Mathematical Modeling

PRESENTATION

Our Doctorate in Mathematical Modeling enables cutting-edge academic education aligned with the needs of modern society, in all mathematics applications used to solve concrete problems. It also turns out professionals with specific skills in different areas of mathematics and their applications in scientific research. This is one of the program’s distinctive features.

AREAS OF FOCUS
•    Quantitative Finance
•    Information Modeling and Analysis
•    Analysis of Complex Systems

OBJECTIVE
The course is designed to allow students to develop their ability to analyze situations and support decision making in situations involving the intensive use of data and information. Another goal is to turn out excellent researchers in this area.

TARGET AUDIENCE
People with a master’s degree in mathematics, statistics, applied mathematics, computing, engineering physics, economics and related areas, who want to work with academic, scientific and technological research at public or private sector institutions, supporting the decision-making process in any sphere.

RESEARCH AREAS
•    Finance and Risk
•    Epidemiology
•    Statistics
•    Data Science
•    Stochastic Models
•    Control and Optimization

GENERAL INFORMATION
•    The subjects are taught from Monday to Friday, from 2:20 pm to 6 pm.
•    The Research Seminars take place on Thursdays, from 4 pm to 6 pm.
•    The Doctorate in Mathematic Modeling lasts four years.

SELECTION PROCESS 2021

SELECTION PROCESS STAGES

Access the selection public notice (only portuguese)

APPLICATIONS
On the application form, in addition to personal details and information about their educational background, applicants must submit a letter describing their reasons for applying for the program and how they intend to apply the knowledge acquired. (We suggest you prepare a text in advance and then paste it into the respective space on the form.)
Applications must be formalized by uploading the documentation below on the selection process application page on the school’s website:
a.    Photo ID;
b.    Passport (foreign candidates);
c.    Lattes/CNPq resume (http://lattes.cnpq.br). Attach copies of your most relevant work, when applicable (optional) or your standard resume;
d.    Form to request use of a name other than your legal name;
e.    Medical report (for candidates with disabilities);
f.    Undergraduate degree diploma. In the case of a degree awarded outside Brazil, the document must be certified by a Brazilian embassy or consulate in the country where it was issued or certified in accordance with the Hague Convention, and presented together with a certified translation;
g.    Master’s degree diploma (if you have a master’s). In the case of a degree awarded outside Brazil, the document must be certified by a Brazilian embassy or consulate in the country where it was issued or certified in accordance with the Hague Convention, and presented together with a certified translation;
h.    In order to apply for the selection process, candidates who are close to completing their undergraduate degree may present a declaration predicting when they will obtain their diploma (issued less than 60 days before). To matriculate, candidates must present their diploma or declaration specifying their graduation date;
i.    Ranking and score in one of the following exams (optional), up to two years ago: POSCOMP, GRE, ANPAD or ANPEC.
j.    Certificate of English language proficiency based on one of the following tests (optional): IELTS, TOEFL, Cambridge ESOL: FCE, CAE or CPE.

GUIDANCE: 
a.    The documents must be scanned, saved in PDF format and attached to the Application Form.
b.    Photos of documents will not be accepted.
c.    The maximum permitted size of each uploaded document is 1.5 MB.
d.    Double-sided documents or documents containing more than one page must be scanned and turned into a single file (e.g. photo ID, passport, diploma, etc.)
e.    Candidates should consult the status of the documentation they submit at www.fgv.br/processoseletivo/dmm, in the Overview menu, via the Track Your Application link. The documents will be verified within 3 (three) working days after you confirm you have paid the application fee.

SELECTION CRITERIA
Candidates for the Doctorate in Mathematical Modeling will be selected by a Selection Commission made up of the program’s professors, in line with the criteria below. All the stages are eliminatory.
1st stage – Analysis of documents and research proposal; 
2nd stage – Interview. 
A single score from 0 (zero) to 10 (ten) points will be given for each component item in the selection stages.
1st stage: Analysis of documents and research proposal (see the documents listed in the public notice)
2nd stage: Interview
a.    The selection interview will take place in the period indicated on the timeline; 
b.    Candidates who live in other states may have the interview via Skype;
c.    The interview will be scheduled by the course coordinators via email or phone.

Interview guidelines
a.    Candidates should arrive at the interview location at least 30 (thirty) minutes in advance and be ready to present their original photo ID or passport.
b.    Candidates who do not show up to the interview in accordance with the scheduled date, time and location will be automatically eliminated from the selection process.
c.    Under no circumstances will interviews be rescheduled as a result of noncompliance with any items in the public notice.
d.    FGV is not responsible for looking after any objects and it will not be responsible for any loss of ID documents and other objects during interviews or any damage caused to them.
e.    When entering the interview location, candidates must turn off and put away their phone and any other electronic equipment, as well as other objects, or they will be eliminated from the selection process.
f.    People wearing shorts, flip flops, tank tops, miniskirts or crop tops will not be allowed to enter FGV sites.

CRITERIA FOR APPROVING CANDIDATES
The criteria will be judged by the selection commission, which will evaluate the candidates’ ability to analyze scenarios and support decision making in situations of intensive data use, in addition to significant contributions to research in this area. The final average score will be calculated in accordance with the public notice and 7.0 (seven) will be the minimum average score for approval.
In the case of a tie, the ranking will be defined in line with the following criteria:
a.    Highest document analysis score;
b.    Highest research proposal score;
c.    Highest interview score;
d.    If there is still a tie, the oldest student will be ranked first.

The successful candidates will be listed in descending order, and the selection commission may decide to have a waiting list, in case any selected applicants drop out or are disqualified.
The list of successful candidates and those on the waiting list will be published, in accordance with the public notice, on the School of Applied Mathematics’ website (https://emap.fgv.br), after all the stages have been completed. Only candidates who have passed all stages of the selection process may matriculate.

FINAL RESULTS
The final results of the selection process for the Doctorate in Mathematical Modeling will be announced on January 29, 2021, in the form of an alphabetical list of successful candidates. These successful candidates will be contacted by the School of Applied Mathematics (FGV EMAp) by phone and/or email and they must then confirm their intention to matriculate with the Academic Records Office no later than the deadline stated in this document.

CONFIRMATION OF MATRICULATION
To matriculate, candidates must access the Selection Process website (www.fgv.br/processoseletivo), click on Results and then Pre-matriculation, and schedule an appointment with the Academic Records Office on the day and time of their choice.
a.    The period for scheduling matriculation is shown on the timeline;
b.    Matriculation will be scheduled in advance, in accordance with candidates’ demand and the availability of dates and times;
c.    Only candidates with an appointment will be seen;
d.    Candidates who miss their appointment or fail to present the documentation needed for matriculation, as stated in the public notice, will have to wait for another time slot to become available, when a subsequent candidate fails to show up.

Matriculation will be formalized through the delivery of the following documentation to the Academic Records Office:
Brazilian candidates 
2 (two) recent 3x4 photos.
a.    Official photo ID (a passport will not be accepted).
b.    Taxpayer ID (CPF).
c.    Birth certificate or marriage certificate, depending on marital status. 
d.    Form requesting use of name other than your legal name.
e.    Medical report (in the case of people with disabilities).  
f.    Undergraduate degree diploma. In the case of a degree awarded outside Brazil, the document must be certified by a Brazilian embassy or consulate in the country where it was issued or certified in accordance with the Hague Convention, and presented together with a certified translation.
g.    Master’s degree diploma (if you have a master’s). In the case of a degree awarded outside Brazil, the document must be certified by a Brazilian embassy or consulate in the country where it was issued or certified in accordance with the Hague Convention, and presented together with a certified translation.

Foreign candidates
a.    2 (two) recent 3x4 photos.
b.    Passport.
c.    Temporary student’s visa.
d.    Taxpayer ID (CPF).
e.    National Migration Card (RNM).
f.    Birth certificate or marriage certificate, depending on marital status.
g.    Form requesting use of name other than your legal name.
h.    Medical report (in the case of people with disabilities).
i.    Undergraduate degree diploma. In the case of a degree awarded outside Brazil, the document must be certified by a Brazilian embassy or consulate in the country where it was issued or certified in accordance with the Hague Convention, and presented together with a certified translation.
j.    Master’s degree diploma (if you have a master’s). In the case of a degree awarded outside Brazil, the document must be certified by a Brazilian embassy or consulate in the country where it was issued or certified in accordance with the Hague Convention, and presented together with a certified translation.
k.    Insurance policy providing coverage worth at least €30,000 (thirty thousand euros) or US$42,000 (forty-two thousand American dollars), including a transfer to your country of origin.

GENERAL PROVISIONS 
To cancel their matriculation, candidates must send a request to the Academic Records Office. To issue invoices for organizations to pay, consult the office’s financial coordinator.
 

OPEN DAY – COURSE PRESENTATION LECTURE

During the selection process, the coordinators of the Doctorate in Mathematical Modeling hold an Open Day, which is a free informative session about the course, giving potential applicants the opportunity to learn about the school’s facilities, professors and research programs, as well as obtain more detailed information about the program and find out the experiences of students and alumni.

FACULTY – PERMANENT

Claudio Struchiner
Eduardo Fonseca Mendes
Eduardo Massad
Flávio Codeço Coelho
Hugo de La Cruz Cancino
Jorge Poco
Maria Soledad Aronna
Moacyr Alvim Horta Da Silva
Renato Rocha Souza
Rodrigo dos Santos Targino
Vincent Guigues
Yuri Fahham Saporito

DEAN
César Camacho

GRADUATE PROGRAM COORDINATOR
Hugo A. de la Cruz Cancino
 

SUBJECTS

To obtain the doctorate, you need 42 credits, spread across mandatory and elective subjects. Students must take eight mandatory subjects (totaling 24 credits) and six elective subjects (totaling 18 credits). The six elective subjects need to belong to two different research areas and there must be at least three in each research area. (Note that the same subject may belong to more than one research area.)

MANDATORY SUBJECTS
•    Measurements
•    Integration and Probability
•    Functional Analysis: Fundamentals
•    Complex Networks
•    Partial Differential Equations and Applications
•    Mathematical Statistics
•    Stochastic Calculus
•    Computational Statistics
•    Optimization
•    Foundations of Machine Learning 
•    Applied Dynamic Systems
•    Neural Networks
•    Deep Learning, Numerical Analysis and Simulations
•    Production of Dissertation
•    Scientific Method
•    Research Seminars

ELECTIVE SUBJECTS 
•    Functional Analysis: Linear Operators
•    Control Theory
•    Sobolev Spaces and Partial Differential Equations
•    Visualization
•    Simulations and Integration of Stochastic Differential Equations
•    Quantitative Finance
•    Non-Life Insurance
•    Bayesian Statistics
•    Models of Volatility
•    Fixed-Income Investing and Risk
•    Stochastic Differential Equations
•    Game Theory
•    Portfolio Theory
•    Statistical Forecasting Models
•    Computational Models in Population Biology
•    Stochastic Population Models in Biology 
•    High-Performance Computing with Python 
•    Introduction to Quantum Mechanics
•    Theoretical Ecology
•    Mathematical Demographics
•    Mathematical Models of Communicable Diseases
•    High-Dimensional Statistics
•    Advanced Mathematical Statistics 
•    Malliavin Calculus and Applications 
•    NPL and Understanding 
•    Stochastic Optimization

CONTACT

Tel: +55 21 3799 5917
Email: emap@fgv.br
Address: Praia de Botafogo, 190 – 5º floor – Botafogo, Rio de Janeiro
https://emap.fgv.br/

More information

+55 21 3799 5917 emap@fgv.br