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Resume (English only)
Academic Achievements
Published and accepted journal papers include works on scores for multivariate distributions and level sets, probabilistic forecasting of patient waiting times in an emergency department, forecasting value at risk and expected shortfall using a model with a dynamic omega ratio, a comparison of methods for forecasting value-at-risk and expected shortfall of cryptocurrencies, modelling uncertainty: probabilistic forecasting using weather ensemble predictions, etc.
Background
Research interests: Time series forecasting, particularly in probabilistic forecasting. Application areas include call centers, energy and the environment, financial markets, and inventory management.