Soňa Kilianová, PhD. - Short mathematical CV



Education:
MSc. (2004): Faculty of Mathematics, Physics and Computer Science, Comenius University. Thesis: Analytical and numerical methods for stock index derivative pricing. Supervisor: Daniel Sevcovic. (pdf)
PhD. (2008): Faculty of Mathematics, Physics and Computer Science, Comenius University. Thesis: Stochastic Dynamic Optimization Models for Pension Planning. Supervisor: Daniel Sevcovic. (pdf)

Positions:
[a] Oct 2007 - now: research assistant and teacher at FMPhCS CU
[d] Oct 2004 - Oct 2007: Phd student at FMPhCS CU
[w] Jan 2005 - June 2007: research assistant at Department of Statistics and Desicion Support Systems, University of Vienna, Vienna, Austria. Project title: Risk measurement for long-term positions. Project leader: Prof. Georg Pflug.

Publications:
[10 kniha] H. Hudeckova, D. Sevcovic a kol. (2017): Biomatematicke modelovanie a vyhodnocovanie indikatorov ockovania ochoreni preventabilnych ockovanim. IRIS, Vydavatelstvo a tlac, s.r.o., 2017. ISBN: 978-80-8200-002-6
[9 kniha] K. Jankova a kol. (2015): Markovove retazce a ich aplikacie. Epos, Bratislava, 2015.
[8] S. Kilianova, P. Brunovsky (2015): Ockovanie versus spomalovanie sirenia nakazy: pripad chripky, Aktualne problemy verejneho zdravotnictca vo vyskume a praxi II, Martin 2015, Jesseniova lekarska fakulta UK v Martine, ISBN 978-80-971836-6-0
[7] S. Kilianova, M. Trnovska (2014): Robust Portfolio Optimization via solution to the Hamilton-Jacobi-Bellman Equation, International Journal of Computer Mathematics, Vol. 93, No. 5, 725-734, published online in (Taylor & Francis) (2014). DOI: 10.1080/00207160.2013.871542.
[6] S. Kilianová, D. Sevcovic: Riccati Transformation Method for Solving Constrained Dynamic Stochastic Optimal Allocation Problem, In: Proceedings of the 13th International Conference on Computational and Mathematical Methods in Science and Engineering, CMMSE 2013, 24-27 June, 2013. Eds. I.P.Hamilton, J. Vigo-Aguiar, pp. 852-857, ISBN: 978-84-616-2723-3
[5] S. Kilianova, D. Sevcovic (2013): A Transformation Method for Solving the Hamilton-Jacobi-Bellman Equation for a Constrained Dynamic Stochastic Optimal Allocation Problem, ANZIAM Journal (55) 2013, 14-38.
[4] S. Kilianova, G. Pflug (2009): Optimal pension fund management under multi-period risk minimization. Annals of Operations Research, 166 (1), 2009, 261-270.
[3] S. Kilianova, I. Melichercik, D. Sevcovic (2006): Dynamic and Static Strategies for the Funded Pillar of the Slovak Pension System. Finance a uver - Czech Journal of Economics and Finance, 56 (11-12), 2006, 506-521.
[2] S. Kilianova (2006): The second pillar of the Slovak pension system - interest rate targeting. Journal of Electrical Engineering, 57 (12/s), 2006.
[1] S. Kilianova, D. Sevcovic (2004): Analytical and numerical methods for stock index derivative pricing. Journal of Electrical Engineering, 55, 39-42.

Supervised master theses:
[m18] Kristina Halustokova:
[m18] Oleksandr Kondratyev:
[m18] Katarina Benesova:
[m18] Barbora Streskova:
[m18] Ema Loefflerova:
[m17] Katarina Kocsisova: Predikcia financnych radov pomocou moving average filtrov (2017)
[m16] Michaela Jasurkova: Value-at-risk a conditional value-at-risk ako nástroje na meranie rizika portfólia (2016)
[m15] Andrej Siska: Interaktivna aplikacia pre riesenie uloh teorie hromadnej obsluhy (2015)
[m14] Lukas Pis: Matematicka interpretacia estetickych a kompozicnych zakonitosti v hudbe (2014)
[m14] Martin Busik: Matematicke metody v chemoterapii (2014)
[m13] Boris Letko: Fraktalny Brownov pohyb vo financiach (2013)
[m12] Jozef Kalman: Algoritmy pre zakladnu ulohu dynamickej optimalizacie portfolia (2012) [The thesis was awarded by Slovenska sporitelna SLSP Logo]
[m11] Michal Dobias: Algoritmy stochastickeho programovania (2011) [The thesis was awarded by Slovenska sporitelna SLSP Logo]
[m09] Jana Misana: Model dochodkoveho sporenia minimalizujúci koncove riziko a implementacia CPPI strategie (2009)
[m08] Martin Fitala: Investovanie majetku dochodkovych fondov vzhladom na zakonne obmedzenia (2008)
[m08] Viktor Cibulka: Optimalizacia portfolia vzhladom na miery rizika a jej implementacia vo webovej aplikacii (2008)

Supervised bachelor theses:
[b17] Michal Martonnak: Rozpoznavanie reci - Metody na rozpoznanie dvoch roznych slov (2017)
[b17] Katarína Semancikova: Zakladne metody vylepsenie farebnych obrazkov (2017)
[b16/17] Nina Lucna: Zbierka riesených uloh 1 k predmetu Spracovanie digitalnych signalov (2016-2017)
[b15] Veronika Batoryova: Zakladne metody spracovania obrazu (2015)
[b15] Maros Baruta: Zadlzenost krajin Vysehradskej stvorky (2015)
[b15] Branislav Boda: Aplikacie Fourierovych radov v hudbe (2015)
[b14] Andrej Jakubovic: Uvod do teorie digitalnych filtrov - Low Pass Filter (2014)
[b14] Michaela Jasurkova: Zaklady spracovania digitalnych signalov - Diskretna Fourierova transformacia (2014)
[b13] Simona Galkova: Zakladne metody vypoctu rezerv v nezivotnom poisteni (2013)
[b11] Katarina Beluskova: Matematika a hudba (2011)
[b09] Vladimir Rychtarik: Strategie obchodovania s dlhopismi (2009)
[b08] Zuzana Bouskova: Analyza vplyvu velkosti odvodov do prveho a druheho piliera na dochodkove zabezpecenie (2008)
[b08] Vladimir Balla: Garantovany fond v 2. pilieri dochodkoveho systemu v SR (2008)
[b08] Robert Berec: Optimalizacia portfolia s vyuzitim mier rizika (2008)

Teaching:
Lectures on Digital Signal Processing - spring 2015/16, 16/17
Seminar from (continuous) optimal control - spring 2014/15, 15/16, 16/17
Lectures on Stochastic Methods of Operational Analysis - spring 2010/11, 11/12, 12/13, 13/14, 14/15, 15/16, 16/17
Exercises to Stochastic Methods of Operational Analysis - spring 2009/10
Stochastic Programming - fall 2009/10, 10/11, 11/12
Mathematical software (Matlab) - fall 2006/07, 07/08, 08/09, 09/10, 10/11, 11/12, 12/13, 13/14, 14/15, 15/16, 16/17
Exercises to financial mathematics - spring 2004/05, 05/06, 06/07, 07/08, fall 08/09, 14/15, 15/16
Exercises to mathematical analysis - fall 2004/05, 05/06

Conferences:
[s] Vakcinológia a využitie matematického modelovania v epidemiológii chorôb..., September 12, 2017, Martin, Slovakia
[s] MMEI 2017, September 4-6, 2017, Jindrichuv Hradec, Czech Republic
[s] Equadiff 2017, July 24-28, 2017, STU Bratislava, Slovakia
[s] X. Martinské dni verejného zdravotníctva, March 15-17, 2017, Martin, Slovakia [ziadny prispevok]
[a] Algoritmy 2016, March 13-18, 2016, Podbanske, Slovakia
[f] SCF 2015, July 5-10, 2015, Lisbon, Portugal
[f] IX. Martinské dni verejného zdravotníctva, March 4-6, 2015, Martin, Slovakia [iba poster]
[x] Slovak-Japanese Meeting 2014, September 14-18, 2014, Radzovce, Slovakia
[x] MMEI 2014, September 8-12, 2014, Smolenice, Slovakia
[k] MME&HB, September 3-5, 2013, Valencia, Spain
[k] EURO 26, July 1-4, 2013, Rome, Italy
[k] CEF seminar, February 27, 2013, FMFI UK Bratislava, Slovakia
[k] Seminar TEMATIKA, February 14, 2013, Gymnazium Parovska ul., Nitra, Slovakia
[x] Algoritmy 2012, September 9-14, 2012, Podbanske, Slovakia
[c] Workshop on Scientific Computing 2012, June 15-18, 2012, Decin, Czech Republic
[c] CORS-INFORMS 2009 Meeting, June 14-17, 2009, Toronto, Canada
[o] Algoritmy 2009 Conference, March 15-20, 2009, Podbanske, Slovakia
[#] MME 2008 Conference, September 17-19, 2008, Liberec, Czech Republic
[#] CARIPLO 2008 Workshop, September 3-5, 2008, Edinburgh, United Kingdom
[#] BEM 2008 Meeting, June 12, 2008, Bratislava, Slovakia
[*] APMOD 2008 Conference, May 27-30, 2008, Bratislava, Slovakia
[#] SPXI 2007 Conference, August 27-31, 2007, Vienna, Austria
[o] MMEI 2007 Conference, June 3-7, 2007, Herlany, Slovakia
[o] CEF 2007 Seminar, February 28, 2007, FMFI UK Bratislava, Slovakia
[o] ICCAM 2006 Conference, July 10-14, 2006, Leuven, Belgium
[*] APMOD 2006 Conference, June 19-21, 2006, Madrid, Spain
[*] Iscam 2006 Conference, April 7, 2006, Bratislava, Slovakia
[+] MEMICS 2005 Workshop, October 14-17, 2005, Znojmo, Czech Republic
[+] The 11th AURORA plenary meeting, June 11, 2005, TU Wien, Austria
[o] Algoritmy 2005 Conference, March 17, 2005, Podbanske, Slovakia
[o] Iscam 2004 Conference, April 16, 2004, FEI STU Bratislava, Slovakia

Summer/winter schools followed:
[a] Stochastic Claims Reserving Methods in Insurance, 4-8 July 2012, Vienna University of Technology, Vienna, Austria
[d] Algorithms for Large-Scale Convex Optimization, August 23-27, 2010, Danmarks Tekniske Universitet, Copenhagen-Lyngby, Denmark
[a] Computational Methods with Applications in Finance, Insurance and the Life Sciences AND Stochastic Methods in Partial Differential Equations and Applications of Deterministic and Stochastic PDEs, November 17 - 21, 2008, RICAM Linz, Austria
[a] Advanced Modeling in Finance and Insurance, September 22 - 26, 2008, RICAM Linz, Austria
[d] Mathematical Tools for Complex Systems in Science and Technology, 10-17 June 2007, Danmarks Tekniske Universitet, Copenhagen-Lyngby, Denmark
[i] Workshop on Porting Scientific Applications on Computational GRIDs, 6-17 February 2006, Miramare, Trieste, Italy