Institute of Information Theory and Automation

You are here

E

Machine Learning/Statistical Learning in Economics

We focus on usefulness of machine learning techniques in economics and finance. At its core, one may perceive machine learning as a general statistical analysis that economists can use to capture complex relationships that are hidden when using simple linear methods. The ability of machine learning techniques to find relationships in data seems well-suited for financial applications. In a paper [1], we evaluate the economic gains of using deep learning methods for the construction of optimal portfolios.

2021-03-06 23:14

Dynamic quantile asset pricing models

The classical asset pricing frameworks is critical for asset valuation, they are all dominated by the expected utility models. Recently, many researchers find this idealization to be overly restrictive feeling that the expected utility model should be generalized. Collecting more and more data, and witnessing the shift in the behaviour of agents, new theoretical approaches need to be developed.

2021-03-05 22:28

Eric Žíla

Position: 
research assistant
2021-08-18 18:01

Bc. Sergey Bolshakov

Position: 
research assistant
2021-08-18 18:01

Mgr. Lukáš Petrásek

Position: 
Ph.D student
Kontakty
Podrobnosti o doktorském studiu
Type of study: 
prezenční
Name of Work: 
Analysis of the impacts of news on asset prices
Faculty: 
Fakulta sociálních věd UK
Thema of Study (CS): 
Economics
Beginning of Study: 
2019-09-23
2020-11-24 12:56

Periklis Brakatsoulas, MSc.

Position: 
Ph.D student
Kontakty
Podrobnosti o doktorském studiu
Type of study: 
prezenční
Name of Work: 
Behavioral Finance-based Optimal Portfolio Allocation: Linkages to Market Risk
Faculty: 
Fakulta sociálních věd UK
Thema of Study (CS): 
Economics
Beginning of Study: 
2018-09-24
2020-11-24 13:01

Město pro lidi, ne pro virus.

Start: 
2020
End: 
2021
Identification Code: 
TL04000282
Project Type (EU): 
other
Project Focus: 
aplikační
Publications ÚTIA: 
list
2020-10-09 12:24

Mgr. Lenka Nechvátalová

Position: 
doktorand
Kontakty
Mail: 
Research interests: 
Finanční ekonomie, ekonometrie, strjjové učení ve financích
Podrobnosti o doktorském studiu
Name of Work: 
Deep reinforcement learning in asset pricing
Thema of Study (CS): 
Ekonomie
Beginning of Study: 
2020-10-01
End of Study: 
2025-09-20
2021-07-29 11:24

Cryptoassets: Pricing, Interconnectedness, Mining, and their Interactions

Start: 
2020
End: 
2022
Identification Code: 
20-17295S
Project Type (EU): 
other
Project Focus: 
teoretický
Publications ÚTIA: 
list
2023-01-25 14:19

Linking financial and economic agent-based models: An econometric approach

Start: 
2020
End: 
2022
Identification Code: 
GA20-14817S
Project Type (EU): 
other
Project Focus: 
teoretický
Publications ÚTIA: 
list
2021-08-18 18:00

Pages

Subscribe to RSS - E