This is to let you know that the University of New South Wales is awarding
Vice Chancellors Postdoc Research Fellowships as described below and in more
detail at http://research.unsw.edu.au/vcfellowships
The Econometrics and Statistics Group in the Economics School at the University
of New South Wales, together with Dr Sally Wood from Melbourne Business School
and Dr Gareth Peters from the Statistics Department at UNSW,
is interested in potential candidates in the following areas.
1. The estimation of nonlinear structural econometric models using
Bayesian models estimated by particle filtering, sequential Monte Carlo and ABC methods.
2. Multiperiod portfolio optimization problems using Bayesian models
estimated by particle filtering, sequential Monte Carlo and ABC methods.
3. Simulation and calibration of multi-factor s.d.e models for
stochastic finance and econometrics with no time discretization error via clock-based particle methods.
4. Flexible Models for longitudinal data.
5. Multivariate models including,
i. Cointegrated Vector Auto-regression models driven by matrix variate
stochastic volatility structures
ii. multi-factor s.d.e. based futures market models incorporating
seasonality and option prices.
iii. macro-economic monetary policy term structure models and dynamic
yield curve models.
The problems to be addressed include estimation and forecasting via
particle based methods such as particle MCMC and Interacting Particle
Methods.
Vice-Chancellor’s Postdoctoral Research Fellowships
Applicants must be external to UNSW i.e., not currently hold an appointment
at UNSW or UNSW affiliated organisations (NeuRA, Garvan, VCCI, CCIA).
If the applicant was awarded a PhD from UNSW they must have spent at
least 2 years employed at another university or research institution and the Fellowship
must not be undertaken with the applicant’s UNSW PhD supervisor as a
mentor.
Applicants must have been awarded a PhD confer dated (on testamur); no
earlier than 1 January 2008 or later than 31st December 2011
Fellows will be appointed at Academic Salary Level A or B per year (plus 17%
employer superannuation and leave loading) based on years of experience.
A Research Support Grant of A$10,000 per annum for three years will be
provided on commencement.
Fellowships will be offered for a period of 2 years, renewable for a third
year subject to research performance in the top 25%
of their level of appointment and evidence of actively seeking externally
funded fellowships.
For application package and selection criteria please refer to http://research.unsw.edu.au/vcfellowships
To obtain mentor statement and further instructions on whom to submit your application, please email
Prof. Robert Kohn [log in to unmask]<mailto:[log in to unmask]> by the 15th of August (please include CV
and brief statement of proposed research).
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______________________________________________________________________________
Dr Sally Wood
Associate Professor Statistics
Melbourne Business School
University of Melbourne
200 Leicester St, North Carlton 3053
email: [log in to unmask]<mailto:[log in to unmask]>
Ph: +613 3498103
Mob:0425276967
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