[Other] STSM Opportunity
As part of the action’s deliverables, our working groups need to prepare a discussion paper of possible approaches to build a statistically valid backtesting framework for quantitative investment strategies using machine learning methods.
We are looking for a researcher to prepare and lead the writing of the discussion paper and be supported for this work by using the STSM tool. We already have a collection of related research papers available. COST is especially interested to support young researchers, female researchers and colleagues from inclusiveness target country.
Possible destinations for the STSM are Kaunas University of Technology in Lithuania, Ss. Cyril and Methodius University in North Macedonia and Zurich University of Applied Sciences in Switzerland.
Deadline for application: July 1st, 2022
Timeframe for the STSM: two to three weeks during September 2022; daily allowance of 160 EUR/calendar day + travel cost (up to 4000 EUR)
Deadline for the paper: October 15, 2022
Contacts for the grant application:
Codruta Mare firstname.lastname@example.org
Catarina Silva email@example.com
Roman Matkovskyy firstname.lastname@example.org
Advisors for the discussion paper:
Kristina Sutiene email@example.com
Petre Lameski firstname.lastname@example.org
Peter Schwendner email@example.com