Post-Doc and PhD Scholarships at LBS

[Paul Refenes]

Dear Connectionists,

Scholarships for the following posts are available at London Business 
School.
===================================================



                                   London Business School
                                   Decision Technology Centre
                                   Computational Finance Programme



*        Post-doctoral Research in Computational Finance

*       PhD Research Scholarship in Computational Finance


The Department of Decision Science at London Business School is
offering  two scholarships on its Computational Finance programme. The
research areas include Neural Networks, Non-parametric statistics,
Financial Engineering, Simulation, Optimisation and Decision Analysis.

1. Post-doctoral Research in Computational Finance: The use of
advanced decision technologies such as neural networks, non-parametric
statistics and adaptive systems for the development of financial risk
models in the fixed income and currency markets. Our industrial
collaborators are leading European Banks and have a special interest
on fixed income arbitrage and relative value models.  

2. PhD Research Scholarship in Computational Finance: to utilise
developments from times series theory and from the  non-parametric
statistics field for developing distribution theories, statistical 
diagnostics, and test procedures for neural model identification.
London Business School offers students enrolled in the doctoral
programme core courses on Research Methodology, Statistical Analysis,
as well as a choice of advanced specialised subject area courses
including Financial Economics, Equity Investment, Derivatives
Research, etc. 

Candidates with a strong background in mathematics, operations
research, computer science, nonparametric statistics, and/or
econometrics are invited to apply. Applicants should have at least an
upper second class degree and, ideally, an MSc in Computer Science,
Statistics/Econometrics, Operations Research, or related areas. 
Please send a CV and addresses of 2 referees by March 20 to:

Dr A-P. N. Refenes
London Business School
Regents Park, London NW1 4SA
Tel: ++ 44 171 262 50 50
Fax: ++ 44 171 728 78 75

Application forms for the PhD programme can be obtained from and
should be returned to:

Dr Raymond Madden 
London Business School
Regents Park, London NW1 4SA
Tel: ++ 44 171 262 50 50
Fax: ++ 44 171 728 78 75


The Department
============
The Department of Decision Sciences of the London Business School is
actively involved in innovative multi-disciplinary research on the
application of new business modelling methodologies to individual and
organisation decision-making.  In seeking to extend the effectiveness
of conventional methods of management science, statistical methods and
decision support systems, with the latest generation of software
platforms, artificial intelligence, neural networks, genetic
algorithms and computationally intensive methods, the research themes
of the department remain at the forefront of new practice. The
Decision Science department of the London Business School is
internationally known for its research in the areas of forecasting,
optimisation, simulation and intelligent decision support methods.  


The Computational Finance Research Programme
====================================
The Computational Finance research programme at London Business School
is the major centre in Europe for research into neural networks,
non-parametric statistics and financial engineering.  With funding
from the DTI, the European Commission and a consortium of leading
financial institutions the research unit has attained a world-wide
reputation for collaborative research. Doctoral students work in a
team of highly motivated post-doctoral fellows, research fellows,
doctoral students and faculty who are amongst Europe's leading
authorities in the field.