Hawkes processes: theory and financial applications
We are recruiting new Doctoral Researchers to our EPSRC funded Doctoral Training Partnership (DTP) PhD studentships starting 1 October 2023. Applications are invited for the project Hawkes processes: theory and financial applications
Successful applicants will receive an annual stipend (bursary) of approximately £19,668, including inner London weighting, plus payment of their full-time home tuition fees for a period of 42 months (3.5 years).
You should be eligible for home (UK) tuition fees there are a very limited number (no more than three) of studentships available to overseas applicants, including EU nationals, who meet the academic entry criteria including English Language proficiency.
You will join the internationally recognised researchers in the Department of Mathematics
The Project
The proposed PhD project aims to introduce a new class of Hawkes processes with infinite activities in any compact interval, investigate their theoretical properties, and explore their financial applications. The project's contributions will advance our understanding of point processes, have implications for the development of new models for analysing real-world phenomena, and lead to improved portfolio optimization and risk management strategies.
Please contact Dr Xiaochuan Yang at xiaochuan.yang@brunel.ac.uk for an informal discussion about the studentships.
Eligibility
Applicants will have or be expected to receive a first or upper-second class honours degree in an Engineering, Computer Science, Design, Mathematics, Physics or a similar discipline. A Postgraduate Masters degree is not required but may be an advantage.
Skills and Experience
This project would suit a strong candidate with a background in Probability Theory. It would be advantageous to have experience or interest in Simulation of Stochastic Processes.
You should be highly motivated, able to work independently as well as in a team, collaborate with others and have good communication skills.
How to apply
1.Applicants must submit the pre-application form via the following link https://brunel.onlinesurveys.ac.uk/epsrc-dtp-23-24-pre-application-form-brunel-university-lon-3 by 16.00 on Friday 26th May 2023.
2.If you are shortlisted for the interview, you will be asked to email the following documentation in a single PDF file to cedps-studentships@brunel.ac.uk within 24hrs.
- Your up-to-date CV;
- Your Undergraduate degree certificate(s) and transcript(s) essential;
- Your Postgraduate Masters degree certificate(s) and transcript(s) if applicable;
- Your valid English Language qualification of IELTS 6.5 overall (minimum 6.0 in each section) or equivalent, if applicable;
- Contact details for TWO referees, one of which can be an academic member of staff in the College.
Applicants should therefore ensure that they have all of this information in case they are shortlisted.
Interviews will take place in June 2023.