The Università della Svizzera Italiana (USI) in Lugano, Switzerland is searching for two PhD students for the research project “Mathematical modeling of credit and equity risk beyond homogeneity and stationarity assumptions: statistical factor models and high-performance data mining”.
The project is supervised by I. Horenko (USI Informatics Department and Institute of Computational Science), P. Gagliardini (USI Department of Economics), and William Sawyer (ETHZ and Swiss National Supercomputing Centre). The positions will be at USI, and are available starting May 2012.
The Project
Analysis and prediction of financial risks, such as market and credit risks, is one of the central problems in modern economy. The task of adequate mathematical description of the available risk data, which has a very complex nature resulting from the presence of different temporal and spatial (i.e., regional, sectorial and global) scales, is becoming increasingly important in the context of the recent evolutions of the world economy.
The main aim of this project is to develop new methods of time series analysis for parameterizing the risks as a spatially coupled non- stationary and non-homogeneous stochastic process under the influence of global and local impact factors (e.g., gross national product, level of depth, stock market indicators, etc.). Conceptual development of new mathematical models and statistical analysis methods for market and credit risks will go hand-in-hand with the implementation and comparison of various methods on high-performance computing platforms at the Swiss National Supercomputing Centre (CSCS) in Lugano. Resulting methods and algorithms will then be applied to transparent analysis of the available financial databases for identification of statistically significant regional and global inter-dependencies and extraction of the significant external factors influencing the Swiss economy.
Following this new line of research, the doctoral student will investigate and implement new mathematical and statistical methods for credit and equity risk analysis on high-performance architectures, and apply them to realistic financial data. The work will be done in a close collaboration between the USI faculties of Informatics and Economics, and CSCS.
The Candidate
Candidates should possess a master degree and a solid background in one or several of the following areas: applied mathematics, econometrics, computer science, or physics. Strong mathematical background and excellent programming skills (Matlab and/or C/C++) are expected. Only candidates showing excellent creative skills will be considered. The successful candidate will become a doctoral student at USI and must fulfill the enrollment requirements of the USI Informatics or Economics departments’ doctoral program.
The Application
Applications, including the CV, a transcript of master studies (with marks) and a letter of intent, should be sent electronically to the following e-mail addresses: horenkoi@usi.ch, patrick.gagliardini@usi.ch, and wsawyer@cscs.ch. The application deadline is May 31, 2012.
At the last HPC Advisory Council Workshop in Lugano Hussein N. Harake presented how the storage disaster recovery is implemented at CSCS based on HSM solution of IBM.
Sustainability is an important not only for ICT in general but also for HPC. Next year Zurich will host an important conference about ICT for Sustainability. If you are interested in contributing to the conference, then now it is time to submit your papers.
ICT for sustainability is about utilizing the transformational power of Information and Communication Technologies (ICT) for making our world more sustainable: saving energy and material resources by creating more value from less physical input, increasing quality of life for ever more people without compromising future generations’ ability to meet their needs. While the potential of ICTs’ contribution to sustainability has been increasingly recognized during the last decades, implementing this potential has proven to
be a challenge.
The ICT4S conference aims to bring together leading researchers from the technical, natural and social science disciplines:
to take stock of the role of ICT in sustainability and to improve the methods of measuring the positive and negative effects of ICT;
to create an interdisciplinary synopsis, to inspire new approaches to unleash the potential of ICT for sustainability in various fields of application, from production to consumption;
to improve methodologies of evaluating, developing, and governing the effects of ICT systems on the sustainability of societal and environmental systems.
ICT for energy management and planning: ICT for energy efficiency, smart energy systems, smart grids, smart
metering, ICT and renewables
ICT and dematerialization: ICT for material efficiency, ICT-supported life cycle thinking, ICT and product-service systems, smart recycling
Sustainability in Human-Computer Interaction (HCI): Creating awareness, supporting behavioral changes, empowering the ‘green’
consumer with information, supporting design for sustainability
Other enabling effects of ICT for sustainability: Other effects of ICT as an enabler of sustainable development may be addressed as well
2. Sustainability in ICT
Energy flows induced by ICT and how to reduce their impact: Energy use in the life cycle of ICT hardware, energy consumption of data centers, decentralized and renewable power generation for ICT, energy harvesting, energy-aware and energy-autonomous systems
Material flows induced by ICT and how to reduce their impact: Scarce resources used for ICT hardware, electronic waste (e-waste, WEEE), recycling technologies and schemes, environmental and social impacts of ICT-related material flows, future electronics
Green design and green software: Measuring resource consumption at the level of ICT functions and services, implications of software architecture on hardware load, the potential of software to save hardware resources, sustainability in software engineering, resource-aware software, price transparency in the ICT sector
3. Economic and Political Dimensions
Rebound effects and how to avoid them: ICT-induced efficiency and rebound effects, history of ICT-related rebound effects, theories and models of rebound effects, rebound effects vs. intended growth, political frameworks for avoiding rebound effects
Energy markets: Role of ICT in the deregulation of electricity markets, ICT and dynamic prices, electronic energy markets, enabling political frameworks for smart energy use
Economics of ICT hardware: Supply security of the resources used in ICT, geopolitical aspects of critical metals, economics of e-waste recycling, world commodity markets and ICT
Submissions
Contributions must be submitted electronically via the EasyChair system at
All submissions will be peer-reviewed by at least two members of the program committee and will be judged on the basis of originality, soundness, contribution to the conference objectives, quality of presentation, and appropriate comparison to related work. Submissions must not have been published or be concurrently considered for publication elsewhere.
Contributions must be submitted in PDF format, the full papers and final posters formatted according to the author guidelines which will be published in July 2012 at http://www.ict4s.org.
Important Dates
Jun 1, 2012 – Submission of extended abstracts
Aug 1, 2012 – Notification of preliminary acceptance
Sep 1, 2012 – Submission of full papers and draft posters
Oct 1, 2012 – Final acceptance
Nov 1, 2012 – Submission of camera-ready papers and posters
