Marie Curie Research Training Network (RTN) COMISEF:
Computational Optimization Methods in
Statistics, Econometrics and Finance
http://www.comisef.eu/
*12 Appointments for Early Stage Researchers (3 Years)*
*2 Appointments for Experienced Researchers (2 Years)*
There are 12 appointments as research assistants at the postgraduate
level offering the opportunity to prepare for a PhD (3 Years, up to
3,500 Euro gross salary per month) and 1 postdoctoral appointment (2
Years, up to 5,800 Euro gross salary per month) starting June 2007 and
1 postdoctoral appointment (2 Years, up to 5,800 Euro gross salary per
month) starting June 2008.
This new RTN has been established to develop novel optimization
procedures for applications in statistics, econometrics and finance
which cannot be tackled by means of standard, eg. analytical or
classical numerical methods. Thereby, COMISEF will concentrate on
analysis and development of optimization methods based on optimization
theory as well as heuristic search. It will consider the statistical
analysis and performance of these methods. One objective of the
network research activities is to establish heuristic optimization as
a complementary research paradigm to optimization theory based search
algorithms in quantitative research in the fields covered by the
network. To this end, a formal framework for the comparison of
algorithms and the performance and convergence of optimization
heuristics will be developed. New applications will demonstrate the
versatility and power of the proposed paradigm. The second key
objective is to train a cohort of early stage researchers with
specific knowledge in this promising field of research activities.
Experienced researchers will be equipped with complementary skills
required for a successful career in this interdisciplinary research
program. Third, COMISEF will contribute to disseminate the new
research paradigm in academia and industry by organizing several
tutorials, workshops and conferences and by contributing to relevant
international conference series. The network brings together the
specific expertise in many complementary areas available in our
partner institutions. In particular, the following range of approaches
is considered:
* econometrics
* financial market analysis
* computing
* agent-based modelling
* time series analysis
Young researchers recruited into this RTN will experience an
outstanding interdisciplinary training in quantitative methods in
statistics, econometrics and finance with a strong computational
component. They will benefit from a well structured training programme
in scientific and transferable skills exploiting the capacities of all
partner institutions. Networking will be enhanced by the mobility
between partner groups. On completing their training, they will be
exceptionally well placed for careers in contemporary academic and
industrial research.
Requests for further details: [EMAIL PROTECTED]
