Doc. PhDr. Jozef Baruník, Ph.D.

The project will develop a new family of models for identification of tail risks in financial markets from possibly large datasets using deep learning algorithms. Our newly developed methods will…

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…

The aim of the research project is to analyze financial risk and market co-movements using novel econometric methods and their theoretically grounded modifications. The main focus will be on emerging…