Tomas Rubin
tomas.rubin@epfl.ch +41 21 693 55 31 http://www.tomasrubin.cz
EPFL SB MATH SMAT
MA B1 493 (Bâtiment MA)
Station 8
CH-1015 Lausanne
Web site: Web site: https://smat.epfl.ch
Web site: Web site: https://go.epfl.ch/edma
Research Interests
Functional Data Analysis (FDA)
Statistical Inference of Stochastic Processes & Time-series
Non-parametric Statistics
Quantitative finance
Statistical Inference of Stochastic Processes & Time-series
Non-parametric Statistics
Quantitative finance
Awards and Honours
2nd place in Competition for the Best Student Paper in Theoretical Economics
(2016)
1st place in international student scientific competition "SVOC" (2016)
Best Bachelor’s thesis in Mathematics at Charles University in Prague (2013)
1st place in international student scientific competition "SVOC" (2013)
(2016)
1st place in international student scientific competition "SVOC" (2016)
Best Bachelor’s thesis in Mathematics at Charles University in Prague (2013)
1st place in international student scientific competition "SVOC" (2013)
Education
PhD
Statistics
EPFL
2016-
Master
Probability Theory
Charles University in Prague
2013-2016
Bachelor
General Mathematics
Charles University in Prague
2010-2013
Publications
Other publications
Papers
Rubín, T. & Panaretos, V. M. (2019). Functional Lagged Regression with Sparse Noisy Observations. arXiv:1905.07218.
Rubín, T. & Panaretos V. M. (2020). Sparsely Observed Functional Time Series: Estimation and Prediction. Electronical Journal of Statistics, 14 (1): 1137-1210, 2020
Rubín, T. & Panaretos V. M. (2020). Sparsely Observed Functional Time Series: Estimation and Prediction. Electronical Journal of Statistics, 14 (1): 1137-1210, 2020