Specialization in Computational and Computer Mathematics should be of particular interest to those who wish to combine the beautiful and still developing theory of computation realized on computers (classical and quantum) and its applications to solving specific problems arising in various areas of our lives. During lectures, exercises and numerous laboratories, members of the Team share with students their knowledge in the field of:
- advanced numerical and computational methods for selected problems of mathematical analysis, linear algebra and ordinary and stochastic differential equations,
- theory of algorithms and their complexity, - machine learning and artificial intelligence (from classical issues to deep learning and neural networks)
- programming in Java and Python
- quantum computing and algorithms
- Monte Carlo methods and simulations.
During the classes special emphasis is placed on demonstrating practical applications of the learned algorithms. For example during the classes "Numerical methods for stochastic differential equations" and "Option pricing in the Hull-White model" using the popular programming language Python we teach implementation of Monte Carlo methods for option pricing, whereas during the classes "Numerical methods for ordinary differential equations" within the framework of semester projects students solve non-trivial initial problems modeling real phenomena (e.g. development of epidemics, water flows in connected lakes, population growth, etc.). The subject "Fundamentals of Machine Learning" also has a practical character, where basic methods of machine learning are introduced, and within the framework of a semester project students prepare projects on machine learning and neural networks based on real data. On occasion, we teach the basics of parallel programming. Some of the classes are also conducted in cooperation with external entities, e.g. the seminar "Applied Java" is conducted jointly with representatives of HSBC.