---------- Forwarded message ----------
Date: Mon, 25 Feb 2002 10:44:07 +0100
From: Andrea Gaunersdorfer <andrea.gaunersdorfer(a)univie.ac.at>
To: Vienna Finance Letters <vfn-l(a)fam.tuwien.ac.at>
Subject: [Fwd: [Econ-snde] Post-doc and PhD positions]
From diks(a)fee.uva.nl Mon Feb 25 14:35:19 2002
Date: Fri, 22 Feb 2002 12:16:04 +0100 (CET)
From: C.G.H. Diks <diks(a)fee.uva.nl>
To: econ-snde(a)lists.fas.rutgers.edu
Subject: [Econ-snde] Post-doc and PhD positions
Dear all,
A post-doctoral as well as a PhD position are available within the project
`Information Flows in Financial Markets'. The project combines recent
results from physics and nonparametric statistics to develop new methods
for nonlinear analysis of multivariate financial time series. The research
is multi-disciplinary of nature and potential candidates for the positions
should have strong maths/stats qualifications.
Details on the application procedure can be found below. For a description
of the project, please follow the `Job Opportunities' link at
http://www.fee.uva.nl/cendef/
With best regards,
Cees Diks
CeNDEF
Department of Economics URL :
http://www.fee.uva.nl/cendef
University of Amsterdam email: diks(a)fee.uva.nl
Roetersstraat 11 phone: +31 20 525 5329
1018 WB Amsterdam, The Netherlands fax : +31 20 525 4349
---
Post-doctoral position and PhD position
Within the project Information Flows in Financial Markets.
Project
Asset prices are driven by expectations of market participants regarding
future price developments. These expectations in turn are driven by the
inflow of new information. Through the costs involved in information
acquisition and the time required for processing this information and
converting it into market orders, an interesting dynamics of the response
to news arises, which can be described well in terms of information flows.
In this project, recently developed information theoretical methods from
physics and statistics will be used to investigate these information
flows, and new methods will be developed which are tailored for financial
time series.
The project is embedded in the Center for Nonlinear Dynamics in Economics
and Finance (CeNDEF) research group of the Faculty of Economics and
Econometrics at the University of Amsterdam. This young multidisciplinary
research group provides an excellent and stimulating research environment.
Post-doc position
Description: Development of nonparametric information theoretic methods
for quantifying nonlinear dependence in multivariate financial time
series. Derivation of finite sample and asymptotic properties of
statistics.
Requirements: The succesful candidate for the Post-doc position has a
strong background in mathematics/statistics, and a PhD degree in
econometrics, statistics or a related field.
Conditions: Initial appointment will be for two years, with possible
extensions to a maximum of the project duration (5 years). Salary conform
the UvA standard, is expected to be in scale 10 or 11 depending on the
candidate's work experience.
PhD position
Description: Development and implementation of information theoretical
time series analysis methods for multivariate financial time series. Data
selection, data analysis and interpretation of results.
Requirements: We seek a motivated individual with a Masters degree in
econometrics, statistics or mathematics (or comparable qualifications).
Also students who expect to obtain their Masters degree soon are invited
to apply.
Conditions: The PhD student will receive a position for a maximum period
of 4 years. Monthly salary: 1445 EUR in the first year, increasing to 2063
EUR in the fourth year.
Applications
Applications for both positions should be directed to
Personnel Department
Faculty of Economics and Econometrics
University of Amsterdam
Roetersstraat 11
1018 WB Amsterdam
The Netherlands
and arrive no later than March 31, 2002. All applications should contain a
cover letter and a CV. Applicants for the post-doc position should include
a list of publications, a copy of one published paper, and two letters of
recommendation. Applicants for the PhD position should include one letter
of recommendation.
Information
Information can be obtained from Dr C. Diks (phone: +31 20 525 5329,
e-mail: diks(a)fee.uva.nl) and from the CeNDEF homepage
http://www.fee.uva.nl/cendef/
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