which is backed by data, analysis and technology. This course goes into detail into some of these processes, so give an understanding as to what is the business model, skill, and future of FinTech in the financial services industry. It will also cover the recent progresses on FinTech development and applications. Although the topics may vary in order to keep pace with the FinTech development, they mainly involve case studies, practical challenges, trends, and opportunities in a FinTech career.

MH6802
FinTech Ecosystem and Innovations

1.5 AU

This course discusses the existing and future landscapes of FinTech in Singapore, from incumbent financial firms to FinTech startups. Both traditional and new players are working with policy-makers to define the ecosystem, to encourage innovation, adoption while maintaining regulatory oversight.

MH6803
Python Programming

1.5 AU

Python is an easy to learn higher level scripting language that can be used across many different platforms. As such, it is a common choice to code for FinTech products. This course will train the student for programming in python, with particular focus in FinTech applications.
MH6804
Python for Data Analysis

1.5 AU

This course builds upon the Python basics, covered in MH6803 Python Programming, to understand a more comprehensive use of Python with its famous libraries, such as Numpy, Pandas, Matplotlib, Seaborn, and Scikit-learn. This course will train the students for Python programming skills for data analysis.
MH6805
Machine Learning in Finance

3 AU

This course covers essential machine learning techniques in finance. The emphasis is placed on the financial applications and how can they transform the finance industry. This course will cover supervised learning, unsupervised learning, and deep learning. This course will also train the students’ soft skills through the group project on realistic data analysis problem.

MH6806
Principles of Finance and Risk Management

1.5 AU

This course provides an introduction to the basic principles and theory of finance, terminology and commonly used tools. The course will specifically discuss the financial system, financial statements and financial statement analysis, time value of money, basic valuation of bonds and stocks, capital budgeting processes and techniques, and risk analysis

 

Prescribed Electives Course for Intelligent Process Automation Specialisation

 

MH6301
Information Retrieval and Analysis

3 AU

Information retrieval and analysis provide students with hands on experience to deal with, manage, and organize large amount semi-structured and unstructured information.
MH6812
Advanced Natural Language Processing with Deep Learning

3 AU

In this course, students will learn state-of-the-art deep learning methods for Natural language processing (NLP). Through lectures, practical assignments and projects, students will learn the necessary tricks for making their deep learning models work on practical problems. They will learn to implement, and possibly to invent their own deep learning models using available deep learning libraries.

MH6813
Blockchain Systems I: Concepts and Principles

1.5 AU

This is an introductory course that attempts to answer the following questions: What is blockchain? What does blockchain aim to achieve? What are the useful properties of blockchains? What are the building blocks of blockchain? What are the design principles underlying the building blocks of blockchain? What are the use cases for blockchains? What is cryptoasset and cryptocurrency? How to evaluate cryptoasset/cryptocurrency? What is Bitcoin? What is the relationship between Bitcoin and blockchain?

MH6814
Blockchain Systems II: Development and Engineering

1.5 AU

This course builds upon the basic blockchain knowledge discussed in the introductory course to understand the most popular blockchain networks: Ethereum. It covers the mechanics of Ethereum and how it aims to become a global computer through its artifact smart contracts. We will learn one of the languages for smart contract: Solidity and use this to code smart contracts. With these tools, we explore the processes and principles of building decentralized apps on the Ethereum platform.

MH6815
Algorithmic Trading and Robo-Advisors

1.5 AU

This course covers the quantitative methods to construct computer-based algorithms for automatic trading and asset management. A number of notable algorithmic trading strategies are discussed. This course also emphasizes the rationale behind the winning strategies, backtesting, automated execution and how to build robots for trading and asset management with specific goals. Moreover, the course provides a hands-on experience of implementing the financial solutions with real market data.

MH6816
Introduction to Cybersecurity

1.5 AU

This course explores cryptographic primitives, and how these are used in building secure protocols. These include symmetric key cryptography public key encryption, message integrity, authentication, secure email, secure transport (SSL), IP sec, firewall and privacy-preserving techniques such as fully homomorphic encryption and secure multiparty computation

 

Prescribed Elective Courses for Digital Services Specialisation

 

MH6331
Financial and Risk Analytics I

1.5 AU

Techniques for measuring and managing the risk of trading and investment positions for positions in equities, credit, interest rates, foreign exchange, commodities, vanilla options, and exotic options; risk sensitivity reports, design of static and dynamic hedges, measure value-at-risk and stress tests; Monte Carlo simulations determining hedge effectiveness; case studies.
MH6332
Financial and Risk Analytics II

1.5 AU

Techniques for measuring and managing the risk of trading and investment positions for positions in equities, credit, interest rates, foreign exchange, commodities, vanilla options, and exotic options; risk sensitivity reports, design of static and dynamic hedges, measure value-at-risk and stress tests; Monte Carlo simulations determining hedge effectiveness; case studies.
MH6821
Anti-Financial Crime and Compliance

1.5 AU

Financial Crime Compliance and Regulatory Compliance are probably at the top of nearly every financial institution’s risk review process and have become the key strategic imperatives for all board members. This course provides a robust training in Know your customer (KYC) and Customer Due Diligence (CDD) processes by drawing on cutting-edge experience of what world’s leading financial institutions are doing, have done, and must still do. In addition, this course covers the incorporation of the new technologies into the KYC and CDD processes.
MH6822
Regulatory Technology

1.5 AU

Regulations are essential to ensure good governance in the finance industry. FinTech aiming to replace existing financial services will be subject to the same regulations. RegTech, short for regulatory technology, aims to simplify the compliance process, providing large savings in face of rising compliance costs. This course introduces the myriad of financial regulations, both for traditional financial services as well as new regulations introduced to cover novel FinTech services. The potential of RegTech for cost reduction will also be discussed.
MH6823
Financial Inclusion and Decentralized Finance

1.5 AU

This course will deep dive into the problem of financial inclusion and use of Tech as a Force of good. You will learn about how financial markets develop and how legacy systems operate but how they totally exclude the last mile. We will help you to build a solid understanding regulation, infrastructure, technology and various tools used to enhance financial inclusion especially amidst Covid-19. Explore what are the challenges towards inclusive growth and how developing markets mitigate them using Blockchain. By taking this course you will be able implement FinTech tools in your firm, propose risk averse policies and create strategies for financial development/inclusion.
MH6824
Fundamentals of FinTech Entrepreneurship

1.5 AU

This course illustrates the essential knowledge and concepts of entrepreneurship and entrepreneurial process. A deliberate emphasis on the FinTech industry context and relevant business features is ensured. Students get to appreciate and evaluate different types of entrepreneurial opportunities, challenges, risks, and uncertainty. They learn not only what is entrepreneurial mindset, but more importantly, how to develop such a mindset and attitudes to seize entrepreneurial opportunities. Moreover, they start to see that entrepreneurial opportunities are not merely found, but more than often, they should and could be shaped and created. With this acquired knowledge, the participants are motivated to learn the essential skills of business model analysis and innovation, customer development, entrepreneurial leadership, and lean startup. Practical FinTech case study and real project analysis form integrate parts of the whole teaching and learning process to ensure the relevance of the knowledge and skills in this FinTech subject domain.
MH6826
Investment and Portfolio Management

1.5 AU

Advancements of Big Data, artificial intelligence, and machine learning to evaluate investment opportunities, optimise portfolios, and mitigate risks are affecting not only quantitative asset managers but also fundamental asset managers who make use of these tools and technologies to engage in hybrid forms of investment decision making. This course provides students with a critical understanding of techniques used for investments and portfolio management. Students will be able to implement trading strategies and portfolio construction methods in a wide range of assets.
MH6827
Financial Data Management and Business Intelligence

1.5 AU

This course aims to get students familiar with concepts, technologies, and best practices for data management and business intelligence widely used in financial industry. It provides comprehensive coverage of technical topics including relational data model, SQL data language, dimensional data model, and related tools. Students will also learn why business intelligence is critical for modern financial business, how to manage data using relational database, and hands-on experience of creating dashboard for business intelligence initiatives.

 

Unrestricted Elective Courses

 

MH6825
FinTech Entrepreneurial Practice

1.5 AU

This course adopts a problem-based learning approach whereby the participants need to address an entrepreneurship challenge involving real-life FinTech operation, ideation, or startup. Although there is no prerequisite, it is preferred that the participants have taken the “Fundamentals of FinTech Entrepreneurship” module prior to this course.

In this course, the participants form teams of different expertise to collaborate, adapt, learn, and contribute actively while making progress along the way. Each member is expected to apply the entrepreneurial knowledge and skills to make sense of the identified or assigned FinTech business challenge and develop a viable solution, which needs to be translated into a minimum viable product (MVP) or prototype developed by each team. The participants are highly motivated and facilitated to develop relevant core soft skills (collaboration, problem-solving, decision-making, networking, negotiation, and presentation) with key stakeholders including clients, users, partners, advisors, and inventors in the FinTech ecosystem.

The level of entrepreneurial mindset, skills, and attitudes will be reflected and demonstrated through the actions taken by participants and by their final presentation of the MVPs or solution prototypes.

MH6831
Quantitative Methods in Finance

1.5 AU

This course covers basic and essential quantitative methods in finance. A number of mathematical and statistical techniques are introduced. This course emphasizes the applications of the quantitative methods in two important areas in finance: asset management and derivative pricing.

MH6832
Reinforcement Learning for Finance

1.5 AU

This MSc course aims to introduce the theory of reinforcement learning and its applications in finance. This course will not only provide students with a comprehensive understanding of various dynamic programming (DP) and reinforcement learning (RL) algorithms, but also delve deeply into important financial trading problems. This course blends mathematics, algorithms, theory, and practice to give students a thorough understanding of this promising field.

This course is geared towards a wide-ranging audience of students from diverse academic backgrounds, including mathematics, computer science, engineering, physics, and economics, who are keenly interested in implementing reinforcement learning techniques in the field of finance. This course offers a new way to make smarter and more efficient decisions using algorithms that handle uncertainty and complexity. It also helps you understand how to tackle financial problems with DP/RL algorithms. Proficiency in these techniques is of utmost importance for finance industry professionals, particularly in the era of artificial intelligence.

MH6838
Practicum

3 AU

Professional consulting project mentored by experienced instructors to solve problems that are of great importance to the sponsoring companies. The internship companies our students once involved with include GIC, Julius Baer, Lumiq, DBS, OCBC, Macquarie Bank, CIMB, Grab, etc.