Photo of Agnieszka Jach
  • P.O. Box 479

    00101 Helsinki

    Finland

  • 134 Citations
  • 6 h-Index
20182019

Research output per year

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Personal profile

Education information

Doctor of Philosophy, Mathematics, Utah State University, United States, 2006

Research and teaching information

Working papers:

A general comovement measure for time series

(Rcode)

Creating Moodle quizzes in an automated manner:

-my article

-article's supplementary material

-video showing how to use supplementary material

-additional material (another example)

-video showing how to use additional material

Want to start using R, but not quite sure where to start? Here are some suggestions:

Quick-R

Cookbook for R

datacamp, Introduction to R

CRAN, manuals

And what about Python? Why not try getting these Certifications at freeDataCamp

Scientific Computing with Python
Data Analysis with Python
Machine Learning with Python

Fun/interesting (?) links:

FlowingData (Out, liar!) (3D yield curve)

Rpackage ggplot2

Why pursue a PhD? - three practical reasons by Philip Guo

PhD comics

Looking for interesting and diverse data sets for crunching? Kaggle

Some correlations

Education/Academic qualification

Mathematics, MS, Wroclaw University of Technology

Award Date: 11.06.2001

Keywords

  • 112 Statistics and probability
  • time series
  • long memory
  • heavy tails
  • wavelets
  • subsampling
  • self-normalization
  • parameter-dependent convergence rates
  • multi-scale phenomena
  • 511 Economics
  • econometrics
  • finance

Fingerprint Dive into the research topics where Agnieszka Jach is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output

  • 134 Citations
  • 6 h-Index
  • 4 Article

Short-, Long- and Cross-Term Comovement of OMXH25 Stocks

Jach, A. & Felixson, K., 16.12.2019, In : Nordic Journal of Business. 68, 3, p. 23-39 17 p.

Research output: Contribution to journalArticleScientificpeer-review

Open Access
File
  • Testing Collinearity of Vector Time Series

    McElroy, T. S. & Jach, A., 29.01.2019, In : The Econometrics Journal. 22, 2, p. 97-116 20 p.

    Research output: Contribution to journalArticleScientificpeer-review

  • Assessing scale-wise similarity of curves with a thick pen: As illustrated through comparisons of spectral irradiance

    Hartikainen, S. M., Jach, A., Grané, A. & Robson, T. M., 12.09.2018, In : Ecology and Evolution. 8, 20, p. 10206-10218 13 p.

    Research output: Contribution to journalArticleScientificpeer-review

    Open Access
    File
  • 8 Citations (Scopus)

    Using LaTeX's moodle package and R's Sweave to easily create data-driven, up-to-date financial mathematics and statistics quizzes for Moodle

    Jach, A., 2018, In : MSOR Connections. 17, 1, p. 32-36 5 p.

    Research output: Contribution to journalArticleScientificpeer-review

    Open Access
    File
  • Datasets

    Spectral irradiance at Lammi Biological Station Research Forest 2015: for assessing scale-wise similarity of curves with a thick pen

    Hartikainen, S. M. (Creator), Jach, A. (Creator), Grané, A. (Creator) & Robson, T. M. (Creator), Zenodo, 2018

    Dataset

    Activities

    • 6 Organisation of / participation in conferences, workshops, courses, seminars

    Mathematical and Statistical Methods for Actuarial Sciences and Finance (eMAF 2020)

    Agnieszka Jach (Member of organizing committee)

    18.09.202025.09.2020

    Activity: Participating in or organising an eventOrganisation of / participation in conferences, workshops, courses, seminars

    Teaching and Learning Mathematics Online

    Agnieszka Jach (Attendee)

    02.06.202003.06.2020

    Activity: Participating in or organising an eventOrganisation of / participation in conferences, workshops, courses, seminars

    E-Assessment in Mathematical Sciences (EAMS 2020)

    Agnieszka Jach (Speaker: Presenter)

    29.06.202001.07.2020

    Activity: Participating in or organising an eventOrganisation of / participation in conferences, workshops, courses, seminars

    Mathematical and Statistical Methods for Actuarial Sciences and Finance (eMAF 2020)

    Agnieszka Jach (Speaker: Presenter)

    18.09.202025.09.2020

    Activity: Participating in or organising an eventOrganisation of / participation in conferences, workshops, courses, seminars

    Teaching and Learning of Mathematical and Statistical Computing Online

    Agnieszka Jach (Attendee)

    21.09.2020

    Activity: Participating in or organising an eventOrganisation of / participation in conferences, workshops, courses, seminars