External Associate Professor in Nonlinear and Nonstationary Time Series Analysis – DTU Compute

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External Associate Professor in Nonlinear and Nonstationary Time Series Analysis – DTU Compute
Kgs. Lyngby, Denmark

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Job Description

With this opening, the Dynamical Systems section invites applications for a position as External Associate Professor in Nonlinear and Non-stationary Time Series Analysis. In this position you will be responsible for lecturing our course on Advanced Time Series Analysis . This course aims at giving an introduction to advanced methods for time series analysis. A special attention is paid on nonlinear and non-stationary systems, and the use of stochastic difference and differential equations for modelling physical and technical systems, as well as methods for using stochastic differential equations in finance. Furthermore, there is focus on methods for mathematical statistics for time series data, methods for parameter estimation, advanced filtering and adaptive estimation.
DTU Compute is a unique and internationally recognized academic department with approx. 400 employees and 11 research sections spanning the science disciplines mathematics, statistics, computer science, and engineering. At DTU Compute we believe in a diverse workplace with a flexible work-life balance.
The Dynamical Systems section conducts fundamental, advanced, strategic and applied research in the area of dynamical systems. This involves both deterministic and stochastic systems, discrete and continuous systems, nonlinear problems, deductive and inductive model building, forecasting, as well as control and optimization.
Responsibilities and qualifications
Your main responsibility will be partly responsible for the teaching related to our course on Advanced Time Series Analysis . On an adhoc basis you might also be linked to master thesis projects within the same topics. The course is tought in the fall every year, and the estimated workload is 120 hours per semester.
You are expected to have experiences with the following topics: 

• Knowledge on a spectrum of nonlinear time series models
• Parameter estimation and inference for nonlinear time series models
• Theory and applications of MCMC methods 
• Advanced filtering techniques; including optimal filtering, particle filters and SMC filters
• Theory and properties of stochastic processes with a special focus on Brownian motions
• Theory and applications related to stochastic differential equations
• Properties and use of stochastic integrals 
• Recursive and adaptive estimation
• Stochastic approximation; including two-scale stochastic approximation
• Examples related to engineering and finance

To apply for this part-time lecturer position you must have a PhD degree, as well as additional qualifications at a high level, for example, particular areas of specialisation, expertise or practical experience achieved through employment involving practical application of the discipline. Teaching qualifications form part of the basis of the assessment.
Assessment
In the assessment of the candidates, consideration will be given to the ability to teach and communicate clearly. 
We offer
DTU is a leading technical university globally recognized for the excellence of its research, education, innovation and scientific advice. We offer a rewarding and challenging job in an international environment. We strive for academic excellence in an environment characterized by collegial respect and academic freedom tempered by responsibility. 
Salary and terms of employment 
The appointment will be based on the collective agreement for part-time lecturers at universities and other institutions.
Further information
Further information may be obtained from Professor Henrik Madsen, tel.: +45 4525 3408, email: [email protected] . 
You can read more about DTU Compute at www.compute.dtu.dk .
Application procedure 
Please submit your online application no later than 1 February 2024 (23:59 Danish time). Applications must be submitted as one PDF file containing all materials to be given consideration. To apply, please open the link "Apply now", fill out the online application form, and attach all your materials in English in one PDF file. The file must include: 

• Application (cover letter)
• CV
• Diploma 
• Documentation of teaching experience – including examples of slides or other material used in lecture related to the above mentioned topics
• List of scientific and teaching-related publications or a description of your professional careers and responsibilities

Applications received after the deadline will not be considered.
All interested candidates irrespective of age, gender, disability, race, religion or ethnic background are encouraged to apply.
DTU Compute
DTU Compute is a unique and internationally recognized academic department with 400 employees and 10 research sections spanning the science disciplines mathematics, statistics, computer science, and engineering. We conduct research, teaching and innovation of high international standard – producing new knowledge and technology-based solutions to societal challenges. We have a long-term involvement in applied and interdisciplinary research, big data and data science, artificial intelligence (AI), internet of things (IoT), smart and secure societies manufacturing, and life science. At DTU Compute we believe in a diverse workplace with a flexible work-life balance.
Technology for people
DTU develops technology for people. With our international elite research and study programmes, we are helping to create a better world and to solve the global challenges formulated in the UN’s 17 Sustainable Development Goals. Hans Christian Ørsted founded DTU in 1829 with a clear mission to develop and create value using science and engineering to benefit society. That mission lives on today. DTU has 13,500 students and 6,000 employees. We work in an international atmosphere and have an inclusive, evolving, and informal working environment. DTU has campuses in all parts of Denmark and in Greenland, and we collaborate with the best universities around the world.

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Job Info

• Job Identification 2967
• Job Category VIP B
• Posting Date 01/05/2024, 07:05 AM
• Apply Before 02/01/2024, 05:59 PM
• Locations Matematiktorvet, Kgs. Lyngby, 2800, DK

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