Stochastic Modelling in Economics and Finance

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 2022/2023

In this semester we are reading book Inference for Functional Data with Applications written by Lajos Horvath and Piotr Kokoszka

  • 03.10.2022
    • Zuzana Prášková, Miloš Kopa: Introductory session
  • 17.10.2022
    • Petr Vejmělka - Chapter 2 - Hilbert space model for functional data
  • 24.10.2022
    • Masood Tadi - Chapter 3 - Functional principal components
  • 07.11.2022
    • Martin Hrba - Chapter 4 - Canonical correlation analysis
  • 21.11.2022
    • Karel Kozmík - Chapter 5 - Two sample inference for the mean and covariance functions
  • 05.12.2022
    • Monika Kaľátová- Chapter 7 - Portmanteau test of independence
  • 19.12.2022
    • Monika Matoušková - Chapter 8 - Functional linear model
  • 02.01.2023
    • Jana Junová - Chapter 9 - Test for lack of effect in the functional linear model