Guest lecture: Market data imputation - state space framework - 28. 4., 9:30 am

We would like to invite all students and faculty members to a lecture by Tomáš Sobotka, PhD, and Michal Svatoň (IES graduate, PhD University of Zurich) on "Market data imputation - state space framework," which will take place on Monday, 28 April, from 9:30 am in Aula 314. This guest lecture will traditionally take place as part of the Applied Econometrics course.

Tomáš Sobotka is a partner in Ernst & Young, s.r.o. in the advisory team for financial institutions. He focuses on modeling and managing market risks and publishes research papers in this field in international journals.