-
. 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
-
. Candidates must demonstrate contributions and publications in the field of statistical mathematics and stochastic modeling to showcase expertise and research capabilities You should have a university degree at
-
. Candidates must demonstrate contributions and publications in the field of statistical mathematics and stochastic modeling to showcase expertise and research capabilities. You should have a university degree
-
complex market dynamics . Assets, principal investigator Prof. Dr. Ciprian Andrei Tudor. The position is limited until 30/06/2026. Applicants with a solid practical experience in statistics and stochastic
-
. Applicants with a solid practical experience in statistics and stochastic modeling with applicability in microeconomics, macroeconomie and sustainability are particularly welcome, Experience in previous
-
. Candidates must demonstrate that they have contributions and publications in the field of statistics and stochastic modeling in finance, risk management, demonstrating expertise and research capacity. You must
-
, 2026. Candidates must demonstrate that they have contributions and publications in the field of statistics and stochastic modeling in finance, risk management, sustainability, demonstrating expertise and
-
. Candidates must demonstrate that they have contributions and publications in the field of statistics and stochastic modeling in finance, risk management, sustainability, demonstrating expertise and independent
-
. Candidates must demonstrate that they have contributions and publications in the field of statistics and stochastic modeling in finance, risk management, sustainability, demonstrating expertise and independent
-
calibrate the option pricing model, Stochastic Volatility and Correlated Jump (SVCJ). The project will detect anomalies like herd behaviour and dependence structures in high-dimensional, high-frequency