prof. RNDr. Jan Ámos Víšek CSc.

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Position: Professor, Director of Graduate Studies
Field of interest: Robust Econometrics and Statistics
Membership: Internal, Macroeconomics and Econometrics

Contact

Office: 407
Email: visek [AT] fsv [DOT] cuni [DOT] cz
Phone: 222 112 313
Personal web pages: http://instituty.fsv.cuni.cz/~visekjan/
Available: Usually Tuesday 14.30 - 16.00 but please confirm it by e-mail, may be to find some other agreement. Presentations in for econometrics can be found on http://samba.fsv.cuni.cz/~visekjan. There are also some other presentation, mostly from conferences.

More information

Syllabi

Course supervisor

JEB035 - Advanced Statistics
JEM160 - Robust Statistics and Econometrics

Teacher

JEB035 - Advanced Statistics
JEM160 - Robust Statistics and Econometrics

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Organisation Memberships

International Statistical Institute (elected member), Bernoulli society, Internatinal Association for Computational Statistics, JCMF, CSS, Vedecka rada Fakulty managementu VSE v Jidrichove Hradci, Vedecka rada Fakulty informatiky a statistiky VSE, Redakcni rada AOP, Spravni rada Nadani Josefa, Marie a Zdenky Hlavkovych, Pracovcni skupina ekonomie pri Akreditacni komisi

Education

1965 - 70 RNDr. from faculty of MF
1971 - 74 CSc. from dep. of probability theory and statistics, faculty of MF
1996 Associated professor Charles University, Faculty of MF
2007 Professor Charles University, Faculty of MF

Job history

1975 - Institute of Information Theory and Automation
AS ČR + 1995 - IES FSS Charles university (1997 - 2002 vicedean, 2003 - 2010 dean)
1991 -1992 + 1995 (09 - 12) University of Extremadura, Spain

Extra activities

IES FSS UK:
1995 - 2010 Statistics and probabilityt I, II a III
1995 - 2010 Econometrics I a II
1995 - 2002 Econometrics III
1995 - 1998 Stochastic calculus for capital markets
2010 - Econometrics I
2011 - Advanced Statistics I
KPMS MFF UK:
since 2001 - Seminar for econometricians
FJFI -
since 1995 - Statistical data processing

Awards and prizes

Paper
Sensitivity analysis of M-estimates,
Annals of the Institute of Statistical Mathematics, 48(1996), 469-495,

was appreciated as the best paper of the Institute of Information Theory and Automation in 1996.


Paper
Combining forecasts using
the least trimmed squares,
Kybernetika, 37,(2001), 183 - 204,

was appreciated as the best paper of the Institute of Information Theory and Automation published in the journal Kybernetika in 2001.

On April 7, 2010, the rector Prof. Václan Hampl has appriciated me by Gold medal of Charles University.

Topics for supervision

Bachelor theses

Possible an agreement about any topic on robust data processing.

Master theses

Possible an agreement on a topic from robust econometrics or statistics - eithert some theoretical work (mostly a generalization of classical estimator, test, diagnostic tool etc. for the robust framework) or an extensive case or simulation study.

Supervised Bachelor theses

all/awarded: 7/3
Awarded: Bc. Magdaléna Raušová, Bc. Věra Bludská, Bc.Jakub Jeřábek

Supervised Master Theses

all/awarded: 7/3
Awarded: Mgr. Jiří Slačálek, Mgr. Martin Sommer, Mgr. Tomáš Barči

Supervised Ph.D. Theses

number: 2
Mgr. Eva Michalíková, Ph.D. (23.5.2012), PhDr. Vít Bubák, M.A., Ph.D.

Current Ph.D. students

number: 1
Ing. David Kocourek

Downloadable

01_First_lecture_handout
01_The_first_lecture
02_Druha_prednaska
02_The_second_lecture
03_The_third_lecture
03_The_third_lecture_handout
04_The_fourth_lecture_the_first_part
04_The_fourth_lecture_the_first_part_handout
04_The_fourth_lecture_the_fourth_part
04_The_fourth_lecture_the_fourth_part_handout
04_The_fourth_lecture_the_second_part
04_The_fourth_lecture_the_second_part_handout
04_The_fourth_lecture_the_third_part
04_The_fourth_lecture_the_third_part_handout

Partners

ČSOB
Deloitte
McKinsey & Company

Sponsors

CRIF