About

My path from a mathematics student, through working in a tech start-up and business consulting, to becoming a researcher in statistics and data scientist

Biography

Biography

I'm a quantitative analyst in Qminers a high-frequency market making firm operating from the hearth of Prague, Czech Republic. My work primarily involves designing new trading strategies, creating mathematical models of the markets, and fitting machine learning models to market data.

I obtained my PhD degree in mathematics 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.

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

Contact

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