Tomas Rubin

A semester project I supervised at EPFL comparing various econometric forecasting methods for yield curves in MINT (Mexico, Indonesia, Nigeria, Turkey) economies.

A novel simulation method allowing for generating a wide range of simulated data, accompanied by an R package ‘specsimfts’.

In my first single-author publication I applied the tools I developed in my core PhD research to yield curve modelling.

The core paper of my PhD research. Published in Electronic Journal of Statistics (2020)

The paper extending results from my core paper on sparsely observed functional time series. To appear in Journal of Time Series Analysis

My Master’s thesis in stochastic analysis (probability theory) defended at Charles University in Prague, Czechia (2016)

I successfully defended my PhD thesis on September 17, 2020, at Swiss Federal Institute of Technology in Lausanne (EPFL). The president of my jury, Sofia Olhede, and the examiners…

In July 2019 I had the opportunity to travel to Palermo, Italy, to give a talk at the European Meeting of Statisticians, the largest statistics conference in Europe. In my talk entitled “Sparsely observed functional time series: estimation and prediction” I spoke about my first paper carrying the same name.

The colleagues from Fribourg organised Doctoral day in June 2019 for the PhD students of the universities in western Switzerland (Conférence universitaire de Suisse occidentale, CUSO). I gave a talk on my core research around Sparsely observed functional time series.