Research output per year
Research output per year
Personal profile
Education information
Doctor of Philosophy, Mathematics, Utah State University, United States, 2006Research and teaching information
Creating Moodle quizzes in an automated manner:
Want to start using R, but not quite sure where to start? Here are some suggestions:
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)
Why pursue a PhD? - three practical reasons by Philip Guo
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
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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.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Reassessing the evidence on factor and portfolio premia
Jach, A. & Antell, J., 26.06.2024, In: Statistics & Risk Modeling : with Applications in Finance and Insurance.Research output: Contribution to journal › Article › Scientific › peer-review
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Tracking toxicity in fast and complex markets
Jach, A., 04.07.2024, In: Journal of Risk. 26, 4, p. 31-50 20 p.Research output: Contribution to journal › Article › Scientific › peer-review
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An intraday analysis of the Dow-30 stocks during the early stages of the COVID-19 pandemic
Jach, A., 19.01.2022, In: Nordic Journal of Business. 70, 4, p. 309-316Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile -
Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density
McElroy, T. & Jach, A., 29.07.2022, In: Computational Statistics & Data Analysis. 177, 107580.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile1 Citation (Scopus) -
A General Comovement Measure for Time Series
Jach, A., 2021, Mathematical and Statistical Methods for Actuarial Sciences and Finance: eMAF2020. Corazza, M., Gilli, M., Perna, C., Pizzi, C. & Sibillo, M. (eds.). 1 ed. Cham: Springer, p. 279-284 (Mathematical and Statistical Methods for Actuarial Sciences and Finance).Research output: Chapter in Book/Report/Conference proceeding › Chapter › Scientific › peer-review
2 Citations (Scopus)
Datasets
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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
Projects
- 1 Finished
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Tracking toxicity in fast and complex markets
03.05.2022 → 03.05.2024
Project: Externally funded project
Activities
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Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF 2024)
Agnieszka Jach (Speaker: Presenter)
04.04.2024 → 06.04.2024Activity: Participating in or organising an event › Organisation of / participation in conferences, workshops, courses, seminars
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Scandinavian Journal of Statistics (Journal)
Agnieszka Jach (Reviewer)
2024Activity: Publication peer-review and editorial work › Peer review / evaluation of conference papers
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Teaching (with) R
Agnieszka Jach (Attendee)
08.02.2023Activity: Participating in or organising an event › Organisation of / participation in conferences, workshops, courses, seminars
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Journal of Classification (Journal)
Agnieszka Jach (Reviewer)
2023Activity: Publication peer-review and editorial work › Peer review / evaluation of conference papers
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The North American Journal of Economics and Finance (Journal)
Agnieszka Jach (Reviewer)
2023Activity: Publication peer-review and editorial work › Peer review / evaluation of conference papers