Dr. Justin Sirignano

Professor

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Biography

Justin Sirignano is a professor in the Mathematical Institute at the University of Oxford, specializing in mathematical and computational finance. His research group focuses on developing mathematical deep learning models for financial data and optimizing scientific machine learning methods. Sirignano has previously held positions at the University of Illinois at Urbana-Champaign and has earned his PhD from Stanford University, along with a Bachelor's degree from Princeton University. He has received funding from the UK's Engineering and Physical Sciences Research Council and the US Department of Energy for his research, particularly in mathematical finance, including deep learning models for financial datasets and high-frequency trading data. His recent work includes the development of mathematical models to analyze complex financial systems and the application of machine learning techniques to solve partial and stochastic differential equations. Justin has authored several publications and has been recognized for his teaching excellence in subjects such as Deep Learning and Machine Learning. He currently serves as the course director for the MSc program in Mathematical & Computational Finance at Oxford, which has been ranked as the number one program in the UK for mathematical finance. He is actively involved in various research collaborations and has secured substantial grants to support his work.

Research Interests

Experience

Assistant Professor

— Present

University of Illinois at Urbana-Champaign • Champaign, IL

Taught courses and conducted research in mathematics, with a focus on machine learning and mathematical finance.

PhD Student

— Present

Stanford University • Stanford, CA

Conducted research for my PhD dissertation in mathematics.

Chapman Fellow

— Present

Imperial College London • London, UK

Worked on research projects in mathematics funded by various institutions.

Awards

#

SIAM Financial Mathematics Engineering Conference Paper Prize

Courses

Deep Learning Machine Learning Partial Differential Equations Stochastic Models Financial Mathematics

Requirements for University of Oxford

Master Program
Requirements
GPA Requirement
Required:3.7
IELTS
Listening
Required:7
Reading
Required:7
Writing
Required:7
Speaking
Required:7
Overall
Required:7.5
TOEFL
Listening
Required:22
Reading
Required:24
Writing
Required:24
Speaking
Required:25
Total
Required:110
Prerequisites
Bachelor's degree in Politics, International Relations, Economics, History, Law, Philosophy or Sociology
Application Checklist
  • Three academic references
  • Official transcripts
  • CV/Resume
  • Statement of Purpose (1,000 words)
  • Two academic essays (2,000 words each)
Specialization Notes

Department of Politics and International Relations - Higher Level English requirement.