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I am considering to take a position as a phd student in a computer science department. I am a mathematician with a master degree in finance and my research interests are mainly focused in game theory. I would like to study the field of mechanism and information design with applications in financial markets. To name but a few papers in the field, you can take a look here Dynamic Information Provision (2019), Dynamic Mechanism Design: An Introduction (2017) and Bayes correlated equilibrium andthe comparison of information structures in games (2016). This is a small part of the literature that I am interested, but I do not know if I can work on a phd in this field as a doctoral student in a computer sience department. Could you please tell me, how this literature can be combined with computer science or maybe if it does not matter and I can do whatever kind of reasearch I want no matter the department?

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    $\begingroup$ Are you familiar with the EC (electronic commerce) community? ec21.sigecom.org $\endgroup$
    – Aryeh
    Commented Mar 13, 2022 at 12:48
  • $\begingroup$ @Aryeh no! I have no idea about this community. Could you give me some details. I will check the link as well! $\endgroup$ Commented Mar 13, 2022 at 13:24
  • $\begingroup$ Oh, I see the biggest economic journals are referred in the cite.... $\endgroup$ Commented Mar 13, 2022 at 13:28
  • $\begingroup$ You might also be interested in some the answers in this old question: Computational complexity in quantitative finance $\endgroup$ Commented Mar 13, 2022 at 19:05
  • $\begingroup$ @ArtemKaznatcheev thank you very much! $\endgroup$ Commented Mar 13, 2022 at 19:25

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This depends on whether the CS department you are studying at has somebody working in this field. Some of them (at least three of the top ten in the U.S.) do, and some of them don't, and some of them may let you work with a PhD advisor in a different department. You are going to have to do some research on your own.

Note: it's possible in many computer science departments to do a PhD in an area that your advisor isn't working in. I strongly recommend that you do not do this.

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  • $\begingroup$ Shor thanks for your answer. You say "I strongly recommend that you do not do this". Why? Does this have to do with the difficulty to finish my PhD or because i will take a title in from computer science and at the end of the day I will be more of "an economist" or "mathematician"? $\endgroup$ Commented Mar 13, 2022 at 15:55
  • $\begingroup$ Is ti possible for me to end up with a PhD that I could not defend my research, because the field may differ from the department? However, there is an advisor from an economics department who is willing to help me. $\endgroup$ Commented Mar 13, 2022 at 15:57
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    $\begingroup$ If you are doing a PhD, it really helps to have somebody who knows the field you are studying who can suggest problems for you to work on, suggest possible ways to attack them, and write recommendations for you when you're applying for jobs. But if somebody in a different department is willing to be your unofficial advisor, that will work, too. (Although let me add a caveat: if your advisor is in the economics department, you should make sure you check with the computer science department that the research you're doing is computer science-y enough that they're willing to give you a PhD.) $\endgroup$ Commented Mar 13, 2022 at 16:10
  • $\begingroup$ The advisor from the computer department will be the official advisor, but the advisory committee will consist of one professor in computer science and two advisors who are game theorist and economists from departments of economics...I think this will work $\endgroup$ Commented Mar 13, 2022 at 16:16
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    $\begingroup$ If you check in with your official advisor periodically and tell them what you are doing, this arrangement should be fine. $\endgroup$ Commented Mar 13, 2022 at 16:27

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