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Stochastic processes and scientific computing (MACS)

This program is dedicated to applied mathematics, more precisely in the domain of stochastic modeling and scientific computing. Possible applications are in financial mathematics, data sciences, signal and image processing and modeling. In these fields, it is important to build upon sound mathematical foundations for a better understanding of the methodology used. The best masters programs in applied mathematics (Paris Saclay, Paris 6 and Paris 7) are possible options in the 3rd year. Such  a profile is particularly sought after in technology companies or in the finance industry. It also opens the way to opportunities for doctoral studies, in the form of a PhD either in a purely academic environment or in the framework of an industrial partnership.

2nd year courses

MACS 2nd year program
(192 hours)
Fall semester

Spring semester

Period 1 Period 2 Period 3 Period 4
Time slot A MACS201 Complements in Hilbert spaces and Probability MACS203 Martingales and Asymptotic Statistics MACS205 Numerical methods for integration, Differential equation and numerical methods MACS207 Option ALEA : calcul stochastique
MACS208 Option analyse : distributions/EDP

3rd year options

The MACS study track includes a large number of options in the third year that can be selected by the students:

1)    they can apply for several Master of Science (M2) programs

  1. at the Paris-Saclay campus (UPSA) (see Mathematics and applications  School)

    1. Data Sciences (mathématique de la science des données)
    2. Mathématiques financières – Site Palaiseau (Polytechnique)  
    3. Mathématiques de l'aléatoire
    4. MVA Mathématiques, Vision, Apprentissage 

  2. at other universities in Paris

    1.  MOA Statistique et modèles aléatoires en finance (Paris-Diderot) (see Paris-Diderot-M2-Finances  )
    2.  PROBA Probabilités et Finance (Paris-Jussieu) (see UPMC-Probabilites et finances  )

2)    One option is located on the school premises

3)    Similar programs are possible abroad