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.

Links, seminars, conferences

• Conference Mathematical Methods in Economy and Industry 2021 »
• Conference Algoritmy 2020 »

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

Office: M 268
Phone: +421 2 602 95 723
E-mail: margareta.halickafmph.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

Useful links

• List of recent publications »
• Textbooks and electronic study materials
• Scientific Journal Acta Mathematica Universitatis Comenianae »
• MEFM diploma theses »
• Discussion Forum of MEF – www.EFMforum.sk »

Links to division's websites

doc. RNDr. Ján Boďa, CSc.

Office: M 233
Phone: +421 2 602 95 633
E-mail: jan.bodafmph.uniba.sk

Fields of specialization

• Economics
• Macroeconomics
• Renewable sources of energy

Mgr. Jakub Hrdina, PhD.

Office: M 206
Phone: +421 2 602 95 180
E-mail: jakub.hrdinafmph.uniba.sk

Main areas of research

• Conic programming and applications
• Data envelopment analysis

Selected grant projects

• VEGA 1/0611/21 Moderné metódy konvexnej optimalizácie v obálkovej analýze dát a ich aplikácie
• MATTHIAS − Modelling and Approximation Tools and Techniques for Hamilton-Jacobi-Bellman equations in finance and Innovative Approach to their Solution (bilaterálny projekt financovaný DAAD a Ministerstvom školstva SR; 2020−2021)
• APVV-20-0311 Nové kvalitatívne a numerické metódy riešenia Hamilton-Jacobi-Bellmanových rovníc obsahujúcich kónické optimalizačné problémy

doc. Dr. Zuzana Chladná

Office: M 271
Phone: +421 2 602 95 197
E-mail: zuzana.chladnafmph.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.

Department Chair
Office: M 207
Phone: +421 2 602 95 477
E-mail: igor.melichercikfmph.uniba.sk

Main areas of research

• Dynamic models of portfolio management
• Pension systems

• 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.

Office: M 237
Phone: +421 2 602 95 635
E-mail: jan.pekarfmph.uniba.sk

Main areas of research

• Time series modelling
• Game theory

• VEGA 2/0009/15 Identifikácia zmien hydrologického režimu tokov a vzájomný vzťah extrémnych hydrologických udalostí v zložitom riečnom systéme povodia Dunaja

Mgr. Jana Szolgayová, PhD.

Office: M 272
Phone: +421 2 602 95 198
E-mail: jana.szolgayovafmph.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. Beáta Stehlíková, PhD.

Office: M 266
Phone: +421 2 602 95 260
E-mail: beata.stehlikovafmph.uniba.sk

Main areas of research

• Partial differential equations, models of interest rates
• Analysis of networks

• 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.

Office: M 274
Phone: +421 2 602 95 660
E-mail: daniel.sevcovicfmph.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

doc. RNDr. Mária Trnovská, PhD.

Office: M 267
Phone: +421 2 602 95 134
E-mail: maria.trnovskafmph.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

Mgr. Ing. Pavol Jurča, PhD.

E-mail: pavol.jurcafmph.uniba.sk
E-mail: pavol.jurcanbs.sk

Fields of specialization

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

PhDr. Štefan Rychtárik, PhD.

E-mail: stefan.rychtarikfmph.uniba.sk
E-mail: stefan.rychtariknbs.sk

Fields of specialization

• Financial stability
• Macroeconomic developments
• Economic policies

Mgr. Stanislav Sekereš

E-mail: stanislav.sekeresdell.com

Fields of specialization

• Databases and data analysis

Neda Bagheri Renani

Office: M 276
Phone: +421 2 602 95 134
E-mail: neda.bagherifmph.uniba.sk

Tutor: prof. RNDr. Daniel Ševčovič, DrSc.
Title of the dissertation thesis: Qualitative and numerical aspects of a motion of a family of interacting curves in space

Mgr. Bernadett Bertóková

Office: M 232
Phone: +421 2 602 95 680
E-mail: bernadett.bertokovafmph.uniba.sk

Tutor: doc. RNDr. Mária Trnovská, PhD.
Title of the dissertation thesis: Optimization techniques in data envelopment analysis