Mathematical Modeling

PRESENTATION

The PhD in Mathematical Modeling provides cutting-edge academic training, in line with the needs of modern society, in all applications of mathematics for solving concrete problems. It also trains professionals with specific skills in the various areas of mathematics and their applications – the field of scientific research that represents the distinctive feature of the program.

AREAS OF CONCENTRATION
•    Quantitative Finance
•    Information Modeling and Analysis
•    Complex Systems Analysis

PURPOSE
To enable PhD students to develop the ability to analyze scenarios and support decision making in data and information intensive situations, as well as training excellent researchers in the field.

TARGET AUDIENCE
Masters in mathematics, statistics, applied mathematics, computing, engineering, physics, economics and related fields, who wish to work with scientific and technological research in public or private institutions, supporting decision-making processes in all spheres.

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

GENERAL DATA
•    The subjects are taught Monday through Friday, from 2:20 p.m. to 6 p.m.
•    Research Seminars are held on Thursdays, from 4 p.m. to 6 p.m.
•    The PhD in Mathematical Modeling has a duration of 4 years.

SELECTION 2020

SELECTION PROCESS

STAGE DATE
Registrations** 12/08 to 29/11/19
Registration with discount 12/08 to 13/09/19
Registration formalization (document upload) 12/08 to 29/11/19
Post-Graduation Open Day 31/10/2019
Submission of medical records for applicants with disabilities 12/08 to 08/11/19
Social Name Application Form 12/08 to 01/11/19
Documentary analysis result 13/12/2019
Interview period 06 to 17/01/20
Publication of the Final Results 24/01/2020
Document upload and pre-enrollment scheduling 27/01 to 07/02/20
Enrollment  10/01 to 04/03/20 
Enrollment Cancellation Period  Until 09/03/20
Start of Classes – Face-to-face  16/03/2020

**Erratum - Click here to access

Click here to access the PUBLIC NOTICE.

SELECTION PROCESS STEPS

REGISTRATIONS
In the application form, in addition to personal data and information about your background, applicants must submit a letter describing their reasons for applying for the program and how they intend to apply the knowledge acquired (it is suggested to prepare the text in advance and paste it in the appropriate form field).
Registration will be formalized by uploading the following documentation on the Selection Process registration page, available on the School’s website:
a)    Identity Document;
b)    Passport (foreign applicants);
c)    Lattes/CNPq Curriculum (http://lattes.cnpq.br), attaching copies of the most relevant works, where available (optional) or Curriculum Vitae;
d)    Social Name Application Form;
e)    Medical Report (Persons with Disabilities);
f)    Graduate Diploma. In case of a course taken abroad, the document must be consularized by Brazil’s representation (Embassies/Consulates) in the country of origin of the Diploma or apostilled, according to the Hague Convention, and presented with its sworn translation;
g)    Master’s Degree (Master’s degree holders). In case of a course taken abroad, the document must be consularized by Brazil’s representation (Embassies/Consulates) in the country of origin of the Diploma or apostilled, according to the Hague Convention, and presented with its sworn translation;
h)    Applicants in the final phase of an Undergraduate course may submit, for registration to the Selection Process, a statement with the estimated date of completion of the course (issued less than 60 days). For the registration to take place, it will be mandatory to present the Diploma or Statement containing the graduation date;
i)    Rating and grade in one of the following exams (optional), valid for 2 years: POSCOMP, GRE, ANPAD, ANPEC.
j)    Certificate of proficiency in English in one of the following tests (optional): IELTS, TOEFL, Cambridge ESOL: FCE, CAE, or CPE.

Guidelines:
•    The documents must be scanned, generated in PDF format and attached to the Registration Form;
•    Photos of documents will not be accepted.
•    The maximum upload size allowed for each document is 1.5 MB.
•    Documents that are double-sided or longer than one (1) page must be scanned in a single file (e.g. ID, passport, diploma, etc.);
•    Applicants should consult the status of the documentation attached through the website www.fgv.br/processoseletivo/dmm, on the “Visão Geral” menu, “Acompanhe sua Inscrição” link. The documents will be verified within three (3) business days after confirmation of payment of the registration fee.

SELECTION CRITERIA
Applicants for the PhD in Mathematical Modeling will be selected by a Selection Committee composed of Program Professors, according to the criteria specified below, all stages being eliminatory:
a.    Documentary analysis;
b.    Interview;
c.    Research Proposal.
A single grade, from zero (0) to ten (10) points, will be given to each component item of the selection stages.
Stage 1: Documentary analysis;
a.    Curriculum Vitae or Lattes Analysis;
b.    Research proposal.
Stage 2: Interview
a.    The selection interview will take place within the period established in the Timetable;
b.    Applicants residing in other states will be able to carry out the interview via Skype.
c.    The interviews will be scheduled by email or telephone contact by the Course Coordination.
Guidelines for the interview
a.    The applicant must arrive at the interview location at least thirty (30) minutes in advance, carrying an original photo ID or passport;
b.    Any applicant who fails to attend the interview at the specified dates, times and locations will be automatically excluded from the Selection Process;
c.    Under no circumstances will there be rescheduling of the interview due to failure to comply with any item of the public notice;
d.    FGV will not be held responsible for the safekeeping of objects and will not be responsible for any identification documents and other objects that are lost or misplaced during the interview, nor for any damages caused to them;
e.    Upon entering the venue of the interview, the applicant must disconnect and store any smartphones and electronic devices, as well as other objects, under penalty of elimination in the selection process;
f.    Persons wearing shorts, sandals, tank tops, miniskirts, or crop tops will not be allowed access to FGV’s premises.

CRITERIA FOR APPROVAL OF APPLICANTS
The criteria will be judged by the selection committee, which will assess the applicants’ ability to analyze scenarios and support decision making in data-intensive situations, as well as any significant contributions to research in the area. The mean final grade will be composed of the arithmetic mean grade achieved by analyzing the selection criteria, with seven (7.0) being the minimum mean grade for approval.
In case of a tie, the classification will be defined based on the following criteria:
a.    Higher grade in the documentary analysis;
b.    Higher grade in the research proposal;
c.    Higher grade in the interview;
d.    If the tie persists, the age criterion will be used, and the older student will be selected.
Successful applicants will be listed in descending order, with the possibility of including a waiting list to be determined by the selection committee, which may be used in case of withdrawal or disqualification of selected applicants.
The list of qualified applicants and the list of alternates will be published, according to the public notice, on the website of FGV’s School of Applied Mathematics – EMAP (https://emap.fgv.br). After all stages, only the successful applicant will be able to enroll in all stages of the selection process.

FINAL RESULT
The final result of the selection for the PhD in Mathematical Modeling will be announced on January 24, 2020, through an alphabetical list of those selected in the Selection Process. Successful applicants will be contacted by FGV’s School of Applied Mathematics (EMAp) by telephone and/or email and will be required to confirm their intention to enroll at the Academic Records Office (SRA) within the period set in this document.

ENROLLMENT CONFIRMATION
To make the enrollment effective, the applicant must access the Selection Process website – www.fgv.br/processoseletivo > Resultados > Pré-matrícula – and book an appointment at the Department of Academic Records, according to the date and time of their choice.
a.    The scheduling period is available in the public notice;
b.    Scheduling should be carried out in advance, depending on the demand of applicants and availability of dates and times;
c.    Only duly scheduled applicants will be served;
d.    Applicants who fail to comply with the scheduled time or to present the documentation for enrollment, as established in the public notice, should wait for the availability of service, in the absence of the applicant to be served following the time assigned to them.
The registration will be formalized upon delivery of the following documentation to the Department of Academic Records (SRA):
Brazilian applicants
a.    Two (2) recent 3x4 photos;
b.    Official Identity Document (passports will not be accepted);
c.    CPF;
d.    Birth or Marriage Certificate, according to marital status;
e.    Social Name inclusion form;
f.    Medical Report (Persons with Disabilities);
g.    Graduate Diploma. In case of a course taken abroad, the document must be consularized by Brazil’s representation (Embassies/Consulates) in the country of origin of the Diploma or apostilled, according to the Hague Convention, and presented with its sworn translation;
h.    Master’s Degree (Master’s degree holders). In case of a course taken abroad, the document must be consularized by Brazil’s representation (Embassies/Consulates) in the country of origin of the Diploma or apostilled, according to the Hague Convention, and presented with its sworn translation;
Foreign applicants
a.    Two (2) recent 3x4 photos;
b.    Passport;
c.    Temporary Student Visa;
d.    CPF;
e.    National Migration Registry (RNM);
f.    Birth or Marriage Certificate, according to marital status;
g.    Social Name inclusion form;
h.    Medical Report (Persons with Disabilities);
i.    Graduate Diploma. In case of a course taken abroad, the document must be consularized by Brazil’s representation (Embassies/Consulates) in the country of origin of the Diploma or apostilled, according to the Hague Convention, and presented with its sworn translation;
j.    Master’s Degree (Master’s degree holders). In case of a course taken abroad, the document must be consularized by Brazil’s representation (Embassies/Consulates) in the country of origin of the Diploma or apostilled, according to the Hague Convention, and presented with its sworn translation;
k.    Minimum insurance policy of thirty thousand euro (€30,000) or forty-two thousand U.S. dollars ($42,000), contemplating transfer to the country of origin.

GENERAL PROVISIONS
The cancellation of the registration must be made by the contractor, via request filed at the Department of Academic Records (SRA). For income for Legal Entities, please consult our financial service at the Department of Academic Records (SRA).

OPEN DAY – COURSE PRESENTATION LECTURE

During the selection process, the Coordination of the PhD in Mathematical Modeling will promote the Open Day, an informative session in which applicants interested in the course will have the opportunity to learn more about School facilities, the professors, and the research programs, as well as obtaining more detailed information about the program and exchange experiences with students and alumni.
Free course presentation lecture
Date and time: 31/10/19 at 2:30 p.m. local time: Auditorium 537 – 5º floor  (FGV Main Office – Praia de Botafogo, 190 – Botafogo – RJ)

SIGN UP (only portuguese)
Limited vacancies

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 PhD, the program credit scheme requires 42 credits, distributed in compulsory and elective subjects. The student must take 08 compulsory subjects (totaling 24 credits) and 06 electives (totaling 18 credits). The six electives must belong to two distinct research lines, with at least three (3) in each research line – please note that the same subject may belong to more than one research line.

COMPULSORY
•    Measures
•    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 Dynamical Systems
•    Neural Networks
•    Deep Learning; Numerical Analysis and Simulation
•    Thesis Preparation
•    Scientific Methodology
•    Research Seminars

ELECTIVES
•    Functional Analysis: Linear Operators
•    Control Theory
•    Sobolev Spaces and PDEs
•    Visualization
•    PDE Simulation and Integration
•    Quantitative Finance
•    Non-Life Insurance
•    Bayesian Statistics
•    Volatility Models
•    Fixed Income and Risk
•    Stochastic Differential Equations
•    Game Theory
•    Portfolio Theory
•    Statistical Models for Forecasting
•    Computational Models in Population Biology
•    Stochastic Population Models in Biology
•    High-Performance Computing with Python
•    Introduction to Quantum Mechanics
•    Theoretical Ecology
•    Mathematical Demography
•    Mathematical Models in Infectious 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