Curriculum vitae

                                                  Prof. Dr. Miloslav S. Vošvrda

Address

Litvínovská 520
CZ-190 00 Praha 9
Czech Republic

Born

Mladá Boleslav, Czechoslovakia

Education

1961-66

Econometrics, Prague School of Economics

1966-71

Probability and Mathematical Statistics, Charles University in Prague

  1979-83

 

 

1991

2007

Theoretical Cybernetics, Mathematical-Physics Sciences, Institute of Information Theory and Automation ,
Czechoslovak Academy of Sciences (Corresponds to PhD. Degree)

Docent for Econometrics, Charles University in Prague

Professor for Finance, University of Economics in Prague

Experience

1966-70

Dept. of  System Analysis
University of Economics in Prague
research fellow

1971-92

Dept. of Analysis & Modelling of Stochastic Systems, Institute of Information Theory and Automation,
Czechoslovak Academy of Sciences
head of the department

1991-2005

Dept. of Capital Markets Theory
Charles University in Prague
associate professor of mathematical economics and econometrics

1992-1994

The Economics Institute
Academy of Sciences of the Czech Republic
leading research fellow

1994+

Dept. of Econometrics, Institute of Information Theory and Automation,
Academy of Sciences of the Czech Republic
Head of the department

Study visits abroad

1973

Mathematical Institute, University of Vilnius, Luthinia

6 months

1982

Dept. of Statistics University of Helsinki,

1 month

1986

Dept. of Statistics, Oxford, University of Bath

1 month

1988

Dept. of Statistics, University of Bonn

1 month

1991

Dept. of Statistics, University of Dortmund

1 month

1994

Dept. of Applied Economics, University of Cambridge

1 month

1994

London Business School

1 week

1995

London Business School

1 week

1996

London Business School

2 weeks

1996

International Monetary Fund, Washington DC

1 week

1996

Dept. of General Systems, University of NYC

1 week

1997

Dept. of Economics, University of Aberystwyth, Wales, UK

2 weeks

1997

Dept. of Economics, University of Bath, UK

1 week

1998

Dept. of Economics, University of Limerick, Ireland

1 week

Language skills

Czech - native
English, Russian - active
French, German - passive

Research interests - Stochastic Dynamical Economics

  • Dynamical Economics,
  • Financial Econometrics
  • Econophysics

Activities

  • President of the Czech Econometric Society, (1993-1995, 2001-2003)
  • vicedean of the Faculty of Social Sciences, Charles University in Prague, (1995-97)
  • Chairman of the Research Board of the Economics Institute of Academy Sciences of the Czech Republic,(1993-1994)
  • Member of the Research Board of the Faculty of Social Sciences, Charles University in Prague,(1994-2000), (2002- 2009), ( 2014-)
  • Research Board of the Economics Institute of Academy Sciences of the Czech Republic, (1993-1997)
  • Member of the Grant Agency of the Academy of Sciences, the Czech Republic (2000-2012)
  • Society of Computational Economics, Member of the Executive Board (2002-2006), (Europe,USA)
  • International Association of Computing Statistics, (the Netherlands)
  • Society for the Advancement of Economic Theory, (the USA)
  • Czech Mathematical Society
  • Czech Cybernetic Society
  • Czech Statistical Society
  • Member of the supervisor board of Scientific Centers Projects, Ministry of Education, (1997-2003)
  • Member of the Research Board of the Faculty of Statistics and Informatics, University of Economics in Prague, (2000-2006)
  • Member of the Research Board of the Faculty of Finance, University of Economics in Prague, (2004-2006)
  • Member of the Academic Assembly of the Academy of Sciences, the Czech Republic (1998-)
  • Elected member of the Grant Agency of the Czech Republic:
    • Chairman of the economic sciences division(1993-1999), (2005-2007)
    • Chairman of the Social Sciences and Humanities branches, (2005-7)
    • Member of the economic sciences division, (2007-2009)
    • Vicechairman of Economic Sciences  Panel (2009-2012)

 

Selected Projects Activities

 

 ˇ        FP7 EC Project FiNMaP: Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents- 01.01.2014 - 31.12.2016  

ˇ         Czech Science Foudations: Project of Excellence: DYME - Dynamical models in Economics - 01.01.2012 - 01.01.2018

ˇ         Czech Science Foudations: New Approaches to Monitoring and Forecasting Financial Markets - 01.01.2009 - 31.12.2013

ˇ         Czech Science Foudations: Nonlinear Dynamics in Monetary and Financial Economics. Theory and Empirical Models. - 01.01.2009 - 01.01.2011

ˇ         Ministry of Education Youth and Sports: Center for fundamental research for dynamical economics and econometrics - 01.01.2006 - 01.01.2011

ˇ         Czech Science Foudations: Nonlinear dynamical economic systems: Theory and applications - 01.01.2003 - 01.01.2007

 

List of Principal Publications (2004 – 2014)

  1. Krištoufek Ladislav, Vošvrda Miloslav Commodity futures and market efficiency , Energy Economics [2014] Download
  2. Krištoufek Ladislav, Vošvrda Miloslav Measuring capital market efficiency: Global and local correlations structure , Physica. A : Statistical Mechanics and its Applications vol.392, 1 (2013), p. 184-193 [2013] Download
  3. Kodera Jan, Van Tran Q., Vošvrda Miloslav Model of Price Dynamics and Chaos , Prague Economic Papers vol.22, p. 358-384 [2013] Download
  4. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav How do skilled traders change the structure of the market , International Review of Financial Analysis vol.23, 1 (2012), p. 66-71 [2012] Download
  5. Krištoufek Ladislav, Vošvrda Miloslav Efektivita kapitálových trhů: Fraktální dimenze, Hurstův exponent a entropie , Politická ekonomie vol.60, 2 (2012), p. 208-221 [2012] Download
  6. Krtek Jiří, Vošvrda Miloslav Comparing Neural Networks and ARMA Models in Artificial Stock Market , Bulletin of the Czech Econometric Society vol.18, 28 (2011), p. 53-65 [2011] Download
  7. Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav Tail Behavior of the Central European Stock Markets during the Financial Crisis , IES Working Papers vol.2010, 4 (2010), p. 1-17 [2010] Download
  8. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav Smart Agents and Sentiment in the Heterogeneous Agent Model , ERCIM News, 81 (2010), p. 39-40 [2010] Download
  9. Vošvrda Miloslav Editorial , AUCO Czech Economic Review vol.4, 3 (2010), p. 234-235 [2010] Download
  10. Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav Tail Behavior of the Central European Stock Markets during the Financial Crisis , AUCO Czech Economic Review vol.4, 3 (2010), p. 282-294 [2010] Download
  11. Baruník Jozef, Vácha Lukáš, Vošvrda Miloslav Smart predictors in the heterogeneous agent model , Journal of Economic Interaction and Coordination vol.4, 2 (2009), p. 163-172 [2009]
  12. Baruník Jozef, Vošvrda Miloslav Can a stochastic cusp catastrophe model explain stock market crashes? , Journal of Economic Dynamics & Control vol.33, 10 (2009), p. 1824-1836 [2009]
  13. Vácha Lukáš, Baruník Jozef, Vošvrda Miloslav Smart Agents and Sentiment in the Heterogeneous Agent Model , Prague Economic Papers vol.18, 3 (2009), p. 209-219 [2009] Download
  14. Vácha Lukáš, Vošvrda Miloslav Wavelets and Sentiment in the Heterogeneous Agents Model , Bulletin of the Czech Econometric Society vol.15, 25 (2008), p. 41-56 [2008] Download
  15. Vošvrda Miloslav, Baruník Jozef Modelování Krachů na kapitálových trzích: Aplikace teorie stochastických katastrof , Politická ekonomie vol.2008, 6 (2008), p. 759-771 [2008] Download
  16. Vošvrda Miloslav, Vácha LukᚠWavelet Decomposition of the Financial Market , Prague Economic Papers vol.16, 1 (2007), p. 38-54 [2007]
  17. Vošvrda Miloslav, Vácha LukᚠHeterogeneous Agents Model with the Worst Out Algorithm , AUCO Czech Economic Review, 1 (2007), p. 54-66 [2007]
  18. Kodera Jan, Vošvrda Miloslav Production, Capital Stock, and Price Level Dynamics in the Light of Kaldorian Model , Acta Oeconomica Pragensia vol.15, 4 (2007), p. 79-86 [2007]
  19. Kodera Jan, Sladký Karel, Vošvrda Miloslav Neo-Keynesian and Neo-Classical Macroeconomic Models: Stability and Lyapunov Exponents , AUCO Czech Economic Review vol.1, 3 (2007), p. 1-11 [2007]
  20. Klacek J., Vošvrda Miloslav, Schlosser Š. KLE Translog production function and total factor productivity , Statistika vol.87, 4 (2007), p. 261-274 [2007]
  21. Vošvrda Miloslav, Kodera Jan Produkt, kapitál a cenový pohyb v jednoduchém modelu uzavřené ekonomiky , Politická ekonomie vol.54, 3 (2006), p. 339-350 [2006]
  22. Vošvrda Miloslav Empirical analysis of persistence and dependence patterns among the capital markets , Prague Economic Papers vol.15, 3 (2006), p. 231-243 [2006]
  23. Vácha Lukáš, Vošvrda Miloslav Heterogenous Agents Model with the Worst Out Algorithm , Prague Social Science Studies, 8 (2006), p. 3-19 [2006]
  24. Kodera Jan, Sladký Karel, Vošvrda Miloslav A small-open-economy model and endogeous money stock , Acta Oeconomica Pragensia vol.13, 1 (2005), p. 27-34 [2005]
  25. Vácha Lukáš, Vošvrda Miloslav Dynamical agents' strategies and the fractal market hypothesis , Prague Economic Papers vol.14, 2 (2005), p. 172-179 [2005]
  26. Vošvrda Miloslav, Žikeš Filip An application of the GARCH-t model on Central European stock returns , Prague Economic Papers vol.12, 1 (2004), p. 26-39 [2004]