I am a Ph.D. student at Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland. My research interests are
- functional data analysis (FDA),
- time-series analysis & functional time-series,
- statistics of stochastic processes,
- non-parametric statistics,
- quantitative finance.
List of publications:
- Rubín, T. & Panaretos, V. M. (2019). Functional Lagged Regression with Sparse Noisy Observations. arXiv:1905.07218.
- Rubín, T. & Panaretos V. M. (2018). Sparsely Observed Functional Time Series: Estimation and Prediction. arXiv:1811.06340.
I graduated in Master’s degree programme Probability theory, mathematical statistics and econometrics with a specialization in stochastic analysis from Charles University in Prague, the Czech Republic, with the final grade of 3.92 (converted to the USA marking scheme, 4.00 scale), or 1.08 (Czech marking scheme, 1.00 is the best). I wrote my Master’s thesis on Stochastic Evolution Systems and Their application. The thesis was awarded as the second best Master’s thesis in probability theory & statistics at Charles University in Prague in the academic year 2015-2016. The link to the announcement at the department’s website.
I graduated in Bachelor’s degree programme General mathematics with the final grade of 3.70 (converted to the USA marking scheme, 4.00 scale), or 1.30 (Czech marking scheme). I wrote my Bachelor’s thesis on Fractional Brownian motion. My thesis was awarded as the best Bachelor’s thesis in mathematics at Charles University in Prague in the academic year 2012-2013. See also the official announcement at the faculty’s website (in Czech).