Computational methods in financial statistics
This project is mainly going to be focused on learning how to use the HPC cluster and how to incorporate it into my current research projects and as a stepping stone for upcoming projects. In my research I mainly focus on parameter estimation methods of financial models. Many of these methods can be run in a parallel fashion, and I believe that using a compute cluster could not only speed up my computations, but also let me increase the size of the problem. I would also like to get into doing research in machine learning applied on the field of financial statistics. This would also benefit greatly by using a compute cluster.