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Keener
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Joined: September 16th, 2004, 7:03 pm

PhD programs

December 9th, 2007, 8:34 pm

Hi all,I am looking into applying for a phd program starting in the fall of 2008. Two areas of research I am interested in is:1) Statistical Analysis of Accounting data (i.e. stat-arb research using accounting numbers instead of asset prices) 2) Neural networks / AI with applications in financeCan anyone suggest any good schools for either of these topics? Most of the schools I have looked at come across as either too mathematical or too qualitative - can't seem to find one that is strong in both statistics and accounting.Any suggestions are much appreciated.Cheers,keener
 
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msperlin
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Joined: July 10th, 2006, 6:21 pm

PhD programs

December 9th, 2007, 10:29 pm

QuoteOriginally posted by: KeenerHi all,I am looking into applying for a phd program starting in the fall of 2008. Two areas of research I am interested in is:1) Statistical Analysis of Accounting data (i.e. stat-arb research using accounting numbers instead of asset prices) 2) Neural networks / AI with applications in financeCan anyone suggest any good schools for either of these topics? Most of the schools I have looked at come across as either too mathematical or too qualitative - can't seem to find one that is strong in both statistics and accounting.Any suggestions are much appreciated.Cheers,keenerI don't think that there are "best Schools". You have to understand that a Phd program is basically you, your computer and, maybe, if you're lucky, your supervisor.Part of the deal is you figuring out things on your own.Heres a list for you to look into:http://www.global-derivatives.com/index ... view&id=54 I think you should be looking at potential supervisors, not school names..
Last edited by msperlin on December 8th, 2007, 11:00 pm, edited 1 time in total.
 
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DominicConnor
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Joined: July 14th, 2002, 3:00 am

PhD programs

December 10th, 2007, 9:29 pm

Keener, your dilemma is so common that Guide 2.0 has a section on it.
 
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benczur
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Joined: December 2nd, 2005, 2:03 am

PhD programs

December 19th, 2007, 3:52 pm

QuoteI don't think that there are "best Schools". You have to understand that a Phd program is basically you, your computer and, maybe, if you're lucky, your supervisor.Part of the deal is you figuring out things on your own.[...]I think you should be looking at potential supervisors, not school names..While this is basically true, the opportunity to exchange ideas with colleagues and peer pressure at a good school can be invaluable. At a worse school you could be really alone. Especially if your supervisor is the type you see three times in your Ph.D -- when agreeng to supervise you, at your prelims and defense.I might also add that some schools with less name recognition can still have outstanding departments in, say, applied statistics.Also, make sure you talk to your potential supervisor about mutual interests before accepting an offer. You don't want to go to a school for a specific person, only to find out that she is no longer supervising Ph.D's or just moved on to greener pastures. You can go to a school with a good quantitative program, and put on your committee someone from their accounting/finance department to make up for the lack of business coverage.
 
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Keener
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PhD programs

December 25th, 2007, 6:22 pm

Thanks for the responses,Benczur - do you know anywhere I can get a list of good "applied statistics schools"??Cheers
 
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meteor
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PhD programs

December 25th, 2007, 8:52 pm

maybe you could look a business school which offer a PhD program and have a quantitative focus. Two examples of that:Uchicago gsb (they have an econometric program)Wharton (they have a statistics program)
 
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pgeek
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PhD programs

December 25th, 2007, 9:41 pm

QuoteOriginally posted by: meteormaybe you could look a business school which offer a PhD program and have a quantitative focus. Two examples of that:Uchicago gsb (they have an econometric program)Wharton (they have a statistics program)Just a caveat, Bschool PhD programs are extremely selective (and there is intense competition too), they take like 3-5 students each year for say Uchic finance PhD / econometrics at wharton. Economics and statistics depts are easier to get into. But Bschool PhD has huge upsides as a faculty position is almost gaurenteed, given u do good work (u can of course become a quant.)