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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- 1 Similar Profiles
Collaborations and top research areas from the last five years
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Detection and localization of changes in a panel of densities
Kutta, T., Jach, A., Ferreira Cardia Haddad, M., Kokoszka, P. & Wang, H., 01.2025, In: Journal of Multivariate Analysis. 205, 105374.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile1 Citation (Scopus) -
Monitoring panels of sparse functional data
Kutta, T., Jach, A. & Kokoszka, P., 21.11.2024, In: Journal of Time Series Analysis.Research output: Contribution to journal › Article › Scientific › peer-review
Open AccessFile1 Citation (Scopus) -
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. 41, 3-4, p. 73-82 10 p.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
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, 15.05.2018
Dataset
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100 Problems of Mathematical and Quantitative Finance Illustrated in R
Jach, A. (PI)
05.05.2026 → 05.05.2028
Project: Externally funded project
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Tracking toxicity in fast and complex markets
Jach, A. (PI)
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)
Jach, A. (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)
Jach, A. (Reviewer)
2024Activity: Publication peer-review and editorial work › Peer review / evaluation of conference papers
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Teaching (with) R
Jach, A. (Attendee)
08.02.2023Activity: Participating in or organising an event › Organisation of / participation in conferences, workshops, courses, seminars
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The North American Journal of Economics and Finance (Journal)
Jach, A. (Reviewer)
2023Activity: Publication peer-review and editorial work › Peer review / evaluation of conference papers
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Journal of Classification (Journal)
Jach, A. (Reviewer)
2023Activity: Publication peer-review and editorial work › Peer review / evaluation of conference papers