University of Zagreb, Faculty of Agriculture

Assist. Prof. Petra Posedel Šimović, PhD

Department of Information Science and Mathematics
Office location: 5th Pavilion, 3rd floor, room number 052
phone: +385 1 239 3987
e-mail: pposedel ( at ) agr.hr
Languages: croatian, english, italian
Consultations: wednesday from 11am to 1pm

Academic qualifications

  • 2003 - 2007: PhD degree
    PhD Thesis: 'Inference for a Class of Stochastic Volatility Models in Presence of Jumps: a Martingale Estimating Function Approach'
    2003-2007, PhD study in Statistics, University 'Luigi Bocconi', Institute of Quantitative Methods, Milan, Italy
  • 2000 - 2004: Master degree
    Master Thesis: 'Properties and Estimation of the GARCH model'
    2000-2004, Faculty of Natural and Mathematical Science, University of Zagreb
  • 1994 - 1999: Bachelor degree
    Diploma Thesis: 'Sequential test with likelihood ratio'
    1994-1999, Faculty of Natural and Mathematical Science, University of Zagreb, section of mathematics, statistics and computer science

Employment and work experience

  • 2019 - : Faculty of Agriculture, University of Zagreb
    Assistant Professor, Department of Information Sciences and Mathematics
  • 2013 - : Faculty of Electrical Engineering and Computing, University of Zagreb
    Visiting Assistant Professor in Financial Mathematics
  • 2011 - 2019: Zagreb School of Economics and Management
    2018-2019 Professor, Economics and Mathematics Department
    2014-2018 Professor, Mathematics and Statistics Department
    2011-2013 Lecturer, Finance Department
  • 2000 - 2011: Faculty of Economics and Business Zagreb, University of Zagreb
    2008-2011 Higher Assistant (i.e. TA with Ph.D. on tenure track licensed to lecture)
    2000-2008 Teaching and Research Assistant

Teaching

Research interests

  • Data science, Inference for stochastic processes, Stochastic volatility models; Business Analytics; Financial Econometrics; Risk modelling

Training and research experience

  • 15. 09. 2009. - 18. 09. 2009.: The California Institute of Technology (Caltech), Pasadena, California, USA (scientific)
    scientific research
  • 16. 08. 2009. - 06. 09. 2009.: School of Economics nd Management & CREATES, Aarhus University, Aarhus, Denmark (scientific)
    scientific research
  • 01. 03. 2008. - 31. 07. 2008.: Technische Univesität Wien, Institute for Mathematical Methods in Economics, Financial and Actuarial Mathematics, Vienna, Austria (scientific)
    Postdoctoral researcher
  • 01. 08. 2006. - 31. 08. 2006.: Technische Univesität Wien, Institute for Mathematical Methods in Economics, Financial and Actuarial Mathematics, Vienna, Austria (scientific)
    PhD research
  • 05. 08. 2005. - 30. 07. 2006.: Department of Mathematical Sciences, Aarhus University, Aarhus, Denmark (scientific)
    PhD research

Projects

scientific

Title Funding Status
Algoritmi dubokog podržanog učenja za upravljanje rizicima Croatian science foundation in progress
Ekonomski, statistički i politički aspekti tržišta državnih obveznica Croatian science foundation finished
Determinante cijena nekretnina u tranzicijskim zemljama Other finished

Publications

Bibliography (CROSBI): http://bib.irb.hr/lista-radova?autor=246595

Google Scholar: https://scholar.google.com/citations?user=6bAxA08AAAAJ&hl=en