MSCA POSTDOCTORAL FELLOWSHIPS 2024 AT KTU FACULTY OF MATHEMATICS AND NATURAL SCIENCES (financial mathematics, decision making, financial risk analysis, modeling of systems)

Kaunas University of Technology(KTU) welcomes active postdoctoral researchers with a track record of significant research achievements to apply to the MSCA Postdoctoral Fellowships 2024 (HORIZON-MSCA-2024-PF-01) within deadline 11/09/2024.

The scheme MSCA Postdoctoral Fellowships (MSCA PF) under the European Commission’s Horizon Europe Research & Innovation programme, dedicated to excellent research promoting international mobility, as well as interdisciplinary and intersectoral exchanges.

MSCA PF grant provides a competitive salary (including mobility and family allowances if applicable), as well as a contribution to cover research, training and networking activities' costs.

The research projects will have 24 or 36 months’ duration, depending on type of fellowship:

• European Postdoctoral Fellowships are open to researchers of any nationality who wish to engage in R&I projects by either coming to Europe from any country in the world or moving within Europe (duration: 12-24 months).
• Global Postdoctoral Fellowships are open to European nationals or long-term residents who wish to engage in R&I projects with organisations outside EU Member States and Associated Countries (duration 24-36 months (including 12-24 months outgoing phase in a non-associated Third Country & 12 months mandatory return phase to a host organisation in EU Member State or an Associated Country).

RESEARCH GROUP: The "Mathematical models in economics" team conducts research in various aspects of financial modeling: modeling of pension systems, pension accrual, pension fund risk measurement, portfolio management, fraud detection, anomaly detection in financial data, applications of artificial intelligence in digital finance, arbitrage identification in crypto currency exchanges, stochastic dominance, decision making under uncertainty and etc. Our team runs few international and national projects (see e.g. https://en.ktu.edu/scientist/audrius.kabasinskas/).

SUPERVISOR:

Prof. Dr. Audrius Kabašinskas is a member of the Mathematical Modelling of Stochastic, Economical and Medical Systems research group at the Department of Mathematical Modelling,  Faculty of Mathematics and Natural Sciences of KTU. He graduated PhD in Informatics in 2008. Main research interests and activities over the years include but are not limited to the applied mathematics (in finance), decision-making, operations research, artificial intelligence, financial risk measurement, arbitrage, fraud and anomalies detection, modelling of pension systems, stochastic optimization and stochastic dominance, stress testing, crypto market analytics.

His research was funded by international H2020, COST, MSCA, ESFA, and national projects. Dr Audrius Kabašinskas is supervising 1 PhD student. Co-author of 13 publications in journals with an impact factor and referenced by Clarivate Analytics which were cited over 300 times (h-Index 5-WoS CA, 6-Scopus, 10-Google Scholar). He is member of several international organisations, e.g., ECMI council, member of EURO working group on commodities and financial modelling, associate editor at journal Frontiers in Artificial Intelligence in Finance and many others.

Researcher profile:

ResearcherID: I-1028-2018

Scopus ID: 36172337400

Google Scholar ID: VeNLgSUAAAAJ

ORCID iD: 0000-0001-6863-5895

https://www.researchgate.net/profile/Audrius-Kabasinskas

RESEARCH TOPIC PROPOSED: 

• Modeling of pension systems and analytics of pension funds.
• Risk measurement and optimization in finance.
• Decision making under uncertainty and using artificial intelligence.
• Digital finance market and risk analytics.
  
   

ELIGIBILITY:

For HORIZON-MSCA-2024-PF-01 within deadline 11/09/2024 postdoctoral candidates must be in possession of PhD, shall have a maximum of 8 years of postdoctoral research experience and must not have resided or carried out their main activities in Lithuania for more than 12 months in the 3 years immediately prior to the abovementioned deadline.

APPLICATION PROCEDURE:

An expression of interest shall be sent directly to Prof. Dr. Audrius Kabašinskas (e-mail: audrius.kabasinskas@ktu.lt) latest at 05/06/2024. Contacting the supervisor, please provide him:

(1) Curriculum Vitae;

(2) list of publications (significant research achievements);

(3) KTU Proposal summary MSCA-PF-2024

For more information please visit KTU MSCA-PF dedicated webpage

ADDITIONAL FUNDING OPPORTUNITIES:

• For applicants, whose application to the HORIZON-MSCA-2024-PF-01 call fails to reach an adequate place in the ranking to be funded, there is additional funding opportunity – the application will be automatically resubmitted to ERA Fellowships 2024 call.
• For applicants, whose application to the HORIZON-MSCA-2024-PF-01 passes the threshold, there is additional funding opportunity – the application could be eligible to receive funding from the Recovery and Resilience Facility (RRF) and the national budget of the Republic of Lithuania. For more information please contact KTU Research and Innovation Projects Centre by e-mail mipc@ktu.lt.