The Team
Jozef Baruník is an Associate Professor at the Institute of Economic Studies, Charles University in Prague, where he is the Director of the Master in Finance and Data Analytics (MFDA) programme. He is also head of the Econometrics Department at the Czech Academy of Sciences. In his research he develops mathematical models for understanding financial problems (such as the measurement and management of financial risk), develops statistical methods and analyses financial data. He is particularly interested in asset pricing, high-frequency data, financial econometrics, machine learning, high-dimensional financial datasets (big data), and frequency domain econometrics (cyclical properties and behaviour of economic variables).
In addition to his academic roles, Jozef has contributed to the practical application of his research, and often takes on a variety of roles such as panel member for ERC consolidator, an external consultant for the Market Intelligence division of the Bank of England or other funding agencies and professional bodies.
Jozef’s research has appeared in the Review of Economics and Statistics, Econometrics Journal, Journal of Financial Econometrics, Journal of Financial Markets, Econometric Reviews, Journal of Economic Dynamics and Control, The Energy Journal, he is an associate editor of the Digital Finance, Journal of Economic Interaction and Coordination, and Kybernetika.
● Econometrics ● Machine Learning ● Reinforcement Learning ● Dynamic Networks ● Asset Pricing
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| Vitae 2023 (Oct) (48.21 KB) | 48.21 KB |