Dear all,
A call for a 15 month research contract is open at the Scuola Normale Superiore, Pisa (Italy). The topic of the research is
“Algorithmic trading in energy markets with market microstructure methods”
and it is part of a collaboration between A2A and Scuola Normale.
The project will concern the development of quantitative methods for the analysis and modeling of the high frequency dynamics of price and of limit order book in energy markets. Specifically, the research will focus on: time series analysis and modeling in energy markets, short-term scenario generation of market evolution and development of market making and optimal execution strategies. The research activity will be done in close collaboration with the A2A quantitative team in Milan.
The details of the call (in Italian and English) are available at
https://amministrazionetrasparente.sns.it/bando/algorithmic-trading-nei-merc...
The deadline is October 21. I would be grateful if you could forward this message to any potentially interested candidate. In case you need more information, please contact Fabrizio Lillo (fabrizio.lillo@sns.it)
Thanks and all the best,
Fabrizio Lillo
---------------------------------------- Fabrizio Lillo Dipartimento di Matematica, Università di Bologna Scuola Normale Superiore, Pisa ITALY
Personal website: fabriziolillo.wordpress.com University website: www.unibo.it/sitoweb/fabrizio.lillo http://fabriziolillo.wordpress.com/
phone: +39 050509159