Site menu:

Working groups

The Platform shall focus on three principal research branches: Dynamic Macroeconomics, Optimal Economic Decision Making and Financial Econometrics and Risk Management. Within each research branch, several Working Groups shall be established. Each Working Group is managed by its Head; researcher with an outstanding scientific curriculum vitae. Each Working Group consists of both well-renowned researchers as well as young scientists, and brings both mathematicians and economists into contact with common research interests.

Research objectives and members

'Modern statisticians are familiar with the notion that any finite body of data contains only a limited amount of information on any point under examination; that this limit is set by the nature of the data themselves, and cannot be increased by any amount of ingenuity expended in their statistical examination: that the statistician's task, in fact, is limited to the extraction of the whole of the available information on any particular issue.' (R. A. Fisher)


Research branch: Optimal Economic Decision Making

Working group: Portfolio Analysis

Research objectives:

Head:

Members:


Working group: Optimization Techniques

Research objectives:

Head:

Members:


Research branch: Financial Econometrics and Risk Management

Working group: Analysis of Financial Time Series

Research objectives:

Head:

Members:


Working group: Risk Management in Finance and Insurance

Research objectives:

Head:

Members:


Leading Czech research institutions participate in the Platform

the institutes of Charles University in Prague (referred to as "UK"):

the institutes of the University of Economics, Prague ("VSE"):

Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic ("UTIA AV CR").