Ing. Kristina Jarůšková

Machine learning approaches for quantitative investing and portfolio optimization under economic constraints with focus on alternative asset classes

Period

01.01.2025 - 31.12.2027

Members of research team

doc. Ing. Jaromír Kukal Ph.D. Ing. Kristina Jarůšková

Pricipal Investigator

doc. Ing. Quang Van Tran Ph.D.

Statistical modelling of complex and dynamical systems

Period

01.01.2024 - 31.12.2026

External code

SGS24/141/OHK4/3T/14

Members of research team

Ing. Václav Kůs Ph.D. doc. Ing. Tomáš Hobza Ph.D. Ing. Jiří Franc Ph.D. prof. RNDr. Jan Vybíral Ph.D. Ing. Kristina Jarůšková

Pricipal Investigator

prof. Mgr. Milan Krbálek Ph.D.

Innovative application of effective informatics methods in natural science disciplines

Period

01.01.2023 - 31.12.2025

External code

SGS23/190/OHK4/3T/14

Members of research team

doc. Ing. Miroslav Virius CSc. doc. Ing. Jaromír Kukal Ph.D. Ing. Vladimír Jarý Ph.D. Ing. Josef Nový Ph.D. Ing. Jan Thiele Ing. Kristina Jarůšková

Pricipal Investigator

doc. Ing. Quang Van Tran Ph.D.

14th SPMS2023 - Stochastic and Physical Monitoring Systems

Period

01.01 - 31.12.2023

External code

SVK 32/23/F4

Pricipal Investigator

Ing. Václav Kůs Ph.D.

Members of research team

Ing. Jiří Franc Ph.D. Ing. Kristina Jarůšková

Application of Machine Learning Methods and Statistical Modelling

Period

01.01.2021 - 31.12.2023

External code

SGS21/165/OHK4/3T/14

Members of research team

Ing. Václav Kůs Ph.D. doc. Ing. Tomáš Hobza Ph.D. Ing. Jiří Franc Ph.D. prof. RNDr. Jan Vybíral Ph.D. Ing. Kristina Jarůšková Ing. Marek Bukáček Ph.D.

Pricipal Investigator

prof. Mgr. Milan Krbálek Ph.D.

13th SPMS2022 - Stochastic and Physical Monitoring Systems

Period

01.01 - 31.12.2022

External code

SVK 31/22/F4

Pricipal Investigator

Ing. Václav Kůs Ph.D.

Members of research team

Ing. Jiří Franc Ph.D. Ing. Kristina Jarůšková