Pristupačnost
Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
Deep Reinforcement Learning for Robust Goal-Based Wealth Management
Deep Reinforcement Learning for Robust Goal-Based Wealth Management
Optimal Trend Labeling in Financial Time Series
Statistical arbitrage portfolio construction based on preference relations
Estimating the Block-Diagonal Idiosyncratic Covariance in High- Dimensional Factor Models
Reinforcement Learning Approaches to Optimal Market Making
Estimation of latent factors from high-dimensional financial time series based on unsupervised learning
Estimating the Number of Latent Factors in High-Dimensional Financial Time Series
Cluster-Specific Latent Factor Estimation in High-Dimensional Financial Time Series
Adaptive rolling window selection for minimum variance portfolio estimation based on reinforcement learning
Cluster-Based Shrinkage of Correlation Matrices for Portfolio Optimization
On the predictive power of statistical factor models
Market Microstructure and Order Book Dynamics in Cryptocurrency Exchanges
Information Feedback in Temporal Networks as a Predictor of Market Crashes
Scaling properties of extreme price fluctuations in Bitcoin markets
Information Flow Networks of Financial Time Series
Predictive Power of Complexity Theory in Financial Markets
Portfolio optimization using preference relation based on statistical arbitrage
Estimating Tipping Points in Feedback-Driven Financial Networks
A Network-Based Approach to Modeling Market Bubbles and Crashes
Does bargaining dynamics inherently cause market bubbles and crashes?
Wireless Indoor Positioning Relying on Observations of Received Power and Mean Delay
Teaching
University undergraduate
- Information Processing (Lecturer in charge)
- Information Processing (Lecturer in charge)
- Final BSc Thesis (Lecturers)
- Project C (Lecturers)
- Statistical Data Analysis (Lecturers, Lecturers)
- Statistical Data Analysis (Laboratory exercises, Laboratory exercises)
University graduate
- Analytics of Finance (Lecturer in charge)
- Multivariate Data Analysis (Lecturer in charge)
- Multivariate Data Analysis (Lecturer in charge)
- Diploma thesis (Lecturers)
- Distributed Ledgers and Cryptocurrencies (Lecturers, Laboratory exercises, Seminar)
- Graduation Thesis (Lecturers)
- Project (Lecturers)
- Seminar 1 (Lecturers)
Postgraduate doctoral study programme
- Statistical methods for data mining (Lecturer in charge)
Competences
-
Computational and artificial intelligence
Machine learning Computational intelligence -
Mathematics
Statistics Covariance matrices Dimensionality reduction Time series analysis -
Engineering management
Asset management Econometrics Stock markets