Teaching Modules - Introductory Statistics, Statistics, Topics in Statistics, Bachelor Thesis Seminar I and II
6/2005 - 12/2015: research assistant at Academy of Sciences of the Czech Republic Institute of Information Theory and Automation Department of Mathematical Decision-Making Theory (5/2005 - 8/2008 PhD student, 9/2009 - 12/2013 post-doc)
Education:
10/2003 - 9/2008 PhD in Mathematics at Charles University in Prague, Faculty of Mathematics and Physics Specialization: Econometrics and Operations Research Advisor: Doc. Ing. Jiří Outrata, DrSc.
10/2003 - 6/2006 Bc (BSc equivalent) in Economics at Charles University in Prague, Faculty of Social Sciences Study programme: Bachelor in Economic Theories
10/1998 - 6/2003 Mgr. (MSc. equivalent) in Mathematics, RNDr. at Charles University in Prague, Faculty of Mathematics and Physics Study programme: Master in Mathematics, Specialization: Econometrics
2019 Lectures of doctoral course Advanced Topics of the Field - Chapters on Modern Optimization Theory and Equilibria; Faculty of Mathematics and Physics, Charles University in Prague; in Czech/English
2015 - present: Bachelor Thesis Seminar I, II; Faculty of Social Sciences, Charles University in Prague; in Czech and English
2014 - present: Lectures of bachelor course Introductory Statistics,; Faculty of Social Sciences, Charles University in Prague; in English
2014: Lectures of doctoral course Chapters on Modern Optimization and Equilibria; Faculty of Mathematics and Physics, Charles University in Prague; in Czech/English
2012 - 2015: Lectures of bachelor course Topics in Statistics; Faculty of Social Sciences, Charles University in Prague; in English
2009 - present: Lectures of bachelor course Statistics; Faculty of Social Sciences, Charles University in Prague; in English
2006 - 2011: Tutorial classes of bachelor courses Econometrics I, II; Faculty of Social Sciences, Charles University in Prague; in Czech
2004 - 2006: Tutorial classes of bachelor courses Optimization I, Introductory Optimization; Faculty of Mathematics and Physics, Charles University in Prague; in Czech
2004 - 2005: Tutorial classes of bachelor courses Probability Theory and Mathematical Statistics I, II; Faculty of Social Sciences, Charles University in Prague; in Czech
Theses Supervision Experience:
Current Ph.D. students
Veronika Borůvková (2019 -present, Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University and UTIA).
Master Theses:
2 supervised (1 awarded the Dean's distinction)
Bachelor Theses:
22 supervised (5 awarded the Dean's distinction)
Grant Projects at UTIA:
2021-2024 GACR 21-07494S Efficiency of Carbon Reduction Policies
2018 - 2020: GAČR 18-04145S Utilization of Stochastic Optimization and Equilibrium Models in Portfolio Selection and Energy Finance (principal investigator)
2015 - 2017: GAČR 15-00735S Stability analysis of optima and equilibria in economics
2012 - 2014: GAČR 402/12/1309 A Multivalued Approach to Optima and Equilibria in Economics
2009 - 2011: GAČR 201/09/1957 Development of methods for solving large scale nonlinear programming and nonsmooth optimization methods
2005 - 2008: GA AV A1030405 Development of a programming system for solving large scale nonlinear and nonsmooth optimization problems
Náš výzkum je zaměřen na aktuální význačné výzkumné otázky v oblasti optimalizace portfolií a
energetice. Budeme analyzovat modely optimalizace řídkých robustních portfolií s nehladkou
účelovou funkcí a zkoumat sdružené efekty řídkosti a robustnosti na reálných datech z
akciových trhů.