"Dynamic models for financial risk analysis" (Economic, financial and industrial strategies for sustainable society, no. 57: Sustainable Finance)

Organisation/Company

Università degli studi di Bari

Research Field

Economics

Researcher Profile

Recognised Researcher (R2)
Leading Researcher (R4)
First Stage Researcher (R1)
Established Researcher (R3)

Application Deadline

26 Mar 2026 - 23:55 (UTC)

Country

Italy

Type of Contract

To be defined

Job Status

Not Applicable

Is the job funded through the EU Research Framework Programme?

Not funded by a EU programme

Is the Job related to staff position within a Research Infrastructure?

No

The research project studies financial stability through stochastic models based on Markov chains. The analysis focuses on the dynamic evolution of risk and its unequal distribution across sectors, regions, and economic actors.
Transition probabilities allow us to model financial shocks and risk persistence phenomena, and functional variables such as entropy (of various types) are introduced as metrics to quantify uncertainty and the concentration of risk dynamics.
The mathematical model must allow for the identification of mechanisms that amplify systemic vulnerabilities.
The results aim to support policies aimed at reducing risk asymmetries and strengthening overall stability.

Website

http://www.uniba.it

Eligible destination country/ies for fellows:

• Italy
• OTHER

Eligibility of fellows: country/ies of residence:

• Italy
• EUROPE
• OTHER

Eligibility of fellows: nationality/ies:

• Italy
• EUROPE
• OTHER

Website for additional job details

https://reclutamento.ict.uniba.it/contratti-di-ricerca/concorsi/2026-ctr.03

Number of offers available

1

Company/Institute

Università degli studi di Bari

Country

Italy

Geofield

City

Bari

Website

http://www.uniba.it

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