Job Information
- Organisation/Company
- Bucharest Universty of Economic Studies
- Research Field
- Mathematics
- Researcher Profile
- First Stage Researcher (R1)
- Country
- Romania
- Application Deadline
- Type of Contract
- Temporary
- Job Status
- Part-time
- Hours Per Week
- 11
- Offer Starting Date
- 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 (cristina.padure@ase.ro). 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:
- Technical 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.
2. Analytical skills:
- Ability to analyze and interpret complex data, identify trends and formulate recommendations based on analysis.
3. Communication skills:
- Excellent written and verbal communication skills, to present research results clearly and concisely.
4. Teamwork:
- The ability to work effectively in an interdisciplinary team, collaborating with other researchers to the objectives of the project.
Certifications/Qualifications/Specializationsi
- Ph.D.program -mathematics
- Foreign Languages:
• Advanced knowledge of English (written as well as spoken) to be able to access and disseminate knowledge from international literature.
- Scientific publications and contributions:
• Applicants must demonstrate contributions and publications in the field of statistical mathematics and stochastic modeling that demonstrate research expertise and ability. It is considered an advantage if candidates demonstrate that they have publications in stochastic modeling with applications of stochastic processes in finance, in journals relevant to the scientific community,
- Innovation Capacity:
• An innovative attitude and creative thinking to develop new methods and tools.
- Research Ethics:
• Deep understanding of ethical principles in research and commitment to academic integrity.
- Readiness for Professional Development:
• Readiness to participate in conferences, workshops and other forms of continuous professional development.
- Flexibility and Adaptability:
• Ability to adapt to project direction changes and to respond to unexpected challenges.
- Languages
- ENGLISH
- Level
- Excellent
- Research Field
- Mathematics
- Years of Research Experience
- None
Additional Information
Work in a dynamic group. |
Good command of English. Knowledge in project field, Phd program in Mathematics |
Please see https://fondurieuropene.ase.ro/anunturi/ |
- Website for additional job details
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
Contact
- City
- Bucharest
- Website
- Street
- Piata Romana nr.6 sect.1
- cristina.padure@ase.ro