Exploring new paradygms for high-frequency financial data: Econometric analysis of time series [...]

Organisation/Company Università degli Studi di Verona Research Field Economics Researcher Profile Recognised Researcher (R2) Leading Researcher (R4) First Stage Researcher (R1) Established Researcher (R3) Application Deadline 2 Jul 2026 - 13:00 (UTC) Country Italy Type of Contract To be defined Job Status Not Applicable Is the job funded through the EU Research Framework Programme? Not funded by a EU programme Is the Job related to staff position within a Research Infrastructure? No

Offer Description

The project aims to develop new methods for estimating key quantities in financial economics. These quantities are central to understanding price and volatility formation, pricing financial derivatives, and designing effective risk-hedging strategies. The project will exploit the richness of modern financial data to revisit classical problems with new econometric and computational tools. In particular, it will use recent advances in machine learning, including deep neural networks, generative models, high-dimensional statistics, and path signatures to build flexible and scalable estimation procedures tailored to financial markets. A specific focus will be on the pricing and hedging of zero-days-to-expiration options, where ultra-short maturities require methods capable of extracting information from high-frequency market dynamics in real time.

Requirements

• Title of Phd, namely to be enrolled in the third year of doctoral studies, as long as the achievement of the qualification is planned within the six months following the date of publication of the announcement for application.
• Possession of a curriculum suitable for assisting in carrying out research activities.
• Knowledge of the following foreign language: English.
• Excellent knowledge of the Italian language for foreign citizens.
• Other requirements: Postdoctoral experience in scientific research in the SSD STAT-04/A - Mathematical Methods for Economy, Finance and Actuarial Sciences.

Eligibility of fellows: country/ies of residence

• AFRICA
• EUROPE
• OCEANIA
• NORTH AMERICA
• SOUTH AMERICA
• ASIA

Eligibility of fellows: nationality/ies

• AFRICA
• EUROPE
• OCEANIA
• NORTH AMERICA
• SOUTH AMERICA
• ASIA

Selection process

The competition will be carried out by an evaluation of titles and examination by means of an interview.

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