Welcome to my personal website. I graduated with a bachelor’s degree in Mathematics with Statistics for Finance at Imperial College London, and currently do my master’s degree in Applied Statistics at University of Oxford. I am a passionate statistician, who has developed key interest in topics related to large dimensional data analysis, machine learning and data mining, mostly studied under the application to finance and technology framework.
During the time of my studies I have become increasingly interested in how the subjects of Mathematics and Economics interact with, and compliment, one another. Over time, I have developed an enjoyment of exploring the world of Statistics and its implications in Economics, business and technology. My focus has been placed on a high-dimensional data analysis, through the use of sophisticated models, leading my studies towards areas of data mining and machine learning.
My journey with mathematical modelling started when I had an opportunity to make myself conversant with the practical problem of the application of mathematical models for sales forecasts while writing my Extended Essay for the International Baccalaureate. A key component of this project was to develop a financial model that simulated long-term development. To build such a model it was necessary to use statistical methods of forecast. In my final year project at Imperial College London I studied Random Matrix Theory in regard to the principal component analysis, and main results that include Wigner’s semicircular law and Marcenko-Pastur law describing limiting distribution of large dimensional random matrices. The study was conducted with application to a sample covariance matrix of a highly dimensional dataset, with practical application to the S&P 500 index. See my research.
I have also completed a month of work experience in the HQ of Alior Bank. Through working in the Credit Policies, Tools and Management Information System Department I had the chance to be a part of the team responsible for the implementation of a new Monitoring and Vindication System. It gave me the opportunity to learn more about the banking industry as well as understand the key challenges and objectives of one of the bank’s important internal projects. Moreover, I have furthered my experience by taking an internship at Accenture, working on a banks merger project. Read more about me.
As well as my great interest in Mathematics and Economics, I am also fascinated by the arts, where I further developed my skills over the years. See my online portfolio. Furthermore, sport plays important part in my life. Being a strong team player I have enjoyed visiting schools in Bratislava and Prague as a part of the School’s team for volleyball and basketball tournaments.