Division of Economics and Financial Models

Division of Economics and Financial Models (DEFM DAMS FMPI CU) is one of the three parts of the Department of Applied Mathematics and Statistics. The scientific research of the department focuses on the areas of financial mathematics, partial differential equations, mathematical programming, optimal control theory and scientific/technical calculations. Employees of the department are involved in the education process at the study programs Mathematics of Economy and Finance, Mathematics of Economy, Finance and Modeling and Insurance Mathematics.

doc. RNDr. Margaréta Halická, CSc.
Head of Division

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Office: M 268
Phone: 02/602 95 723
E-mail: margareta.halicka(at)fmph.uniba.sk

Main areas of research

  • Convex optimization
  • DEA models

Selected grant projects

  • VEGA 1/0611/21 Moderné metódy konvexnej optimalizácie v obálkovej analýze dát a ich aplikácie
  • APVV-20-0311 Novel qualitative and numerical methods for solving Hamilton-Jacobi-Bellman equations involving conic optimization problems
  • VEGA 1/0062/18 Riešenie priamych a inverzných úloh s variačnou štruktúrou pomocou moderných metód kónického programovania

Permanent staff

doc. RNDr. Ján Boďa, CSc.

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Office: M 233
Phone: 02/602 95 633
E-mail: jan.boda(at)fmph.uniba.sk

doc. Dr. Zuzana Chladná

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Office: M 206
Phone: 02/602 95 180
E-mail: zuzana.chladna(at)fmph.uniba.sk

Main areas of research

  • Mathematical models of infectious diseases
  • Real options

Selected grant projects

  • APVV-20-0311 Novel qualitative and numerical methods for solving Hamilton-Jacobi-Bellman equations involving conic optimization problems

doc. Mgr. Igor Melicherčík, PhD.

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Department Chair
Office: M 207
Phone: 02/602 95 477
E-mail: igor.melichercik(at)fmph.uniba.sk

Main areas of research

  • Dynamic models of portfolio management
  • Pension systems
Selected grant projects
  • VEGA 1/0760/22 Modelling negative interest rates
  • APVV-20-0311 Novel qualitative and numerical methods for solving Hamilton-Jacobi-Bellman equations involving conic optimization problems
  • VEGA 1/0251/16 Kvantitatívna analýza modelov úrokových mier v podmienkach eurozóny a pristupujúcich krajín a jej aplikácie

doc. RNDr. Ján Pekár, PhD.

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Office: M 237
Phone: 02/602 95 635
E-mail: jan.pekar(at)fmph.uniba.sk

Main areas of research

  • Time series modelling
Selected grant projects
  • VEGA 2/0009/15 Identifikácia zmien hydrologického režimu tokov a vzájomný vzťah extrémnych hydrologických udalostí v zložitom riečnom systéme povodia Dunaja

doc. RNDr. Beáta Stehlíková, PhD.

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Office: M 266
Phone: 02/602 95 260
E-mail: beata.stehlikova(at)fmph.uniba.sk

Main areas of research

  • Partial differential equations, models of interest rates
  • Analysis of networks
Selected grant projects
  • VEGA 1/0760/22 Modelling negative interest rates - principal investigator
  • APVV-20-0311 Novel qualitative and numerical methods for solving Hamilton-Jacobi-Bellman equations involving conic optimization problems
  • VEGA 1/0062/18 Riešenie priamych a inverzných úloh s variačnou štruktúrou pomocou moderných metód kónického programovania
  • DAAD-MŠ ENANEFA – Efficient Numerical Approximation of Nonlinear Equations in Financial Applications
  • VEGA 1/0251/16 Kvantitatívna analýza modelov úrokových mier v podmienkach eurozóny a pristupujúcich krajín a jej aplikácie - principal investigator

prof. RNDr. Daniel Ševčovič, DrSc.

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Office: M 274
Phone: 02/602 95 660
E-mail: daniel.sevcovic(at)fmph.uniba.sk

Main areas of research

  • Evolution of plane curves
  • Mathematical problems in pricing derivative securities
  • Nonlinear optimization and Inverse problems

Selected grant projects

  • VEGA 1/0760/22 Modelling negative interest rates
  • VEGA 1/0611/21 Moderné metódy konvexnej optimalizácie v obálkovej analýze dát a ich aplikácie
  • APVV-20-0311 Novel qualitative and numerical methods for solving Hamilton-Jacobi-Bellman equations involving conic optimization problems - principal investigator
  • VEGA 1/0062/18 Riešenie priamych a inverzných úloh s variačnou štruktúrou pomocou moderných metód kónického programovania - principal investigator
  • DAAD-MŠ ENANEFA – Efficient Numerical Approximation of Nonlinear Equations in Financial Applications - vedúci slovenského riešiteľského kolektívu (spolu s Univerzitou Wuppertal, SRN)
  • VEGA 1/0251/16 Kvantitatívna analýza modelov úrokových mier v podmienkach eurozóny a pristupujúcich krajín a jej aplikácie

Mgr. Jana Szolgayová, PhD.

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Office: M 206
Phone: 02/602 95 180
E-mail: jana.szolgayova(at)fmph.uniba.sk

Main areas of research

  • Statistical analysis of environmental data
  • Data envelopment analysis

Selected grant projects

  • VEGA 1/0611/21 Moderné metódy konvexnej optimalizácie v obálkovej analýze dát a ich aplikácie

doc. RNDr. Mária Trnovská, PhD.

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Office: M 267
Phone: 02/602 95 134
E-mail: maria.trnovska(at)fmph.uniba.sk

Main areas of research

  • Conic programming and its applications
  • Dynamic models of portfolio management
  • Data envelopment analysis

Selected grant projects

  • VEGA 1/0611/21 Moderné metódy konvexnej optimalizácie v obálkovej analýze dát a ich aplikácie - principal investigator
  • APVV-20-0311 Novel qualitative and numerical methods for solving Hamilton-Jacobi-Bellman equations involving conic optimization problems
  • VEGA 1/0062/18 Riešenie priamych a inverzných úloh s variačnou štruktúrou pomocou moderných metód kónického programovania

Externs

Mgr. Ing. Pavol Jurča, PhD.

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Office: M 266
Phone: 02/602 95 260
E-mail: pavol.jurca(at)fmph.uniba.sk
E-mail: pavol.jurca(at)nbs.sk

Main areas of research

  • Optimal control
  • Quantitative analysis of financial risks
  • Banking sector

PhDr. Štefan Rychtárik, PhD.

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E-mail: stefan.rychtarik(at)fmph.uniba.sk
E-mail: stefan.rychtarik(at)nbs.sk

Main areas of research

  • Financial stability
  • Macroeconomic developments
  • Economic policies

Mgr. Stanislav Sekereš

Mgr. Stanislav Sekereš

E-mail: stanislav.sekeres(at)dell.com

Main areas of teaching

  • Databases and data analysis

PhD students

Mgr. Alex Babiš

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Office: M 203
Phone: 02/602 95 183
E-mail: alex.babis(at)fmph.uniba.sk

Tutor: doc. RNDr. Beáta Stehlíková, PhD.
Title of the dissertation thesis: Analysis of financial markets using stochastic modelling

VSelected grant projects

  • VEGA 1/0611/21 Moderné metódy konvexnej optimalizácie v obálkovej analýze dát a ich aplikácie

Mgr. Terézia Fulová

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Office: M 271
Phone: 02/602 95 197
E-mail: terezia.fulova(at)fmph.uniba.sk

Tutor: doc. RNDr. Mária Trnovská, PhD.
Title of the dissertation thesis: Optimization methods with conical structure

Selected grant projects

  • VEGA 1/0611/21 Moderné metódy konvexnej optimalizácie v obálkovej analýze dát a ich aplikácie
  • APVV-20-0311 Novel qualitative and numerical methods for solving Hamilton-Jacobi-Bellman equations involving conic optimization problems

Mgr. Ján Gašper, DiS.art.

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Office: M 203
Phone: 02/602 95 183
E-mail: jan.gasper(at)fmph.uniba.sk

Tutor: prof. RNDr. Daniel Ševčovič, DrSc.
Consultant:doc. Mgr. Soňa Kilianová, PhD.
Title of the dissertation thesis: Modeling and numerical solution of infectious disease models

VSelected grant projects

  • MATTHIAS − Modelling and Approximation Tools and Techniques for Hamilton-Jacobi-Bellman equations in finance and Innovative Approach to their Solution

Mgr. Jakub Hrdina

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Office: M 203
Phone: 02/602 95 183
E-mail: jakub.hrdina(at)fmph.uniba.sk

Tutor: doc. RNDr. Mária Trnovská, PhD.
Title of the dissertation thesis: Lasserre hierarchies and duality in optimization problems

Selected grant projects

  • VEGA 1/0611/21 Moderné metódy konvexnej optimalizácie v obálkovej analýze dát a ich aplikácie
  • APVV-20-0311 Novel qualitative and numerical methods for solving Hamilton-Jacobi-Bellman equations involving conic optimization problems

Mgr. Tatiana Jašurková

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Office: M 232
Phone: 02/602 95 680
E-mail: tatiana.jasurkova(at)fmph.uniba.sk

Tutor: doc. Mgr. Igor Melicherčík, PhD.
Title of the dissertation thesis: Mathematical model of a fair pension system

Selected grant projects

  • APVV-20-0311 Novel qualitative and numerical methods for solving Hamilton-Jacobi-Bellman equations involving conic optimization problems

Cyril Izuchukwu Udeani

Cyril Izuchukwu Udeani



Office: M 276
Phone: 02/602 95 134
E-mail: cyrilizuchukwu04(at)gmail.com

Tutor: prof. RNDr. Daniel Ševčovič, DrSc.
Title of the dissertation thesis: Qualitative and quantitative analysis of nonlinear Hamilton-Jacobi-Bellman equations for optimal allocation problems

Selected grant projects

  • APVV-20-0311 Novel qualitative and numerical methods for solving Hamilton-Jacobi-Bellman equations involving conic optimization problems