{"id":16,"date":"2019-11-20T11:55:29","date_gmt":"2019-11-20T10:55:29","guid":{"rendered":"http:\/\/petraposedelsimovic.from.hr\/?page_id=16"},"modified":"2023-04-03T10:05:57","modified_gmt":"2023-04-03T08:05:57","slug":"cv","status":"publish","type":"page","link":"http:\/\/petraposedelsimovic.from.hr\/?page_id=16","title":{"rendered":"CV"},"content":{"rendered":"<p><strong>Name<\/strong>: Petra<\/p>\n<p id=\"h.p_NgiSt6RiC0wW\" class=\"zfr3Q\"><strong>Surname<\/strong>: Posedel \u0160imovi\u0107<\/p>\n<p id=\"h.p_WV0vaz6xC0wW\" class=\"zfr3Q\"><strong>Address<\/strong>: Faculty of Agriculture, University of Zagreb, Sveto\u0161imunska cesta 25, 10000 Zagreb, Croatia<\/p>\n<p id=\"h.p_bdxUAAtxC0wX\" class=\"zfr3Q\"><strong>e-mail:<\/strong>&nbsp;<a class=\"dhtgD aw5Odc\" href=\"mailto:pposedel@agr.hr\" target=\"_blank\" rel=\"noopener\">pposedel@agr.hr<\/a><\/p>\n<p id=\"h.p_aH9PBAQKC0wX\" class=\"zfr3Q\"><strong>Phone<\/strong>: +385 1 239 3987<\/p>\n<p id=\"h.p_zaat7r_eC0wY\" class=\"zfr3Q\"><strong>Fax<\/strong>: +385 1 231 5300<\/p>\n<p id=\"h.p_yagpmGyuC0wd\" class=\"zfr3Q\"><strong>Citizenship:&nbsp;<\/strong>Croatian<\/p>\n<p id=\"h.p_2QobxDmmC0wf\" class=\"zfr3Q\"><strong>Education:<\/strong><\/p>\n<p id=\"h.p_oLjcoapTC0wg\" class=\"zfr3Q\">PhD degree<\/p>\n<ul class=\"n8H08c UVNKR\">\n<li id=\"h.p_SxoVTdRdC0wh\" class=\"TYR86d zfr3Q\">April 17, 2007: &#8216;Inference for a Class of Stochastic Volatility Models in Presence of Jumps: a Martingale Estimating Function Approach&#8217;<\/li>\n<li id=\"h.p_kOLvW7bEC0wi\" class=\"TYR86d zfr3Q\">2003-2007, PhD study in Statistics, University &#8216;Luigi Bocconi&#8217;, Institute of Quantitative Methods, Milan, Italy<\/li>\n<\/ul>\n<p id=\"h.p_1t92oIzQC0wj\" class=\"zfr3Q\">Master degree<\/p>\n<ul class=\"n8H08c UVNKR\">\n<li id=\"h.p_8GW9Hca9C0wk\" class=\"TYR86d zfr3Q\">October 26, 2004: &#8216;Properties and Estimation of the GARCH model&#8217;<\/li>\n<li id=\"h.p_qm7ZIz8eC0wl\" class=\"TYR86d zfr3Q\">2000-2004, Faculty of Natural and Mathematical Science, University of Zagreb<\/li>\n<\/ul>\n<p id=\"h.p_ZDxxkwGCC0wm\" class=\"zfr3Q\">Bachelor degree<\/p>\n<ul class=\"n8H08c UVNKR\">\n<li id=\"h.p_5k2zT02wC0wn\" class=\"TYR86d zfr3Q\">October 1, 1999: &#8216;Sequential test with likelihood ratio&#8217;<\/li>\n<li id=\"h.p_qq-Bzsp8C0wo\" class=\"TYR86d zfr3Q\">1994-1999, Faculty of Natural and Mathematical Science, University of Zagreb, section of mathematics, statistics and computer science<\/li>\n<\/ul>\n<p id=\"h.p_6cvYkXzCC0wt\" class=\"zfr3Q\"><strong>Employment:<\/strong><\/p>\n<ul class=\"n8H08c UVNKR\">\n<li id=\"h.p_4mzI3LFKC0wv\" class=\"TYR86d zfr3Q\">Assistant Professor, Department of Information Sciences and Mathematics, Faculty of Agriculture, University of Zagreb, October 2019-<\/li>\n<li id=\"h.p_fE09V_6Tt-Is\" class=\"TYR86d zfr3Q\">Professor at Zagreb School of Economics and Management, Mathematics and Statistics Department, March 2014- September 2019<\/li>\n<li id=\"h.p_KUZHNcU6C0wv\" class=\"TYR86d zfr3Q\">Professor at Zagreb School of Economics and Management, Finance Department, 2013 &#8211; 2014<\/li>\n<li id=\"h.p_dR-0gf5uC0ww\" class=\"TYR86d zfr3Q\">Lecturer at Zagreb School of Economics and Management, Finance Department, 2011 \u2013 2013<\/li>\n<li id=\"h.p_OUH4yisMC0ww\" class=\"TYR86d zfr3Q\">Assistant Professor in Financial Mathematics, Faculty of Electrical Engineering and Computing, University of Zagreb, 2013 &#8211;<\/li>\n<li id=\"h.p_Fbc1iz8bC0wx\" class=\"TYR86d zfr3Q\">Lecturer in Financial Mathematics, Faculty of Electrical Engineering and Computing, University of Zagreb, 2009 &#8211; 2013<\/li>\n<li id=\"h.p_h4EaJVo_C0wx\" class=\"TYR86d zfr3Q\">Higher Assistant (i.e. TA with Ph.D. on tenure track licensed to lecture), Faculty of Economics and Business Zagreb, University of Zagreb, 2008 &#8211; 2011<\/li>\n<li id=\"h.p_lw9Ac6x6C0wy\" class=\"TYR86d zfr3Q\">Teaching and Research Assistant , Faculty of Economics and Business, University of Zagreb , 2000-2008<\/li>\n<\/ul>\n<p id=\"h.p_aokNb6OkC0w0\" class=\"zfr3Q\"><strong>Visiting Scholar:<\/strong><\/p>\n<ul class=\"n8H08c UVNKR\">\n<li id=\"h.p_OOO0CoLnC0w2\" class=\"TYR86d zfr3Q\">Institute for Quantitative Methods, Bocconi University, Milan, Italy, PhD study<\/li>\n<li id=\"h.p_Hm1_LKtrC0w3\" class=\"TYR86d zfr3Q\">Department of Mathematical Sciences, Aarhus University, Aarhus, Denmark, PhD research, August 2005 \u2013 July 2006<\/li>\n<li id=\"h.p_nPRcrynnC0w4\" class=\"TYR86d zfr3Q\">Technische Univesit\u00e4t Wien, Institute for Mathematical Methods in Economics, Financial and Actuarial Mathematics, Vienna, Austria, Postdoctoral research, March &#8211; June 2008<\/li>\n<\/ul>\n<p id=\"h.p_ubCydHPLC0w6\" class=\"zfr3Q\"><strong>Short visits:<\/strong><\/p>\n<ul class=\"n8H08c UVNKR\">\n<li id=\"h.p_it3QgZF6C0w7\" class=\"TYR86d zfr3Q\">Technische Univesit\u00e4t Wien, Institute for Mathematical Methods in Economics, Financial and Actuarial Mathematics, Vienna, Austria, PhD research, August \u2013 September 2006;<\/li>\n<li id=\"h.p_olJs7y6mC0w7\" class=\"TYR86d zfr3Q\">School of Economics nd Management, Aarhus University, Aarhus, Denmark, December 7-11, 2008; May 17-21, 2009; August 16 \u2013 September 6, 2009; November 26 \u2013 December 3, 2009; February 8-27, 2010; April 21 \u2013 May 1, 2010; June 22 \u2013 July 2, 2010; August 25 \u2013 September 3, 2010; October 10-17, 2010; May 8-12, 2011; October 23-29, 2011<\/li>\n<li id=\"h.p_IK_TJDPvC0w8\" class=\"TYR86d zfr3Q\">California Institute of Technology, Pasadena, California, September 15-18, 2009<\/li>\n<\/ul>\n<p id=\"h.p_O9lyeanzC0w-\" class=\"zfr3Q\"><strong>Specializations:<\/strong><\/p>\n<ul class=\"n8H08c UVNKR\">\n<li>July 11, 2022, 3rd LTI\/Bank of Italy Workshop on \u201cLong-term investors\u2019 trends: theory and practice\u201d, Bank of Italy, Rome, Italy<\/li>\n<li id=\"h.p_V2s9HPeEC0xD\" class=\"TYR86d zfr3Q\">June, 15-19, 2015, Aarhus Conference on Probability, Statistics and Their Applications, Celebrating the scientific achievements of Ole E. Barndorff-Nielsen, Aarhus Institute of Advanced Studies, Aarhus University, Aarhus, Denmark<\/li>\n<li id=\"h.p_P8et-VWKDfq8\" class=\"TYR86d zfr3Q\">March, 5-6, 2015, Executive Education Effective Decision-Making: Strategies and Methods, Luxembourg School of Business, Luxembourg<\/li>\n<li id=\"h.p__lSdK1D9DgD-\" class=\"TYR86d zfr3Q\">September, 11-12, 2009, NBER-NSF Time Series Conference, University of California, Davis, USA<\/li>\n<li id=\"h.p_KAvUcIkBDaRM\" class=\"TYR86d zfr3Q\">June, 17-18, 2009, South European Center for Contemporary Finance (SECCF) Workshop &#8221;Upravljanje deviznim rizikom&#8221;, Novi Sad, Serbia<\/li>\n<li id=\"h.p_fp32c_bDDafH\" class=\"TYR86d zfr3Q\">September, 6-7, 2008, QPL Workshop on Mathematical Finance for Young Researchers, Berlin, Germany<\/li>\n<li id=\"h.p_vEbqeh9QC0xE\" class=\"TYR86d zfr3Q\">September, 26-28, 2008, Dubrovnik Lectures in Banking and Finance- DBF, seminar \u2018Best Practices in Risk and Asset Management\u2019, Dubrovnik, Croatia<\/li>\n<li id=\"h.p_Z0f9JngYC0xE\" class=\"TYR86d zfr3Q\">September, 12-13, 2008, NBER-NSF Time Series Conference, Aarhus, Denmark<\/li>\n<li id=\"h.p_GXWnOY8PC0xF\" class=\"TYR86d zfr3Q\">March-June, 2006, Danish Doctoral School of Finance, course &#8216;Financial Econometrics&#8217; , School of Economics and Management, Aarhus University, Aarhus, Denmark<\/li>\n<li id=\"h.p_ZA0FUJVCC0xF\" class=\"TYR86d zfr3Q\">March, 20-24, 2006, \u201850 Years Later-Conference on Stochastics in Science in Honor of Ole E. Barndorff-Nielsen\u2019, CIMAT, Guanajuato, Mexico<\/li>\n<li id=\"h.p_8NAE3eUtC0xG\" class=\"TYR86d zfr3Q\">December, 19-20, 2005, 3rd T. N. Thiele Symposium on Stochastic Volatility, Copenhagen, Denmark<\/li>\n<li id=\"h.p_F6u2eewZC0xG\" class=\"TYR86d zfr3Q\">October, 2-4, 2002, International Conference on Operational Research, KOI 2002, Trogir, Croatia<\/li>\n<li id=\"h.p_zNe9PhCGC0xH\" class=\"TYR86d zfr3Q\">July, 1-21, 2002, &#8216;Summer School in Statistics and Probability&#8217; organized by University &#8216;Luigi Bocconi&#8217;, Milan, Italy, course &#8216;Statistical Inference for Stochastic Processes&#8217;<\/li>\n<li id=\"h.p_vDDtPKMtC0xI\" class=\"TYR86d zfr3Q\">August, 25-31, 2001, 9th International Conference on Stochastic Programming, Berlin, Germany<\/li>\n<li id=\"h.p_PlKFCflaC0xI\" class=\"TYR86d zfr3Q\">July, 1-21, 2001, Summer School in Statistics and Probability, organized by University &#8216;Luigi Bocconi&#8217;, Milan, Italy, course &#8216;Large Sample Theory&#8217;<\/li>\n<li id=\"h.p_2dW8JMCMC0xJ\" class=\"TYR86d zfr3Q\">July, 26 \u2013 August, 31, 2000, &#8216;Summer School in Mathematics&#8217;, Perugia, Italy, organized by Scuola Matematica Interuniversitaria, courses &#8216;Statistics&#8217; and &#8216;Probability&#8217;<\/li>\n<\/ul>\n<p id=\"h.p_eaWlRFlHC0xK\" class=\"zfr3Q\"><strong>Contributed talks:<\/strong><\/p>\n<ul class=\"n8H08c UVNKR\">\n<li>German Probability and Statistics Days GPSD 2023, University of Duisburg-Essen, Essen, Germany, March 7-10, 2023, <em>Managing tail risk in risk premium portfolios: An expected shortfall approach<\/em><\/li>\n<li>Data Science Conference Croatia 2022, Zagreb, Croatia, May 10-12, 2022, <em>Machine Learning in Finance and Economics: classifying the variety of customers online engagement for churn prediction<\/em><\/li>\n<li id=\"h.p_ZBcyhkcQC0xL\" class=\"TYR86d zfr3Q\"><a href=\"https:\/\/www.aktuari.hr\/365-hrvatska-aktuarska-konferencija-2020-novi-izazovi\">Croatian Actuarial Conference 2020 &#8221;New Challenges&#8221;<\/a> (online), Zagreb, Croatia, September 17-18, 2020, <em>How data science transforms the insurance industry<\/em><\/li>\n<li class=\"TYR86d zfr3Q\">AGENDA 2030: ECONOMICS IN A CHANGING WORLD, Umag, Croatia, August 27-28, 2017,&nbsp;<em>Some results on the risk-return tradeoff and leverage effect in the BNS-SV model<\/em><\/li>\n<li id=\"h.p_2oFcWyGiXmH4\" class=\"TYR86d zfr3Q\">World Finance Conference, New York, USA, July 29-31, 2016,&nbsp;<em>The Determinants of Country\u00b4s Risk Premium Volatility: Evidence from Panel VAR Model<\/em><\/li>\n<li id=\"h.p_M7vQP-T8C0xM\" class=\"TYR86d zfr3Q\">24th Symposium of the Society for Nonlinear Dynamics and Econometrics, Tuscaloosa, Alabama, USA, March 10-11, 2016,&nbsp;<em>Time-varying Integration of the Sovereign Bond Markets In European Post-transition Economies<\/em><\/li>\n<li id=\"h.p_pFut1STNC0xN\" class=\"TYR86d zfr3Q\">3rd ZSEM Science Festival, Zagreb, Croatia, February, 22, 2016,&nbsp;<em>Regime Switching Behaviour of Real Estate and Equity Markets in Emerging Countries<\/em><\/li>\n<li id=\"h.p_Pm4AKL_fC0xO\" class=\"TYR86d zfr3Q\">8th International fund management conference and 24th Zagreb Stock Exchange conference &#8220;Challenge of Change, Discovering the future&#8221;, Rovinj, Croatia, October 15-18, 2014,&nbsp;<em>Modeling preferences of investors in the Croatian capital market:market price of volatility risk<\/em><\/li>\n<li id=\"h.p_OqoOqwoTjAWZ\" class=\"TYR86d zfr3Q\">Inzenjerska sekcija Hrvtaskog matemati\u010dkog dru\u0161tva, PMF &#8211; Matemati\u010dki odsjek, Sveu\u010dili\u0161te u Zagrebu, April 10, 2014,&nbsp;<em>Modeliranje preferencija investitora na hrvatskom tr\u017ei\u0161tu kapitala: tr\u017ei\u0161na cijena rizika volatilnosti<\/em><\/li>\n<li id=\"h.p_Vr6zbqHTC0xO\" class=\"TYR86d zfr3Q\">Junior female researchers in probability Workshop, Berlin and Potsdam, Germany, October 10-11, 2013,&nbsp;<em>Asymptotic Analysis for Optimal Estimating Functions for a Class of Stochastic Volatility Models with Jumps<\/em><\/li>\n<li id=\"h.p_tIk5RA3XC0xP\" class=\"TYR86d zfr3Q\">Dynstoch Conference 2013, Copenhagen, Denmark, April 17-19, 2013,&nbsp;<em>Asymptotic Analysis for Optimal Estimating Functions for a Class of Stochastic Volatility Models with Jumps<\/em><\/li>\n<li id=\"h.p_jHeii6MOC0xP\" class=\"TYR86d zfr3Q\">9th Annual Conference of the Croatian Association of Corporate Treasurers, Osijek, Croatia, September 23-25, 2012, Kvantitativne metode mjerenja rizika (In Croatian)<\/li>\n<li id=\"h.p_m_iUPgqwC0xQ\" class=\"TYR86d zfr3Q\">Quantitative Methods in Finance \u2013 2011 Conference, Sydney, Australia, December 14-17, 2011,&nbsp;<em>The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model<\/em><\/li>\n<li id=\"h.p_4aOFmD57C0xQ\" class=\"TYR86d zfr3Q\">2nd Humboldt &#8211; Copenhagen Conference in Financial Econometrics, Copenhagen, Denmark, May 13-14, 2011,&nbsp;<em>The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model<\/em><\/li>\n<li id=\"h.p_hgWbucx3zNrQ\" class=\"TYR86d zfr3Q\">XII International Academic Conference on Economic and Social Development, Moscow, Russia,<em>&nbsp;<\/em>April 5-7, 2011,&nbsp;<em>The Nonlinear House Price Adjustment Process in Developed and Transition Countries<\/em><\/li>\n<li id=\"h.p_g5IwslBgC0xR\" class=\"TYR86d zfr3Q\">International Symposium on Business and Industrial Statistics, Portorose, Slovenia, July 5-9, 2010,&nbsp;<em>The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model<\/em>, The paper was honorary mentioned as a finalist in the NISS\/ASA Best y-BIS Paper Award 2010<\/li>\n<li id=\"h.p_AVgbSm4YC0xR\" class=\"TYR86d zfr3Q\">High-Dimensional Data Analysis in Economics Workshop, Zagreb, Croatia, March 18-19, 2010,&nbsp;<em>Some results on inference for a class of stochastic volatility models with jumps using the martingale estimating function approach<\/em><\/li>\n<li id=\"h.p_w3bOASCRC0xS\" class=\"TYR86d zfr3Q\">Workshop on Statistical Inference for L\u00e9vy Processes with Applications to Finance, Eindhoven, The Netherlands, July 15-17, 2009,&nbsp;<em>Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models<\/em><\/li>\n<li id=\"h.p_3e4B-0MtC0xT\" class=\"TYR86d zfr3Q\">NBER-NSF Time Series Conference, CREATES, University of Aarhus, Aarhus, Denmark, September 12-13, 2008,&nbsp;<em>Joint Analysis and Estimation of Stock Prices and Trading Volume in Barndorff-Nielsen and Shephard Stochastic Volatility Models<\/em><\/li>\n<li id=\"h.p_qF0S4mwYKRYv\" class=\"TYR86d zfr3Q\">Dynstoch Workshop 2008, Padova, Italy, June 26-28, 2008,&nbsp;<em>Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models<\/em><\/li>\n<li id=\"h.p_CgS2U6AKSluR\" class=\"TYR86d zfr3Q\">Croatian Quants Day &#8211; One Day Workshop on Theory and Methods for Quantitative Finance 2008, Zagreb, Croatia, February 22, 2008,&nbsp;<em>Analysis of the EUR\/HRK exchange rate and pricing foreign currency options on the Croatian market<\/em><\/li>\n<li id=\"h.p_gwvzXNZo8pCw\" class=\"TYR86d zfr3Q\">Inzenjerska sekcija Hrvtaskog matemati\u010dkog dru\u0161tva, PMF &#8211; Matemati\u010dki odjel, Sveu\u010dili\u0161te u Zagrebu, February 21, 2008,&nbsp;<em>Analiza te\u010daja EUR\/HRK na hrvatskom tr\u017ei\u0161tu pomo\u0107u NGARCH modela<\/em><\/li>\n<li id=\"h.p_o7HFKTMpC0xT\" class=\"TYR86d zfr3Q\">IX Workshop on Quantitative Finance, Rome, Italy, January 24-25, 2008,&nbsp;<em>Asymptotic analysis for a simple explicit estimator in BNS stochastic volatility models<\/em><\/li>\n<li id=\"h.p_cNcNyT87C0xU\" class=\"TYR86d zfr3Q\">15th European Young Statisticians Meeting, Castro Urdiales, Spain, September 10-14, 2007,&nbsp;<em>Asymptotic analysis for a simple explicit estimator in BNS stochastic volatility models<\/em><\/li>\n<li id=\"h.p_Sfksu7JyC0xU\" class=\"TYR86d zfr3Q\">9th Y.S.M.-Young Statistician Meeting, Rimini, Italy, October 30-31, 2004,&nbsp;<em>Properties and Estimation of the GARCH(1,1) Model<\/em><\/li>\n<\/ul>\n<p id=\"h.p_NeBIbNYWC0xW\" class=\"zfr3Q\"><strong>Colloquium and seminar talks:<\/strong><\/p>\n<ul class=\"n8H08c UVNKR\">\n<li>Statisti\u010dki seminar Odjela za matematiku Sveu\u010dili\u0161ta J.J. Strossmayera u Osijeku, Osijek, Hrvatska, 13. velja\u010de 2023, <em>Inferencijalno strojno u\u010denje u financijama i ekonomiji: problem klasifikacije u poslovnoj praksi- problem nebalansiranih kategorija i predikcija churna<\/em><\/li>\n<li id=\"h.p_YXbfX8bfC0xX\" class=\"TYR86d zfr3Q\">Vienna, January 2014,&nbsp;<em>Asymptotic analysis for optimal estimating functions for a class of stochastic volatility models with jumps,<\/em>FAM-Seminars on mathematical finance and actuarial mathematics<\/li>\n<li id=\"h.p_007vfrqpC0xY\" class=\"TYR86d zfr3Q\">Department of Mathematics, University of Osijek, Osijek, Croatia, January 14, 2010,&nbsp;<em>Volatility estimation in a class of stochastic volatility models with jumps<\/em>, Mathematical Colloquium<\/li>\n<li id=\"h.p_NORjtzuKC0xY\" class=\"TYR86d zfr3Q\">University of Southern California, Los Angeles, USA, September 14, 2009,&nbsp;<em>Joint Analysis of Stock Prices and Volatility in a Class of Stochastic Volatility Models with Jumps<\/em>, Mathematical Finance Colloquium<\/li>\n<li id=\"h.p_-c-dScc_C0xZ\" class=\"TYR86d zfr3Q\">Technische Univesit\u00e4t Wien, Institute for Mathematical Methods in Economics, Vienna, Austria September 19, 2006,&nbsp;<em>Asymptotic analysis for a simple explicit estimator in BNS stochastic volatility models<\/em>, Financial and Actuarial Mathematics Seminar<\/li>\n<li id=\"h.p_It-dDGk2C0xZ\" class=\"TYR86d zfr3Q\">Department of Mathematical Sciences University of Aarhus, Aarhus, Denmark, June 1, 2006,&nbsp;<em>Joint Analysis of Stock and Option Prices in a Stochastic Volatility Model with Jumps<\/em>, Statistics Seminar<\/li>\n<li id=\"h.p_B4YJzSYhC0xa\" class=\"TYR86d zfr3Q\">Department of Mathematical Sciences, University of Copenhagen, Denmark, October 26, 2005,&nbsp;<em>Properties and Estimation of the GARCH(1,1) Model<\/em>, Seminar in Mathematical Statistics and Probability<\/li>\n<li id=\"h.p_RudDdqqsC0xa\" class=\"TYR86d zfr3Q\">Department of Mathematical Sciences University of Aarhus, Aarhus, Denmark, May 12-15, 2005,&nbsp;<em>Properties and Estimation of the GARCH(1,1) Model<\/em>, CAF Finance Seminar<\/li>\n<li id=\"h.p_YCKQmjumC0xd\" class=\"TYR86d zfr3Q\">University &#8216;Luigi Bocconi&#8217;, Milan, Italy, October 21, 2004,&nbsp;<em>Properties and Estimation of the GARCH(1,1) Model<\/em>, Seminar of the Institute of Quantitative Methods<\/li>\n<\/ul>\n<p id=\"h.p_2ycZhbftC-2v\" class=\"zfr3Q\"><strong>Fields of Interest:<\/strong><\/p>\n<p id=\"h.p_j2_pTRF0C0xf\" class=\"zfr3Q\">Data science, Inference for stochastic processes, stochastic volatility models; Business Analytics; Quantitative Economics; Econometrics; Applications of mathematical statistics and probability in finance; (G)ARCH models in finance, Financial Econometrics; Financial Risk Management,<\/p>\n<p id=\"h.p_8idCPm_3C0xg\" class=\"zfr3Q\"><strong>Teaching:<\/strong><\/p>\n<p id=\"h.p_UIy-r7-nC0xh\" class=\"zfr3Q\">Faculty of Agriculture, University of Zagreb,&nbsp;<em>Undergraduate<\/em>: Business Statistics 1<\/p>\n<p id=\"h.p_T1O1m4LEC0xi\" class=\"zfr3Q\">Zagreb School of Economics and Management&nbsp;(up to 2019):&nbsp;&nbsp;<em>DBA<\/em>: Research Methodology: Module Introduction;&nbsp;<em>Graduate<\/em>: Applied Econometrics, Quantitative Methods for Managers, Introduction to Financial Econometrics,&nbsp;<em>Undergraduate:&nbsp;<\/em>Introduction to Probability and Statistics<em>&nbsp;<\/em>Elementary mathematics, Statistics 1, 2<\/p>\n<p id=\"h.p_4gLOX7AAC0xi\" class=\"zfr3Q\">Faculty of Electrical Engineering and Computing, University of Zagreb.&nbsp;<em>Graduate:<\/em>&nbsp;Financial Mathematics<\/p>\n<p id=\"h.p_yhimvecPC0xj\" class=\"zfr3Q\">Faculty of Economics, University of Zagreb (up to 2011):&nbsp;<em>PhD:&nbsp;<\/em>Econometics,&nbsp;<em>Graduate:<\/em>&nbsp;Mathematical Methods for Managing Financial Assets,&nbsp;<em>Undergraduate:&nbsp;<\/em>Mathematics, Econometrics<\/p>\n<p id=\"h.p_1d79EhNiC0xk\" class=\"zfr3Q\"><strong>Awards:<\/strong><\/p>\n<p id=\"h.p_NdC_NayZC0xl\" class=\"zfr3Q\">2006 &#8211; &#8216;Mijo Mirkovi\u0107&#8217; for a scientific contribution, Faculty of Economics and Business, Zagreb<\/p>\n<p id=\"h.p_wMP91KEEC0xn\" class=\"zfr3Q\"><strong>Other Activities:<\/strong><\/p>\n<ul class=\"n8H08c UVNKR\">\n<li class=\"TYR86d zfr3Q\">February 2020 &#8211;&nbsp; ,&nbsp;team member of the Croatian Science Foundation&#8217;s Research Project &#8216;Deep Reinforcement Learning Algorithms for Risk Management (DREAM)&#8217;<\/li>\n<li id=\"h.p_ACm2uE4CC0xo\" class=\"TYR86d zfr3Q\">September 2014 \u2013 August 2017, team member of the Croatian Science Foundation&#8217;s Installation Research Projects Programme \u2018Economic, statistical and political aspects of sovereign bond markets (SOBOM)\u2019<\/li>\n<li id=\"h.p__JxyHZYTC0xp\" class=\"TYR86d zfr3Q\">member of the Organizing Committee of the Croatian Quants Day (CQD) Workshop<\/li>\n<li id=\"h.p_x6ZtcBnYC0xp\" class=\"TYR86d zfr3Q\">collaborator at the scientific project sponsored by Ministry of Science and Technology of Republic of Croatia, &#8216;Methods and Models of Operational Research&#8217;, 0067010, 2000-2003<\/li>\n<li id=\"h.p_k_PwaoSaC0xq\" class=\"TYR86d zfr3Q\">collaborator at the scientific project sponsored by Ministry of Science and Technology of Republic of Croatia, &#8216;Methods and Models of Operational Research in Economics and Decision Making&#8217;, 067-0000000-1076<\/li>\n<li id=\"h.p_g_wxh93eC0xq\" class=\"TYR86d zfr3Q\">researcher at the project GDN RRC9 \/ CERGE-EI sponsored by the World Bank, 2009-2010<\/li>\n<li id=\"h.p_B0PrsZCeC0xr\" class=\"TYR86d zfr3Q\">referee for Studies in Nonlinear Dynamics &amp; Econometrics, International Journal of Theoretical and Applied Finance, Comptes rendus Mathematique, Quantitative Finance, Emerging Market Finance and Trade, Financial Theory and Practice<\/li>\n<li id=\"h.p_nvx34aBnC0xr\" class=\"TYR86d zfr3Q\">Holding Executive Education &#8216;Managing financial assets with Excel&#8217;, in Zagreb, Belgrade, Serbia, and Sarajevo, Bosnia and Hercegovina<\/li>\n<\/ul>\n<p id=\"h.p_98Rdi9hPC0xt\" class=\"zfr3Q\"><strong>Languages:<\/strong><\/p>\n<ul class=\"n8H08c UVNKR\">\n<li id=\"h.p_kIlFE2yPC0xu\" class=\"TYR86d zfr3Q\">English, Italian (active)<\/li>\n<li id=\"h.p_rBzAaJnUC0xv\" class=\"TYR86d zfr3Q\">Danish (passive)<\/li>\n<\/ul>\n","protected":false},"excerpt":{"rendered":"<p>Name: Petra Surname: Posedel \u0160imovi\u0107 Address: Faculty of Agriculture, University of Zagreb, Sveto\u0161imunska cesta 25, 10000 Zagreb, Croatia e-mail:&nbsp;pposedel@agr.hr Phone: +385 1 239 3987 Fax: +385 1 231 5300 Citizenship:&nbsp;Croatian Education: PhD degree April 17, 2007: &#8216;Inference for a Class of Stochastic Volatility Models in Presence of Jumps: a Martingale Estimating Function Approach&#8217; 2003-2007, PhD [&hellip;]<\/p>\n","protected":false},"author":3331,"featured_media":90,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"ngg_post_thumbnail":0},"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v17.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>CV - Petra Posedel \u0160imovi\u0107<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"http:\/\/petraposedelsimovic.from.hr\/?page_id=16\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"CV - Petra Posedel \u0160imovi\u0107\" \/>\n<meta property=\"og:description\" content=\"Name: Petra Surname: Posedel \u0160imovi\u0107 Address: Faculty of Agriculture, University of Zagreb, Sveto\u0161imunska cesta 25, 10000 Zagreb, Croatia e-mail:&nbsp;pposedel@agr.hr Phone: +385 1 239 3987 Fax: +385 1 231 5300 Citizenship:&nbsp;Croatian Education: PhD degree April 17, 2007: &#8216;Inference for a Class of Stochastic Volatility Models in Presence of Jumps: a Martingale Estimating Function Approach&#8217; 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