---------- Forwarded message ---------- Date: Mon, 25 Feb 2002 10:44:07 +0100 From: Andrea Gaunersdorfer andrea.gaunersdorfer@univie.ac.at To: Vienna Finance Letters vfn-l@fam.tuwien.ac.at Subject: [Fwd: [Econ-snde] Post-doc and PhD positions]
From diks@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@fee.uva.nl To: econ-snde@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@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@fee.uva.nl) and from the CeNDEF homepage http://www.fee.uva.nl/cendef/
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