About

Biography

Biography

I'm a researcher in mathematical statistics working on developing novel methods for time series data analysis.

I'm finishing my PhD degree in statistics at the Swiss Federal Institute of Technology in Lausanne, Switzerland, (Ecole polytechnique fédérale de Lausanne, EPFL), a leading Swiss technical university. My PhD thesis introduces a novel statistical method to analyse time series data and spatial-temporal data. The novelty lies in removal of some assumptions of the existing methods, adaptability to a large number of missing values, and reduction of the prediction error up to 60 %. During the development of the method I was responsible for the design of the methodology, its implementation in Matlab, and its theoretical and simulation based justifications. I've successfully applied my methodology for meteorological data and in yield curve modelling.

Before joining the PhD programme at EPFL I gained experience in business consulting industry as well as in the Czech tech start-up scene.

Learn more about my endeavours and extracurricular interests by clicking on "Read more".

I'm looking for a quantitative job!

I'm finishing my PhD in December 2020 and looking for a job in the quantitative finance, machine learning, or data analysis domain, primarily but not exclusively in and around Zurich, Switzerland.

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Contact

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Contact

Contact

Zürich, Switzerland
tomas.rubin@gmail.com
live:tomas.rubin_1