Institute of Information Theory and Automation

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Department of Econometrics

Secretary: 
Phone: 
266052411
Fax: 
266052232
Publications ÚTIA: 
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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.
  • Advanced methods in financial econometrics and wavelets analysis of capital markets.
  • Nonlinear and stochastic optimization, stochastic dynamic optimization.
  • Market microstructure, behavioural finance, credit risk models.
  • Research Fields:

2018-05-04 08:08

Department detail

Stanislav Astapovich
Doc. PhDr. Jozef Baruník Ph.D.
PhDr. Jaromír Baxa Ph.D.
Nino Buliskeria
PhDr. František Čech
Mgr. Jaroslav Dufek
Mgr. Luboš Hanus
Mgr. Marek Hauzr
Mgr. Michal Houda Ph.D.
Mgr. Martin Hronec
Mgr. Pavel Irinkov
RNDr. Vlasta Kaňková CSc.
Prof. Ing. Evžen Kočenda Ph.D. DSc.
Jan Korbel
Prof. PhDr. Ladislav Krištoufek Ph.D.
Mgr. Dušan Križan
Mgr. Aleš Antonín Kuběna Ph.D.
PhDr. Jiří Kukačka Ph.D.
Mgr. Josef Kurka
Mgr. Ing. Barbora Máková
Barbora Malinská
PhDr. Aleš Maršal
Prof. RNDr. Radko Mesiar DrSc.
Mgr. Matěj Nevrla
Mgr. Vadim Omelchenko Ph.D.
Jaroslav Pavlíček MA
Mgr. Ing. Tomáš Šestořád
Jan Šíla MSc.
Ing. Karel Sladký CSc.
RNDr. Martin Šmíd Ph.D.
Mgr. Lukáš Vácha Ph.D.
Prof. Ing. Miloslav Vošvrda CSc.
Mgr. Jan Žáček
Duration: 2020 - 2022
This project focuses on the construction of complex networks of financial markets’ linkages around the world. First, several measures of associations will be considered, describing different aspects of market relationships. Second, suitable subgraphs will be identified, in order to create a suitable network representation capturing main dependencies between markets.
Duration: 2020 - 2022
The project addresses the disconnection issue of the current financial and economic agent- based research. A complex agent-based economic model with an integrated financial sector will be suggested and a focus will be devoted to its econometric estimation. This interconnection will allow an overall study of the economic system under realistic assumptions about the behavior of economic agents.
Duration: 2020 - 2022
The project focuses on analysis of specific aspects of cryptoassets (cryptocurrencies), specifically on three main branches of research. First, we study the cryptoassets pricing mechanisms, mainly with respect to their fundamental factors such as number of users, number of transactions, traded volume, and others.
Duration: 2019 - 2023
The recent availability of large digital finance datasets brings new challenges to quantitative finance. Many of the classical financial econometric or optimization models become inappropriate or intractable when applied to digital finance data.
Duration: 2019 - 2021
The goal of this Project is to study arbitrage opportunities on limit order markets with boundedly rational agents.
Duration: 2018 - 2020
Multi-objective stochastic programming problems correspond to economic situations in which economic process is simultaneously influenced by a random environment and a decision parameter selected with respect to multi-objective optimization problem depending on the probability measure.
Shahriyar Aliyev MSc.
Stanislav Astapovich
Mgr. Václav Brož
Nino Buliskeria
PhDr. František Čech
Laure DeBatz MA
Mgr. Jaroslav Dufek
Mgr. Emma Haas
Luboš Hanus
Mgr. Marek Hauzr
Mgr. Martin Hronec
Mgr. Pavel Irinkov
Mgr. Lucie Kraicová
Mgr. Ing. Adam Kučera
Mgr. Josef Kurka
Mgr. Ing. Barbora Máková
Barbora Malinská
PhDr. Aleš Maršal
Mgr. Matěj Nevrla
Mgr. Tereza Palanská MA
Jaroslav Pavlíček MA
Jan Šíla MSc.
Sophio Togonidze MA
Daniel Vach
Mgr. Jan Voříšek
Statistics of Machine Learning , 2019-09-30
Institutes of Information Theory and Automation in cooperation with Humboldt-Universität zu Berlin and Faculty of Mathematics and Physics, Charles University in Prague organizes STAT of ML (Statistics of Machine Learning) conference to be...
Ekonometrický den 2010 , 2010-11-11
V listopadu 2010 se konal v ÚTIA Ekonometricky den, jehož organizátorem je Česká ekonometrická společnost. Kromě Valné hromady ČES, byla na programu přednáška vítězné práce Soutěže o nějlepší studentskou vědeckou práci z teoretické...