Abstrakt
Project CENTRAL connects the Department of Statistics at Charles University in Prague with similar institutes at Humboldt-Universität zu Berlin, Budapesti Műszaki és Gazdaságtudományi Egyetem (University of Technology and Economics), Uniwersytet Warszawski, and Universität Wien for the purpose of exchanging findings and innovations on the topic, as well as methods of teaching and information distribution. Main topics of interest are high-dimensional time series, financial risk, sentiment surprises, extreme events, copulae, cryptocurrencies, data mining: modelling of high-dimensional data sets plays a central role in actuarial science, econometrics, finance, and statistics.
Emphasis is placed upon the involvement of PhD-students in research and development. Regular meetings of the professors and PhD-students at annual workshops in different cities (Berlin, Budapest, Prague, Vienna, Warsaw) give PhD-students from all partner universities the chance to present and discuss their current work and progress on the topic.
They thus benefit from the opportunity to reflect and contribute directly to contemporary research in an environment of dynamic learning.