Introduction
Welcome to the websites of the seminar Stochastic Modelling in Economics and Finance. There, we study up-to-date problems in the field as well as new theoretical results and methodological approaches. An additional focus is given to presentations and discussions of partial results of participants' dissertations. Although the seminar is primarily projected to doctoral students, everyone, e.g. master students in the area of mathematical statistics, econometrics and optimization, is welcome to take part. You can find schedule of classes in the current academic term below. The seminars are held in KPMS Praktikum on Mondays 15:40 - 17:10.
WINTER TERM 2024/2025
In this semester we are reading Robust Optimization by Ben-Tal, El Ghaoui and Nemirovski and present its parts.
We also recommend to take part in the conference Managing Financial, Economic, and Global Risk taking place between October 28 and October 30 in Prague. More info can be found here.
- 30.09.2024
- Zuzana Prášková, Miloš Kopa: Introductory session
- 7.10.2024
- Jan Janoušek - Chapter 1
- 14.10.2024
- Aneta Kostárová - Chapter 2
- 21.10.2024
- Petr Vejmělka - Chapters 3 and 4
- 4.11.2024
- Martin Hrba - Chapters 5 and 6
- 11.11.2024
- Ondřej Komora - Chapters 8 and 9
- 18.11.2024
- Lukáš Račko - Chapter 12
- 25.11.2024
- Masood Tadi - Chapter 13
- 2.12.2024
- Erik Kočandrle - Chapter 14
- 9.12.2024
- Jana Junová - Paper 1
- 16.12.2024
- Monika Matoušková - Paper 2
- 6.1.2025
- Monika Kaľátová - Paper 3