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Old October 22nd, 2009, 03:19 AM
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Default Self study over summer (First year)

Hi everyone,

I'm a first year student studying computer and mathematical sciences with an intention of doing post graduate research into cybernetics or computational mathematics/finance.

Since I was unable to secure an internship I'd like to use this summer to increase my knowledge in mathematics however I'm not sure on what level I should do so (I don't want to run into stochastic calculus without knowing fundamentals.) There is also the fact that I need to learn C++ as I hear it is much more useful than java and matlab (in terms of computational finance anyway.)

So essentially what I am asking is could someone recommend any topics/books I can look at over summer? So far I've covered (at a first year level):
  • Calculus
  • Linear Algebra
  • Probability and Statistics
  • Discrete Mathematics
Thanks in advance

EDIT: Has anyone got any ideas for any research/projects I could do regarding computational mathematics? I'd really like to develop my mathematics as a hobby as opposed to as an occupation as well as gain a background in some computational physics/mathematics style areas (Monte Carlo, Signal Processing, Computational Finance, Artificial Intelligence, Machine Learning...)
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Old November 2nd, 2009, 08:32 PM
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sorry I can't really help. But I am doing the same course at the same uni as you just found that quite ironic :P
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Old November 3rd, 2009, 09:38 AM
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You have a great head start! Impressive course list that you've already completed.

I think you should hold off on self-studying math classes. Since your problems will be proofs and highly conceptual, having the feedback of a professor is an invaluable tool. You could try Number Theory or something I suppose and post problems here when you're stuck, but I still say wait.

You should learn a programming language like you said. They are quick to pick up usually and if you experiment plus practice you can learn a ton of your own. There are also most likely course all programming majors have to take at your university that could be helpful. Just find out what book they use and try to find it for cheap.

Not that helpful, sorry, but good luck!
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