Exploring new paradygms for high-frequency financial data: Econometric analysis of time series with machine learning methods with applications to asset pricing and risk management

Position: Post-doctoral research contract Institute: Uni. Verona
Posted on: 11/06/2026 Deadline: 02/07/2026

Scientific-Disciplinary Group

13/STAT-04 - Mathematical Methods For Economy, Finance And Actuarial Sciences

Description

The project aims to develop new methods for estimating key quantities in financial economics. These quantities are central to understanding price and volatility formation, pricing financial derivatives, and designing effective risk-hedging strategies. The project will exploit the richness of modern financial data to revisit classical problems with new econometric and computational tools. In particular, it will use recent advances in machine learning, including deep neural networks, generative models, high-dimensional statistics, and path signatures to build flexible and scalable estimation procedures tailored to financial markets. A specific focus will be on the pricing and hedging of zero-days-to-expiration options, where ultra-short maturities require methods capable of extracting information from high-frequency market dynamics in real time.

Compensation

39,225 Euro

Job posting website

https://www.univr.it/it/concorsi/contratti-e-assegni-di-ricerca/contratti-di-ricerca/0/16199

Number of positions

1

Maximum duration

24.0

Funding body

Università degli Studi di Verona

How to apply

Other

Selection process

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The competition will be carried out by an evaluation of titles and examination by means of an interview. For admission to the selection process referred to in Art. 1, potential candidates must fulfil the following requirements:a) Title of Phd, namely to be enrolled in the third year of doctoral studies, as long as the achievement of the qualification is planned within the six months following the date of publication of the announcement for application;b) Possession of a curriculum suitable for assisting in carrying out research activities;c) Knowledge of the following foreign language: English;d) Excellent knowledge of the Italian language for foreign citizens;e) Other requirements: Postdoctoral experience in scientific research in the SSD STAT-04/A - Mathematical Methods for Economy, Finance and Actuarial Sciences.

View the original posting on the MUR website: Go to MUR website

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