PostDoctoral Fellowship.

[P.Refenes@cs.ucl.ac.uk]

                 Postdoctoral Fellowship

CALL FOR APPLICATIONS for a post doctoral research 
		   fellowship on 

          NONLINEAR MODELLING IN FINANCIAL ENGINEERING

at: London Business School, Department of Decision Science.

  
    
 
Position: for upto 2 years (beginning Fall 1994; stipend: 
           $50,000 pa). 
    
London Business School has been selected as one of the European
Host Institutes for the CEC Human Capital and Mobility Programme
and has been awarded a number of postdoctoral fellowships. The 
NeuroForecasting Unit at the faculty of Decision Sciences has a 
strong involvement in the application of neural networks to 
financial engineering including asset pricing, tactical asset
allocation, equity investment, forex, etc. and would like to put
forward a candidate with a research proposal in neural network 
analysis including parameter significance estimation in 
multi-variate datasets, sensitivity analysis, and/or non-linear 
dimentionality reduction in the context of factor models for 
equity investment.  

Candidates must hold a PhD in non-linear modelling or related 
areas and have a proven research record. Normal HCM rules apply 
i.e. only CEC nationals (excluding UK residents) are eligible. 
CEC nationals that have been working overseas for the past two 
years also qualify.
 
Interested candidates should send their curriculum vitae and 
a summary of their research interests to: 
 
Dr A. N. Refenes
NeuroForecasting Unit
Department of Decision Science
London Business School
Sussex Place, Regents Park,
London NW1 4SA, UK
Tel: ++ 44 (71) 262 50 50
Fax: ++ 44 (71) 724 78 75