Institute of Information Theory and Automation

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Doc. PhDr. Ladislav Krištoufek, Ph.D.

Position: 
Research fellow
Research interests: 
Finance econometrics, econophysics, complex systems, big data
Publications ÚTIA: 
list
2017-12-15 16:58

Person detail

Duration: 2014 - 2016
The project focuses on analysis of financial time series in a framework of bivariate long memory with a special attention on power-law decaying cross-correlation function and its implications for dynamic properties of such processes. The first target is to use these implications for construction of statistical tests to distinguish between short and long memory.

Current

Graduates

Mgr. Anton Astakhov
Matúš Baniar
Mgr. Lenka Dvořáková
Mgr. Milan Hanousek
Mgr. Daniel Šopov MSc.
Fakulta sociálních věd UK