Postdoctoral Fellow, School of Economics - Singapore - Singapore Management University

Singapore Management University
Singapore Management University
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Singapore

1 month ago

Wei Jie

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Wei Jie

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Description

COMPANY DESCRIPTION
Singapore Management University is a place where high-level professionalism blends together with a healthy informality.

The 'family-like' atmosphere among the SMU community fosters a culture where employees work, plan, organise and play together - building a strong collegiality and morale within the university.

Our commitment to attract and retain talent is ongoing.

We offer attractive benefits and welfare, competitive compensation packages, and generous professional development opportunities - all to meet the work-life needs of our staff.

No wonder, then, that SMU continues to be given numerous awards and recognition for its human resource excellence.


DESIGNATION :
Postdoctoral Fellow (6-month), School of Economics


RESPONSIBILITIES

  • Implementing various machine learning methods for the computation of certain optimal estimators and analyzing their properties;
  • Implementing evaluation methods to compare forecasts of macroeconomic and financial time series.
  • Collaborate with PI to produce some research papers.

QUALIFICATIONS

  • Ph.
D.

degree in one of the following fields:
Probability, Statistics, Computer Science, Economics (Econometrics), Finance (Asset Pricing).

  • Knowledge on popular machine learning methods and extensive experience on their implementation.
  • Strong background in stochastic processes, time series econometrics, highfrequency financial data, machine learning, and/or statistical decision theory is preferred, but not required
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