October 2006 the European Union Funded the Computational Optimization
Methods in Statistics, Econometrics and Finance, COMISEF, Project.
Professor Nagurney and Center Associate Dr. Stavros Siokos of Citigroup are pleased to serve on the Steering Committee to the project. Additional members of the Steering Committee include Friends of the Center, Professors Hans M. Amman of the Technical University Eindhoven, NL and Panos Pardalos of the University of Florida, USA.
Details of the Project
Position Announcements (pdf)
Marie Curie Research Training Network (RTN) COMISEF: Computational Optimization Methods in Statistics, Econometrics and Finance
*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:
* financial market analysis
* 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.
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