"Dynamic models for financial risk analysis" (Economic, financial and industrial strategies for sustainable society, no. 57: Sustainable Finance)
Posted on: 11/03/2026
Deadline: 26/03/2026
Scientific-Disciplinary Group
13/STAT-04 - Mathematical Methods For Economy, Finance And Actuarial Sciences
Description
The research project studies financial stability through stochastic models based on Markov chains. The analysis focuses on the dynamic evolution of risk and its unequal distribution across sectors, regions, and economic actors.Transition probabilities allow us to model financial shocks and risk persistence phenomena, and functional variables such as entropy (of various types) are introduced as metrics to quantify uncertainty and the concentration of risk dynamics.The mathematical model must allow for the identification of mechanisms that amplify systemic vulnerabilities.The results aim to support policies aimed at reducing risk asymmetries and strengthening overall stability.
Job posting website
https://reclutamento.ict.uniba.it/contratti-di-ricerca/concorsi/2026-ctr.03
Number of positions
1
Funding body
Università degli studi di Bari
How to apply
Other
View the original posting on the MUR website: Go to MUR website