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Tomáš Rusý

ABOUT ME

Welcome on my academic personal website! Here, I would like to introduce myself, but first, let's talk about my personal interests too. Basically, I like sports, with my favorite one being orienteering, where I run for a club OK Kamenice. I have spent plenty of my free time running in forests, I find it just so much fun and I can only recommend it :). In winter, cross-country skiing is at the top of my ladder of favourite activities. I regularly train with the cross-country skiing team of MFF. We finished 3rd in the team race Krkonošská 70 in 2019. However, we are very amateurish and everyone is welcome to join us :) (we train on Thursdays, 19:00 in the Karlín gym). Finally, I play 5-a-side football with my mates from high school for a team called Pivson a Pofel, we are currently in the 4th division of the Hanspaulka league.

Czech Academic Championship, Suchdol, June 2017.

Czech Academic Championship in Orienteering, 2017

Coming back to my academic profile, I started devoting some extra free time to mathematics during my high school studies. I did a bit of mathematical olympiad and PraSe, which served as good preparations for my university studies. I began my bachelor degree in General Mathematics in September 2012 and I finished it three years later in June 2015, when I defended my bachelor thesis Finite Mixture Models, supervised by doc. RNDr. Arnošt Komárek, PhD. After that, I left for a semestr to Australia to study at the University of Queensland in an exchange programme with Charles University. I was very grateful for this opportunity, as this stay turned out to be priceless to me. I wrote a blog during my time there, which can be viewed here, if you are interested :-). I feel it is little bit sad that MFF UK does not offer good conditions to students for going for one term abroad and consequently only minority of students experience such a stay. I did my master studies from July 2015 to June 2017 at MFF and I focused on statistics, econometrics and optimization. The latter was subject of my master thesis named Stochastic Programming Problems in Asset-Liability Management, supervised by doc. RNDr. Ing. Miloš Kopa PhD. I found this area very interesting in both theoretical level as well as in its practical application so I was very happy when me and doc. Kopa agreed about my PhD studies on a topic of stochastic programming models and their financial applications. I started my PhD studies in October 2017 and finished 4 years later, in December 2021. During that time, I visited numerous conferences which was such a great experience, and worked on my research, which will be one day, hopefully, summarized in three decent papers.

4
Top 10 places in AMCR
10+
League Goals
9
Years at MFF
5047
Highest Elevation
TEACHING

TEACHING

Seminars

Stochastic Modelling in Economics and Finance

Compulsory seminar for PhD students 4M9 with focus on econometric and optimization. Link to its webpages is here.


Stochastic Programming and Approximations

Open seminar with some interesting talks on topics from stochastic programming or some other closely related fields. Webpages can be found over there.

Classes

Winter Term 2021/2022

I teach exercise class of subject Analýza Investic (NMFM431).


Summer Term 2021/2022

I will teach exercise classes of subject Úvod do optimalizace (NMFM204).

SF Scholarship

For more information, please visit the following webpage.

Theses

List of Topics

Within Second Foundation, we offer an opportunity for students to have their bachelor/diploma thesis applied to real problem and supported by an analysis on real data. Our main areas of focus are statistical analysis/machine learning applications/(stochastic) optimization models for energy or cryptocurrency trading. In case you are interested, contact me to discuss details. Some ideas of problems we tackle in the energy industry can be found in this video. For examples of some theses see this bachelor or this diploma thesis.

CONTACT

WHERE I WORK


Charles University, Faculty of Mathematics and Physics
Department of Probability and Mathematical Statistics
Lecturer
Sokolovská 83, 186 75 Praha 8-Karlín
Email: rusy(at)karlin.mff.cuni.cz

Before you swing by for a cup of , please send me an to arrange details :-).