11 Mar 2024
Job Information
- Organisation/Company
Bucharest Universty of Economic Studies- Research Field
Mathematics- Researcher Profile
First Stage Researcher (R1)- Country
Romania- Application Deadline
18 Mar 2024 - 16:00 (Europe/Bucharest)- Type of Contract
Temporary- Job Status
Part-time- Hours Per Week
11- Offer Starting Date
1 Apr 2024- Is the job funded through the EU Research Framework Programme?
Not funded by an EU programme- Is the Job related to staff position within a Research Infrastructure?
No
Offer Description
At the Bucharest University of Economic Studies, the position of an Doctoral Researcher with 25% of the regular working time is to be filled as soon as possible, for the project Non-Gaussian self-similar processes : Enhancing mathematical tools and financial models for capturing complex market dynamics . Assets, principal investigator Prof. Dr. Ciprian Andrei Tudor. The position is for a fixed term of 12 months, with a review and the potential for extension until June 30, 2026. Applicants must demonstrate contributions and publications in the field of statistical mathematics and stochastic modeling that demonstrate research expertise and ability. You must be enrolled in a doctoral program in the field of mathematics or similar with above-average success. Our team offers flexible working hours and intensive cooperation in a committed team. The application deadline is Mars 18, 2024. If you have any questions, please contact Maria Cristina Pădure ([email protected] ). You can find more details below, as well a short presentation of the project. Non-Gaussian self-similar processes : Enhancing mathematical tools and financial models for capturing complex market dynamics - presentation The proposal concerns a particular class of self-similar stochastic processes, the so-called Hermite processes. Self-similar processes are stochastic processes that are invariant in distribution under a suitable time scaling. The purpose is to offer a deeper analysis of this class of stochastic processes concerning their stochastic and statistical analysis and to propose some non-Gaussian stochastic models, based on (generalized) Hermite processes in mathematical finance. Traditional financial models often rely on the simplifying assumption of Gaussian (normal) distributions, despite the fact that financial data frequently exhibits complexities that cannot be fully captured by such assumptions. We believe that the Hermite processes and some related self-similar stochastic processes can offer a viable alternative for modelling purposes. We actually intend to develop a strong theoretical component based on the systemic study of stochastic models with Hermite random perturbation and also with a significant practical part, related to the effective computation of the data and numerical simulation. |
Requirements
- Research Field
- Mathematics
- Education Level
- Master Degree or equivalent
Skills/Qualifications
Skills:
- Deep understanding of the fundamentals and applications of stochastic processes, including detailed knowledge of self-similar processes and Hermite processes.
- The ability to analyze and model the random behavior of these processes in various contexts, such as price movements in financial markets.
- Familiarity with concepts such as fractional brownian movement, stationary increases, and long-term dependence.
- Ability to analyze and interpret complex data, identify trends and formulate recommendations based on analysis.
- Excellent written and verbal communication skills, to present research results clearly and concisely.
- The ability to work effectively in an interdisciplinary team, collaborating with other researchers to the objectives of the project.
Certifications/Qualifications/Specializationsi
Specific Requirements
Candidates will present a portfolio of previous projects and relevant scientific publications to assess the quality and relevance of their experience, taking into account the required skills and requirements
- Languages
- ENGLISH
- Level
- Excellent
- Research Field
- Mathematics
- Years of Research Experience
- None
Additional Information
Benefits
Work in a dynamic group. |
Eligibility criteria
Good command of English. Knowledge in project field, Phd program in Mathematics |
Selection process
Please see https://fondurieuropene.ase.ro/anunturi/ |
- Website for additional job details
https://fondurieuropene.ase.ro/anunturi/
Work Location(s)
- Number of offers available
- 3
- Company/Institute
- Bucharest University of Economic Studies
- Country
- Romania
- State/Province
- Bucharest
- City
- Bucharest
- Street
- Piata Romana no 6
- Geofield
Where to apply
- Website
https://fondurieuropene.ase.ro/anunturi/
Contact
- City
Bucharest- Website
http://www.ase.ro
https://fondurieuropene.ase.ro/cf-194-anunt-selectie-cercetator-doctorand-1-3-fc-194-announcement-doctoral-researcher-1-3/- Street
Piata Romana nr.6 sect.1
[email protected]
STATUS: EXPIRED
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