Master's & PhD

MSC in Mathematical Modelling

Course duration
2 years

The Academic Master's Course in Mathematical Modeling presents an integrated, coherent and well-defined formative profile, as it is based on the natural confluence of consolidated areas of knowledge. With an unprecedented approach, the Master's course in Mathematical Modeling integrates the body of knowledge of Computer and Information Sciences to Applied Mathematics, with contexts of applications in the social, economic, biological and health sciences.


GOAL

The course enables the master's student to develop the ability to analyze scenarios and support decision making in situations of intensive use of data and information, in addition to having the objective of training excellent researchers in the area.


TARGET AUDIENCE

The course enables the master's student to develop the ability to analyze scenarios and support decision making in situations of intensive use of data and information, in addition to having the objective of training excellent researchers in the area.

About the course

Research lines

This line of research began worldwide with the development of Probability and the formal construction of the Brownian Movement in the early 20th century. This is probably one of the areas of mathematics with the most applications in the real world. From a theoretical point of view, we are interested in the study of Stochastic Differential Equations and the incorporation of path-dependence in several aspects of the theory.

In addition, another aspect of this line is the numerical resolution of differential equations, in particular random (RDEs) and stochastic (EDEs). The theory of EDEs and RDEs are themes, at the crossroads of differential equations and stochastic processes, with a wide variety of applications in the modeling of phenomena and practical situations in which the quantities of interest are subject to random disturbances. Since obtaining solutions to these equations is rarely possible, much attention is paid to the construction and study of approximation methods, with good qualitative properties, for their integration and simulation.

The Optimal Control Theory studies Optimization problems whose state variables are subject to differential equations (ordinary or partial) whose dynamics depend on a control variable, while Stochastic Optimization is focused on the study of optimization problems involving uncertainties modeled by a stochastic process. A stochastic optimization problem is usually formulated using conditional risk measures.

In this line of research, mathematical models and methods are studied with a focus on applications in problems of Finance, Economics and Actuarial Sciences. For applications in Finance and Economics, research projects are usually based on techniques involving Stochastic Calculation and/or Partial Differential Equations, whereas applications in Actuarial Sciences, such as Reserves calculation, tend to use statistical regression models or time series.

Mathematical epidemiology is an applied mathematics subject with more than a century of tradition, which incorporates ideas and methods from different branches of mathematics in the representation and analysis of its objects of study.   
At EMAp, the Mathematical Epidemiology group studies how information on how communicable diseases can be treated from a quantitative point of view, differently from the classic statistical techniques well known in the medical field. In addition, the projects require a basic understanding of biological assumptions and the mathematical models that underlie infection models and the tools available today to extract biological information from these models.

In general, this line of research is divided into theoretical, methodological and applied aspects involving data analysis. In particular, EMAp researchers are interested in the following areas of Statistics: Estimation of time series in high dimension; Modeling of non-linear time series; Non-parametric tests; Monte Carlo simulation for Bayesian inference; Statistical inference for stochastic optimization problems averse to risk or neutral risk (central limit theorems, hypothesis tests, non-asymptotic confidence intervals); Nonparametric hypothesis testing using convex optimization techniques.

The objective of this line of research is the exploration and development of objects and research problems through methods originated from the statistical learning of machines (Machine Learning) and its applications in the analysis of structured and unstructured data. This range of empirical objects encompasses numerical, categorical and textual data, images, graphs, time series, among others. It also includes the development of algorithms, languages and methodologies for manipulating these complex databases, in tasks such as classification, regression, learning, identification of clusters, recommendation systems, optimization, extraction and representation of knowledge, modeling knowledge domains, data mining, text mining, visualization, sentiment analysis, high-dimensional data analysis, cryptography.

FGV Main Office

Praia de Botafogo, 190 Rio de Janeiro - RJ. Zip Code: 22250-900 Phone: +55 21 3799-5917 E-mail: emap@fgv.br

Ombudsman FGV

MSC in Mathematical Modelling

Curriculum

The Master's in Mathematical Modeling program at FGV EMAp has two disciplinary focuses: Applied and Computational Mathematics, and Data Science.

To obtain the Master's degree, the student must accumulate a minimum of 37 credits, distributed as follows: one credit for the approval of the Dissertation; four credits obtained through participation in Research Seminars; and a minimum of 32 credits corresponding to the approval of courses, of which 16 must be classified as core. A 60-hour course is equivalent to four credits.

Admissions

In the application form, candidates must enter their personal and academic data, as detailed in the respective notice.

Registration will be formalized by uploading the documentation below, on the Selection Process registration page, available on the School page. The following documents must also be sent:

  1. ID;
  2. CPF (Brazilian Social Security Number);
  3. Passport (foreign applicants);
  4. Social Name inclusion form and other documents - see annex II;
  5. Medical Report (People with Disabilities) - see item 4.1.
  6. Curriculum Vitae or Lattes (http://lattes.cnpq.br); (Portuguese website, without translation)
  7. School Records for Graduation;
  8. School Records for other Postgraduate courses (optional)
  9. Result with score and classification in National and/or International Exams, such as ANPAD, ANPEC, GRE, and POSCOMP, carried out since 2016 (optional);

Guidelines:

  1. Documents must be scanned, saved in "PDF" format, and attached to the Registration Form;
  2. The maximum size allowed for uploading each document is 1.5MB;
  3. Photos of documents will not be accepted;
  4. Documents that have front and back or more than 1 (one) page, must be scanned in a single file (ID, passport, Diploma etc);
  5. Candidates should check the status of the documentation sent through the website www.fgv.br/processoseletivo/CMMMI, in the Overview menu, in the link Follow-up your Registration. Documents will be verified within 3 (three) business days after confirmation of payment of the registration fee.

SELECTION CRITERIA

The selection process will be overseen by the Graduate Program Coordination. Candidates for the Master's program will be selected by a Selection Committee composed of Program Faculty, based on the following criteria:

  • 1st step - Document and curriculum analysis;
  • 2nd step - Performance in the Summer Course

At the discretion of the Selection Committee, candidates may be recommended for the Summer Course if deemed necessary:

  • Fundamentos de Matemática: Uma Introdução à Análise.

The course will take place between the months of January and February and has a duration of 4 (four) weeks with a total estimated workload of 60 (sixty) hours.

CRITERIA FOR APPROVAL OF CANDIDATES

The selection committee will carry out a global assessment of the candidates, based on the criteria mentioned in item 5 of the respective notice, with 7.0 (seven) being the minimum score for approval.

In case of a tie, the classification will be defined based on the following criteria:

  1. Higher grade in document analysis and curriculum;
  2. Higher grade in leveling subjects, for designated candidates;
  3. If the tie persists, the age criterion will be used, with the oldest student being selected.

FINAL RESULT

The final results, including the list of approved candidates and the waiting list, will be published according to the schedule (Annex I) on FGV EMAp’s website (https://emap.fgv.br) after the completion of the stages described in the notice.

LIST OF APPROVED - MASTER 2023

  • DANILO LEMOS CARDOSO
  • FREDSON SILVA DE SOUZA AGUIAR
  • ISAQUE VIEIRA MACHADO PIM
  • JOÃO VINÍCIUS PRIMAKI PRADO
  • JOSÉ ARTHUR DE SOUZA
  • TOMÁS FERRANTI
  • LUCAS RAFAEL DE ANDRADE
  • BRUNO MORGAN ALMEIDA
  • CAROLINA DE OLIVEIRA TSUDA
  • RICARDO AMARAL MENDES DA CONCEIÇÃO
  • PEDRO GABRIEL MOURA
  • MARCELO DA SILVA ROSEIRA

REGISTRATION CONFIRMATION

To observe the documents and procedures necessary to complete Enrollment, the candidate must follow the detailed guidelines in the aforementioned notice, item 7 – Enrollment.

OPEN DAY - COURSE PRESENTATION LECTURE

The School of Applied Mathematics promotes the Open Day, an information session, where candidates interested in the course have the opportunity to get to know the School's facilities, teachers, research programs, as well as obtain more detailed information about the program and exchange experiences with students and alumni.

The meeting will take place in a hybrid format (in-person and remote options).

GENERAL PROVISIONS

The cancellation of enrollment must be made by the contracting party, via a request filed with the SRA - Secretariat for Academic Records. For billing Legal Entities, consult our financial services at the Academic Records Secretariat - SRA. 


FEES

R$ 33,120.00 in cash, or 3 installments of R$ 11,400.00, or 24 installments of R$ 1,500.00.

SCHOLARSHIPS

The values and rules for obtaining and maintaining scholarships are subject to the rules established by public funding agencies, in this case, CAPES (Coordination for the Improvement of Higher Education Personnel / Academic Excellence Program).

Partnerships with some private institutions have also made it possible, over the past few years, to provide some additional scholarships.

FGV EMAp may grant subsidies of up to 100% (one hundred percent) of the monthly fee, subject to the availability of resources, according to the classification in the Selection Process. Master's scholarships are renewed on a quarterly basis, based on student progress, performance, and full dedication to the Program.

ADDITIONAL INFORMATION

FGV HEADQUARTERS

Praia de Botafogo, 190 - CEP 22250-900, Rio de Janeiro, RJ

COURSE COORDINATION

Praia de Botafogo, 190, 5th floor - CEP 22250-900, Rio de Janeiro, RJ

Phone: (21) 3799-5917

e-mail: emap@fgv.br

Office Hours: Monday to Friday, from 8 am to 5 pm

SECRETARY OF ACADEMIC RECORDS - SRA

A / C: Selection Process for the Masters in Mathematical Modeling

Praia de Botafogo, 190 / office 314 - 3rd floor

Zip code 22250-900, Rio de Janeiro, RJ

Phone: (21) 3799-5757

e-mail: srarj@fgv.br

Office Hours: 9 am to 6 pm

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