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The York Management School’s Operation Management Group is outsourcing a small project, which is using Extreme Value Theory(EVT) to model some scarce event, such as financial crisis. The successful applicant will be acting as a research assistant of the Management System Group and conduct one/two months research full time in China. The salary will be 5,000 RMB/Month. The outcome will be a model which can solve this problem. You will be work under the supervision of Dr. Kiran Fernandes, and Dr. Yu Xiong. Interested candidates can sent your CV to Dr. Yu Xiong: yx515@york.ac.uk
Candidates must show the evidence that they are capable of learning EVT.
英国约克大学管理学院运营研究小组有一个建模项目， 希望招聘一位全职工作的助理研究员（Research Assistant）， 需要在1至2月内， 完成一个建模，可能使用的是EVT极值理论， 需要该候选人的数学基础深厚， 已经掌握或者有热情学习极值理论， 对稀有事件建模。请阅读
文章：Ping-Chen Lin, Po-Chang Ko（2009）. Portfolio value-at-risk forecasting with GA-based extreme value theory. Expert Systems with Applications 36 (2009) 2503–2512.
有兴趣的同学也可与重庆大学经济与工商管理学院博士生导师熊中楷教授联系，邮箱：bearelm1@126.com (文献也可以向熊中楷教授索取。)
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Post By：2009/7/1 16:48:21 [只看该作者]
