Institute of Information Theory and Automation

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RNDr. Michal Červinka, Ph.D.

Position: 
research fellow
Mail: 
Room: 
Phone: 
266052345
Research interests: 
Michal Červinka has focused on new applications of recent advances in nonlinear optimization and equilibrium modeling in finance and energy economics. His main research topics in recent years include development of new tools for stability analysis of stationarity points and solutions to mathematical programming problems with disjunctive structure, development of new solution approaches and modifications of existing numerical methods to particular structures of problems arising from various economics and finance applications.
Publications ÚTIA: 

Academic Experience:

  • 1/2016 - present: research fellow at the Academy of Sciences of the Czech Republic, Institute of Information Theory and Automation, Department of Mathematical Decision-Making Theory
  • 10/2009 - present: Assistant Professor/Senior Lecturer at Charles University in Prague, Institute of Economic Studies, Faculty of Social Sciences
    • Teaching Modules - Introductory Statistics, Statistics, Topics in Statistics, Bachelor Thesis Seminar I and II
  • 6/2005 - 12/2015: research assistant at Academy of Sciences of the Czech Republic Institute of Information Theory and Automation Department of Mathematical Decision-Making Theory (5/2005 - 8/2008 PhD student, 9/2009 - 12/2013 post-doc)

Education:

  • 10/2003 - 9/2008 PhD in Mathematics at Charles University in Prague, Faculty of Mathematics and Physics Specialization: Econometrics and Operations Research Advisor: Doc. Ing. Jiří Outrata, DrSc.
  • 10/2003 - 6/2006 Bc (BSc equivalent) in Economics at Charles University in Prague, Faculty of Social Sciences Study programme: Bachelor in Economic Theories
  • 10/1998 - 6/2003 Mgr. (MSc. equivalent) in Mathematics, RNDr. at Charles University in Prague, Faculty of Mathematics and Physics Study programme: Master in Mathematics, Specialization: Econometrics

Research Visits:

Teaching Experience:

  • 2019 Lectures of doctoral course Advanced Topics of the Field - Chapters on Modern Optimization Theory and Equilibria; Faculty of Mathematics and Physics, Charles University in Prague; in Czech/English
  • 2015 - present: Bachelor Thesis Seminar I, II; Faculty of Social Sciences, Charles University in Prague; in Czech and English
  • 2014 - present: Lectures of bachelor course Introductory Statistics,; Faculty of Social Sciences, Charles University in Prague; in English
  • 2014: Lectures of doctoral course Chapters on Modern Optimization and Equilibria; Faculty of Mathematics and Physics, Charles University in Prague; in Czech/English
  • 2012 - 2015: Lectures of bachelor course Topics in Statistics; Faculty of Social Sciences, Charles University in Prague; in English
  • 2009 - present: Lectures of bachelor course Statistics; Faculty of Social Sciences, Charles University in Prague; in English
  • 2006 - 2011: Tutorial classes of bachelor courses Econometrics I, II; Faculty of Social Sciences, Charles University in Prague; in Czech
  • 2004 - 2006: Tutorial classes of bachelor courses Optimization I, Introductory Optimization; Faculty of Mathematics and Physics, Charles University in Prague; in Czech
  • 2004 - 2005: Tutorial classes of bachelor courses Probability Theory and Mathematical Statistics I, II; Faculty of Social Sciences, Charles University in Prague; in Czech

Theses Supervision Experience:

  • Current Ph.D. students
    • Veronika Borůvková (2019 -present, Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University and UTIA).
  • Master Theses:
    • 2 supervised (1 awarded the Dean's distinction)
  • Bachelor Theses:
    • 22 supervised (5 awarded the Dean's distinction)

Grant Projects at UTIA:

  • 2018 - 2020: GAČR 18-04145S Utilization of Stochastic Optimization and Equilibrium Models in Portfolio Selection and Energy Finance (principal investigator)
  • 2015 - 2017: GAČR 15-00735S Stability analysis of optima and equilibria in economics
  • 2012 - 2014: GAČR 402/12/1309 A Multivalued Approach to Optima and Equilibria in Economics
  • 2009 - 2011: GAČR 201/09/1957 Development of methods for solving large scale nonlinear programming and nonsmooth optimization methods
  • 2005 - 2008: GA AV A1030405 Development of a programming system for solving large scale nonlinear and nonsmooth optimization problems
AttachmentSize
PDF icon Cervinka Vitae Nov2020 eng.pdf191.52 KB
2020-11-11 10:10

Person detail

Duration: 2018 - 2020
Our research effort follows the current challenging problems of portfolio analysis and energy finance. In particular, we shall investigate sparse robust portfolio selection problems with non-smooth objectives and analyze the joint effects of sparsity and robustification using real stock exchange data.
Fakulta sociálních věd UK
Fakulta sociálních věd UK