Multiple Hypothesis Testing in Finance – Acanto Research Studentship in UK, 2018

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The University of Glasgow is looking applicants to apply for its Multiple Hypothesis Testing in Finance – Acanto Research Studentship. The studentship will run for a maximum of 3 years full-time for Home/EU or International students.

The aim of the project is to develop new tests on multiple hypotheses that are flexible and efficient and to apply them in trading problems (such as trading and the Adaptive Market Hypothesis, volatility trading and its robustness or statistical arbitrage under different market conditions).

The University of Glasgow is the fourth-oldest university in the English-speaking world and one of Scotland’s four ancient universities.

If English is not student’s first language, they will be required to provide a language test before they can start their studies.

Scholarship Description: 

  • Applications deadline: November 27, 2017
  • Course Level: Studentship is available to pursue research.
  • Study Subject: In financial modelling, researchers aim to develop models that explain the behaviour of financial time series and phenomena.
  • Scholarship Award: The scholarship will run for a maximum of 3 years full-time an annual maintenance grant at the RCUK rate (2017-18 rate £14,553 full-time/£8,731.80 part-time fees at the standard Home/EU or International rate a research support grant of £750 (£450 part-time) per annum opportunity for an internship at Acanto Holding, Hannover, Germany access to the Acanto Holding finance databases
  • Nationality: Home/EU or International is eligible to apply for this studentship.
  • Number of Scholarships: Numbers not given.
  • Scholarship can be taken in the UK

Eligibility for the Scholarship: 

Eligible Countries: Home/EU and international applicants are eligible to apply.

Entrance Requirements: Home/EU and international applicants are eligible to apply as well as students already in their first year of University of Glasgow PhD Full-time students are eligible.

English Language Requirements: If English is not the first language, students will be required to provide a language test before they can start their studies.

Research Scholarships

Application Procedure: 

How to Apply: All applicants should complete and collate the following documentation then attach to a single email and send to gerogios.sermpinis-at-glasgow.ac.uk by 27th of November 2017. The student needs to have a good knowledge of Statistics (bootstrapping), programming and trading:

Academic Transcript(s)

Full academic transcript(s) from previous studies (undergraduate and postgraduate).

2 references

On official headed notepaper and signed by referees.

References given to candidates in sealed envelopes should be opened, scanned and attached to the email.

References can also be emailed directly to gerogios.sermpinis-at-glasgow.ac.uk by referees via their official University email address; clearly labelling the reference e.g. “John Smith XX Scholarship Reference”.

Copy of CV

Any application which fails to meet the above requirements will not be considered.

Scholarship Link

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