Head of the Department:
Miloslav Vošvrda

Deputy head of the Department:
Martin Šmíd

Secretary:
Eva Dostálová

phone: +420 266 052 411
fax: +420 266 052 232
www: homepage
staff: people, Ph.D. students
List of publications, courses, projects

The members of department have concentrated on the following research fields:

• Real and monetary macrodynamics, dynamic economics and econometrics, stochastic economics and econometrics, and econometric modelling.
• Theoretical fuzzy set approach to decision making.
• Nonlinear and stochastic optimization, stochastic dynamic optimization.
• Market microstructure, behavioural finance, credit risk models.
• Uncertainty processing in expert systems.
• Advanced methods in financial econometrics and wavelets analysis of capital markets.

Research Fields:


• Macrodynamics - real and monetary macrodynamics, stochastic economics, econometrics, and econometrical modelling.


• Fuzzy approach and uncertainty processing - theoretical fuzzy set approach to decision making, uncertainty processing in expert systems.


• Stochastic optimization - nonlinear and stochastic optimization, stochastic dynamic optimization.


• Capital Market Analysis - stochastic differential-difference equations and its applications to the mathematical finance, and to stability of economic dynamics.


• Financial econometrics - advanced methods in financial econometrics.

 

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