Tomas Rubin
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
Selected publications
| Rubín, T and Panaretos, VM |
Spectral Simulation of Functional Time Series |
| Rubín, T |
Yield curve and macroeconomy interaction: evidence from the non-parametric functional lagged regression approach |
| Rubín, T and Panaretos, VM Journal of Time Series Analysis (to appear) |
Functional Lagged Regression with Sparse Noisy Observations |
| Rubín, T and Panaretos, VM Electronical Journal of Statistics |
Sparsely Observed Functional Time Series: Estimation and Prediction |