진학프로석·박사 채용 접수 플랫폼

to the Bucharest University of Economic Studies, the position of an Postdoctoral Researcher with 25% of the regular working time is to be filled as soon as possible, for the project Non-Gaussian self-similar processes : Enhancing mathematical tools and financial models for capturing complex market dynamics .

Assets, principal investigator Prof. Dr. Ciprian Andrei Tudor.

Candidates must demonstrate that they have contributions and publications in the field of marketing, risk management, sustainability.

You should have a university degree at PhD level in the field of economic sciences, marketing or similar with above-average success.

Our team offers flexible working hours and intensive cooperation in a committed team.

The application deadline is december 09, 2025. If you have any questions, please contact Maria Cristina Pădure (cristina.padure@ase.ro).

You can find more details below, as well a short presentation of the project.

Non-Gaussian self-similar processes : Enhancing mathematical tools and financial models for capturing complex market dynamics - presentation

The proposal concerns a particular class of self-similar stochastic processes, the so-called Hermite processes. Self-similar processes are stochastic processes that are invariant in distribution under a suitable time scaling. The purpose is to offer a deeper analysis of this class of stochastic processes concerning their stochastic and statistical analysis and to propose some non-Gaussian stochastic models, based on (generalized) Hermite processes in mathematical finance. Traditional financial models often rely on the simplifying assumption of Gaussian (normal) distributions, despite the fact that financial data frequently exhibits complexities that cannot be fully captured by such assumptions. We believe that the Hermite processes and some related self-similar stochastic processes can offer a viable alternative for modelling purposes. We actually intend to develop a strong theoretical component based on the systemic study of stochastic models with Hermite random perturbation and also with a significant practical part, related to the effective computation of the data and numerical simulation.

Skills/Qualifications

Skills:

1. Technical skills:

• Advanced use of modeling tools and software.

• Solid understanding of sustainability theories

2. Communication skills:

• Excellent written and verbal communication skills, to present research results clearly and concisely.

3. Teamwork:

• The ability to work effectively in an interdisciplinary team, collaborating with other researchers to the objectives of the project.

Certifications/Qualifications/Specializationsi

1. Ph.D. degree – economics-marketing

Specific Requirements

1. Foreign Languages: • Advanced knowledge of English (written as well as spoken) to be able to access and disseminate knowledge from international literature.

2. Innovation Capacity: • An innovative attitude and creative thinking to develop new methods and tools.

3. Research Ethics: • Deep understanding of ethical principles in research and commitment to academic integrity.

4. Readiness for Professional Development: • Readiness to participate in conferences, workshops and other forms of continuous professional development.

5. Flexibility and Adaptability: • Ability to adapt to project direction changes and to respond to unexpected challenges.Candidates will present a portfolio of previous projects and relevant scientific publications to assess the quality and relevance of their experience, taking into account the required skills and requirements