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Workshop on Empirical Modelling of Financial Market Participants

May 16, 2022



Call for Papers

1st Workshop on  “Empirical Modelling of Financial Market Participants”,

4 & 5 July 2022, CentraleSupélec, Université Paris-Saclay, France

This workshop aims to bring together economists, mathematicians, computer scientists, sociologists, physicists, and practitioners in finance to discuss statistical methods, quantitative measures, modelling strategies, numerical simulations and non-conventional data mining approaches applied to the study of investment decisions of individual investors. We regard an investor as an individual when it is associated with a unique identifiable legal entity.

 
The topics of the Workshop includes

- Household finance
- Financial decisions of retail and institutional investors
- Behavioral biases in investment
- Social, economic and financial networks
- Financial market modeling
- Market microstructure


Invited speakers:

Fabrizio Lillo (Bologna University and Scuola Normale Superiore, Italy)
Jyrki Piilo (Turku University, Finland)
Hideki Takayasu (Sony Corporation, Japan)
Wei-Xing Zhou (East China University of Science and Technology, China)


We welcome submissions (abstract or full preprint) by prospective participants until 31st May 2022. See https://sites.google.com/view/wemfimap-22. Acceptance decisions will be made by 8 June.


There will be no conference fee but registration is mandatory as space is limited.
Registration can be done on the website of the conference.

Program and location:

The program will span two full days, consisting of invited lectures and contributed lectures and a conference dinner on the evening of July 4th. The conference will offer ample opportunity for discussion and interaction.

Organisers: Damien Challet and Rosario Mantegna

 

Post-doc position opening in quantitative finance

We are looking for a post-doctoral fellow
working or interested in working in some of the following topics
 

  •  Market microstructure
  •  Covariance filtering
  •  Machine learning applied to financial data
  •  Econophysics
  •  Agent-based modelling
  •  Trader-resolved data analysis


Duration: 18 months, renewable. Application deadline: 15 May 2022.
Starting time: September 2022.

contact: fiquant.hire@listes.centralesupelec.fr

 

 

Faculty position opening in quantitative finance

FACULTY POSITION OPENING IN QUANTITATIVE FINANCE

Job profile: Assistant Professor

Research fields: Quantitative finance. Mathematics/Physics/Data Science applied to finance.

CentraleSupelec is a leading French higher-education and research institution (QS 2019 #139, QS Engineering 2019 #46).

We are looking for an Assistant Professor to join the Mathematics Department, and the Quantitative Finance Research Team (FiQuant Team) within the Laboratory of Mathematics in Interaction with Computer Science (MICS Lab, French classification: EA4037).

Research profile
The candidate will join the Laboratory of Mathematics in Interaction with Computer Science. MICS Lab research focuses on mathematical modeling and analysis of complex systems in various fields, including life science, financial markets, industrial engineering, information technologies, or social sciences.

The candidate is expected to work within the FiQuant Team, and produce high-profile research in Quantitative Finance. This includes, but is not restricted to, modeling of financial markets or other complex economic systems, statistical modeling of financial microstructure, agent-based modeling, high-dimensional statistical learning in economics and finance. Exploration and analysis of large data sets is of particular interest for the FiQuant Team. The candidate should have a high-quality track record consistent with his/her previous positions and training. Priority will be given to multidisciplinary approaches of quantitative finance. Beside this primary research focus, the candidate is also expected to interact with other teams within the MICS Lab and to promote interdisciplinary research.

Teaching profile
The candidate will teach within the Mathematics Department of CentraleSupelec, at both undergraduate and graduate levels, in the French cursus ingénieur and in the Master of Science “Data Science and Business Analytics”. The candidate will primarily teach quantitative finance and data science courses, but may be asked for larger contributions within CentraleSupelec, notably in continuing education programs related to the candidate’s specialty.
Possible courses include “Financial time series” or “Statistics in Finance” at an undergraduate level (French: L3, 1ere année ingénieur), or quantitative finance courses at a graduate level (French : M2 3eme année ingénieur). The candidate should also monitor students’s projects or students’ seminars.

Details for foreign candidates
The position is attached to the CentraleSupélec campus of Paris-Saclay, University of Paris-Saclay, in the south-west part of the Paris area.This position is a permanent contract (French CDI, equivalent to a Maître de Conférences position).
Courses can be taught in French or English. The candidate is not required to be fluent in French, although proficiency in both French and English is a plus.
Finally, the selection committee favors a multidisciplinary approach of Quantitative Finance, and therefore welcomes candidates from various quantitative backgrounds. Research achievements, research agenda as well as teaching proficiency will be favored over the training field of the candidate.

Applications and recruitment process
Application should be submitted as a unique pdf file including:

  • a cover letter ; 
  • a detailed resume with a list of communications and publications ;
  • a research project within the MICS lab and the FiQuant team ;
  • a copy of the PhD diploma with evaluation documents/reports ;
  • any document detailing previous experiments and training ;
  • a copy of an id document.

 

Applications should be emailed to both

  • Lorraine Maret, HR : lorraine.maret@centralesupelec.fr 
  • Elodie Ledoux, HR : elodie.ledoux@centralesupelec.fr 
prior to May 21 st , 2020.

 

Pre-selected candidates should expect interviews with the selection committee in June. Job position is expected to start in September 2020.

Contacts

 

 

Open Assistant Professor (tenure-track) position

Research fields: Financial mathematics and/or Financial engineering and/or Quantitative finance
‍
CentraleSupelec is a leading French higher-education and research institution (QS 2019 #139, QS Engineering 2019 #46). 
‍
We are looking for an Assistant Professor to join the Mathematics Department, and the Quantitative Finance Research Team (FiQuant Team) within the Laboratory of Mathematics in Interaction with Computer Science.
‍
Research details
The candidate will join the Laboratory of Mathematics in Interaction with Computer Science (MICS Lab, French classification: EA4037). MICS Lab research focuses on mathematical modeling and analysis of complex systems in various fields, including life science, financial markets, industrial engineering, information technologies, or social sciences. 
‍
The candidate is expected to work within the FiQuant Team, and produce high-profile research in Mathematical Finance, Financial Engineering or Quantitative Finance. This includes, but is not restricted to, stochastic modeling of financial markets or other complex economic systems, statistical modeling of financial microstructure, high-dimensional statistical learning in economics and finance. Exploration and analysis of large data sets is of particular interest for the FiQuant Team.
‍
Beside this primary research focus, the candidate is also expected to interact with other teams within the MICS Lab and to promote interdisciplinary research.
‍
The candidate should have a high-quality research record consistent with his/her previous positions and training.
‍
Teaching details
The candidate will teach within the Mathematics Department of CentraleSupelec, at both
undergraduate and graduate levels, within the French cursus ingénieur. The candidate will primarily teach financial mathematics and quantitative finance courses, but may be asked for larger contributions within the Mathematics Department if needed.
‍
Possible courses include : Financial time series or Introductory stochastic finance at a graduate level (French : M1/M2, 2eme et 3eme année ingénieur), and Probability, Analysis or Statistics labs at an undergraduate level (French: L3, 1ere année ingénieur). The candidate should also monitor students’s projects or students’ seminars. Finally, a graduate course linked to the candidate research interests may be proposed.
‍
Position details
The position is attached to the CentraleSupelec campus of Gif-sur-Yvette, University of Paris-Saclay, in the south-west part of the Paris area.
‍
Initial contract is a five-year position. The contract may be converted at any time within this period into a permanent position, depending on the candidate contributions to research and teaching.
‍
(French candidates : Section CNU 26 ; CDD 5 ans convertible en CDI équivalent Maître de Conférences)
‍
Courses can be taught in French or English. The candidate is not required to be fluent in French, although proficiency in both French and English is a plus.
‍
Finally, the selection committee favors a multidisciplinary approach of Quantitative Finance, and therefore welcomes candidates from various quantitative backgrounds. Research achievements, research agenda as well as teaching proficiency will be favored over the training field of the candidate.
‍
Applications
Application should be submitted as a unique pdf file including:
– a cover letter
– a detailed resume with a list of communications and publications
– a research project within the MICS lab
– a copy of the PhD diploma with evaluation documents/reports (French candidates : PV de soutenance de thèse)
– any document detailing previous experiments and training
– a copy of an id document
‍
Recruitment process
Applications should be emailed to both
– Lorraine Maret, HR : lorraine.maret@centralesupelec.fr
– Elodie Ledoux, HR : elodie.ledoux@centralesupelec.fr
prior to October 13th, 2019.
Pre-selected candidates should expect interviews with the selection committee early December. Job position is expected to start in January 2020, or at a mutually agreed date with the selected candidate.
‍
Contacts
P.-H. Cournède, Head of MICS Lab, paul-henry.cournedel@centralesupelec.fr
E. Herbin, Head of the Mathematics Department, erick.herbin@centralesupelec.fr
I. Muni Toke, Head of the FiQuant Team, ioane.muni-toke@centralesupelec.fr

 

Postdoctoral position available

The chair of quantitative finance has an opening for a one- or two-year postdoctoral position. The successful applicant will interact with the permanent researchers of the chair in their fields of interest : agent-based modelling, networks of investors, portfolio management… To apply, please send a resume, a research summary and a project to Chair of quantitative finance – Jobs. Applications will be accepted until 31 October 2018, and the successful candidate will be expected to join the chair no later than 1 January 2019.

 

A book on limit order books

The chair of quantitative finance is happy to announce the forthcoming publication by Cambridge University Press of a book on “Limit order books”.

 

Market microstructure: confronting many viewpoints #3

The 3rd edition of the Market microstructure: confronting many viewpoints conference will be held on December 8th-11th in Paris. Organizing committee:
  • F. Abergel
  • JP. Bouchaud
  • T. Foucault
  • CA. Lehalle
  • M. Rosenbaum

MMCS Conference

To celebrate its 10th anniversary, the MAS laboratory organizes an international conference on Mathematical modelling of complex systems.

Upcoming events

Past events
  • No events

      

  • 15/10/2017 - 18/10/2017
  • Jawaharlal Nehru University / Delhi University
 
 
 

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