If you are interested in doctoral research leading to a PhD degree or as a Post-Doc, you are invited to contact me by email attaching your CV.

I am interested in graduates from Engineering, Economics, Physics, Statistics/Mathematics and Biostatistics who want to work in the broad fields of time series, economic dynamics, machine learning, optimal control, complex systems and econophysics. I strongly emphasize multidisciplinary and interdisciplinary research in studying the complexity of economic and financial systems on a macro/microscopic level. You should have strong computing/software skills and mathematical/statistical background as well as creativity in formulating questions and possible routes to solutions. 

In particular, I welcome applications from prospective PhD and Post-Doc students in specialized areas which include: computational econometrics, nonstationary and nonlinear time series forecasting, signal processing and higher order spectral analysis, time-varying parameter modelling, DSGE models, nonlinear dynamics, fractals and chaos, state space modelling, stochastic partial differential equations, stochastic volatility, optimal stochastic self-tuning control, multivariate extreme value statistics, Bayesian updating, averaging and model selection, particle filtering, heterogeneous agent modelling, random walks and Levy processes, long memory processes, Brownian motion and martingales, machine learning and artificial/computational intelligence.

The doctoral and post-doctoral research could be conducted in the context of Grant Research Projects under the H2020 and 7th European Community Framework Programme, for which I serve as Scientific director. There are some positions available and financial support is provided. The working conditions and laboratory facilities are excellent. 

I will be glad to hear from you and discuss the possibilities for a research theme of common interest in the areas mentioned above.