Post-doc position Research project on “Evolution of Financial Algorithms and Regulation” M/F
Research activities will be conducted at HEC Paris in Jouy-en-Josas, in the HEC Paris-CNRS joint research laboratory (GREGHEC-UMR2959). The researcher will work in the finance department. Interactions with other departments are welcome, for instance economics and decision sciences, information systems and operations management.
Reference : UMR2959-CORTES-001
Workplace : JOUY EN JOSAS
Date of publication : Friday, April 03, 2020
Type of Contract : FTC Scientist
Contract Period : 24 months
Expected date of employment : 1 May 2020
Proportion of work : Full time
Remuneration : between 2695 and 3107 € gross monthly in line with experience
Desired level of education : PhD
Experience required : 1 to 4 years
The researcher will work in the team of Jean-Edouard COLLIARD, Associate Professor of Finance at HEC Paris. His/Her research activity will be part of the research project “Evolution of Financial Algorithms and Regulation”, an “ANR Tremplin” project that can potentially lead to an ERC Starting Grant. The project is multidisciplinary and will mobilize expertise in finance, game theory, and computer science. The goal is to explore the hypothesis that algorithmic interaction on financial markets does not lead to the same equilibria as interaction between humans. This hypothesis will be explored in several applications to financial markets, using diverse methods: theoretical models using evolutionary game theory, experiments conducted with students with coding experience, simulation of interactions between algorithms.
The researcher will contribute to different articles part of the research project. Depending on her/his skills and contribution to each article, the researcher"s role could be one of a research assistant or a co-author. In any case, he/she shall be able to contribute to the project by fulfilling at least one of the following three roles: (i) helping programming some of the algorithms under study; (ii) helping organizing the experiments; (iii) helping with the theoretical modeling.
Constraints and risks: The starting date may evolve depending on the social distancing measures announced by the French government.
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