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for Students”. All Job Postings will close at 12:01 a.m. CT on the specified Closing Date (if designated). If you close the browser or exit your application prior to submitting, the application process will be
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for Students”. All Job Postings will close at 12:01 a.m. CT on the specified Closing Date (if designated). If you close the browser or exit your application prior to submitting, the application process will be
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, statistical mechanics, and relevant mathematics. PHYSICAL REQUIREMENTS: Frequently stand, walk, twist, bend, stoop, squat, grasp lightly, use fine manipulation, grasp forcefully, perform desk-based computer
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resident of Australia or New Zealand be in your penultimate year of undergraduate or postgraduate study at a registered Australian or New Zealand university. Application process Application process Please
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empirical research in many fields of finance and economics, covering a wide range of areas from macroeconomics to mathematical finance, this call is mainly focused on financial derivatives, asset pricing
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or the application process please contact: [email protected] . Please quote reference PH41127 on your application and in any correspondence about this vacancy. The University actively supports equality
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Oxford-Emmy Graduate Scholarship Two full Oxford-Emmy Graduate Scholarships are available to applicants to full-time or part-time DPhil courses in Physics, Mathematics or Computer Sciences, within
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consideration of your academic merit and research background. To be successful within this role, you will be able to understand and work through complex mathematical/physics problems, have familiarity or interest
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mathematical models and geometric optimization algorithms, leveraging AI and genetic algorithms to enhance sensor integration efficiency. Tasks include validating these models and algorithms against various
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Science in Quantitative Finance; or C04419 - Master of Mathematics and Quantitative Finance; and Meet course admission criteria for one of the eligible postgraduate coursework course, as listed above; and