The Econometrics Research Group, led by Associate Professor Jozef Baruník, brings together researchers exploring the intersection of finance, data, and advanced statistical methods. The group develops mathematical and econometric models to better understand financial markets and risks. Our work spans asset pricing, high-frequency data, financial econometrics, and machine learning, with a strong focus on big, high-dimensional financial datasets. We are also deeply engaged in frequency domain econometrics, studying the cyclical properties and behaviour of economic variables. Through this work, the group contributes to both theoretical advancements and practical tools for analyzing and managing financial risk.
Econometrics
- IndustryFinancial Services, Markets & Insurance
- InstitutionCzech Academy of Sciences
- Faculty / InstituteFaculty of Social Sciences, Institute of Economic Studies, Institute of Information Theory and Automation
- Research typeApplied
- Research areaData Science, Machine Learning, Natural Language Processing (NLP), Other, Reinforcement Learning
finance, economics, econometric, asset pricing, machine learning, data science, time series, spectral analysis
- ContactDana Jeníkovská
- Emaileo@utia.cas.cz
- Websitehttps://barunik.github.io
- AddressPod Vodárenskou věží 4, 182 00 Praha