Job Information
- Organisation/Company
- Bucharest Universty of Economic Studies
- Research Field
- Economics
- Researcher Profile
- Recognised Researcher (R2)
- 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 Postdoctoral 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. 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 research capacity
You should have a university degree at PhD level in the field of Economics and International Affairs 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
- Economics
- Education Level
- PhD or equivalent
Skills:
Certifications/Qualifications/Specializationsi
|
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
- Economics
- Years of Research Experience
- 1 - 4
Additional Information
Work in a dynamic group. |
Good command of English. Knowledge in project field, Phd in Economics and International Affairs |
Please see https://fondurieuropene.ase.ro/anunturi/ |
- Website for additional job details
Work Location(s)
- Number of offers available
- 1
- 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