Postdoc Position in Machine Learning for Time Series Analysis
KTH Royal Institute of Technology in Stockholm has grown to become one of Europe’s leading technical and engineering universities, as well as a key centre of intellectual talent and innovation. We are Sweden’s largest technical research and learning institution and home to students, researchers and faculty from around the world. Our research and education covers a wide area including natural sciences and all branches of engineering, as well as architecture, industrial management, urban planning, history and philosophy.
Machine learning methods are solving a wide range of practical problems but is not always clear how this impressive performance is obtained. This becomes problematic when applying such methods to sensitive tasks with the potential for serious real-world consequencies, such as in finance and medicine.
This postdoc will develop explainable machine learning methods for financial time series and medical data. The work will draw on scattering transforms (a convolutional neural network with fixed weights) and principal component analysis from partial measurements, tools which achieve state-of-the-art performance on various tasks yet are structured enough to enable theoretical analysis. The expected outcome of the project is the development of powerful new data-driven methods for time series analysis with an accompanying theoretical framework.
This postdoc is part of a larger project within the Department of Mathematics at KTH whose goal is to explore and exploit recent developments in machine learning and artificial intelligence to solve problems in financial mathematics. As such, the postdoc will include close collaboration with other members of the department but also internationally.
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Requirements
Preferred qualifications
Great emphasis will be placed on personal competency.
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Your complete application must be received at KTH no later than the last day of application, midnight CET/CEST (Central European Time/Central European Summer Time).
The position offered is for, at the most, two years.
A position as a postdoctoral fellow is a time-limited qualified appointment focusing mainly on research, intended as a first career step after a dissertation.
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Type of employment Temporary position longer than 6 months
Contract type Full time
First day of employment According to agreement
Salary Monthly salary
Number of positions 1
Working hours 100%
City Stockholm
County Stockholms län
Country Sweden
Reference number S-2021-0389
Contact
Associate Professor Joakim Andén, janden@kth.se
Published 19.Mar.2021
Last application date 19.Apr.2021 11:59 PM CET