Doctoral program “High Dimensional Non Stationary Time Series”, Humboldt University of Berlin, Germany (2015-2016)

The International Research Training Group (IRTG) 1792 “High Dimensional Non Stationary Time Series” offers outstanding young researchers a full-time, internationally competitive doctoral program with a unifying research focus and financial support in the form of scholarships. With its participating faculty, the IRTG represents all major academic institutions of statistics and economics in Berlin and Xiamen: Humboldt-Universität zu Berlin, Xiamen University, Freie Universität Berlin, C.A.S.E., WISE, WIAS, and DIW. The Deutsche Forschungsgemeinschaft (German Research Foundation) finances the scholarship and the overall program of IRTG is part of its program “Graduiertenkolleg“.

The IRTG’s doctoral program is based on the unifying research theme “High Dimensional Non Stationary Time Series”, and its focus is on identifying low dimensional factors that help to forecast and understand dynamic aspects of possibly non stationary economic data in high dimension. The doctoral program combines demanding course work and a particularly early start of individual research. The course and research program are held entirely in English. The IRTG works in close cooperation with the Berlin Doctoral Program in Economics and Management Science (BDPEMS) and the Research Training Group 1659 (RTG1659).

The group’s research agenda “High Dimensional Non Stationary Time Series” studies in particular the applied economics and finance involved with high-dimensional data and complex dynamic structures. The main research fields include, but are not limited to:
- high dimensionality
- non-stationary
- time varying dependency

The program funds up to around ten excellent doctoral students with the necessary background per year. The students will receive the one-year researcher position, and it could be extended to another two years depending on the first year’s performance.These positions cover the student’s living expenses and are financed by the German Research Foundation (DFG-Graduiertenkolleg) andXiamen University. The recipients are selected competitively from all applicants based on academic excellence and research interest. The program does not charge tuition fees.

Further details:
http://academicpositions.eu