Asst. Prof. Petra Posedel Šimović, PhD

Assistant Professor
Division for Agroeconomy and Informatics
Department of Information Science and Mathematics
Office location: 5th Pavilion, 3rd floor, room number 052
Phone: +385 1 239 3987
Email: 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
- Poslovna statistika 2 (132882)
- Poslovna statistika 1 (132786)
- Planiranje i statistička analiza eksperimenata u poljoprivrednim znanostima (228731)
- Osnove statističke analize podataka (226162)
- Statistics (146038)
- Business Statistics I (152079)
Research interests
- Data science, Business analytics, Inference for stochastic processes, Stochastic volatility models; Business Analytics; Financial Econometrics; Risk modelling
Training and research experience
- 2009/09/15 - 2009/09/18: The California Institute of Technology (Caltech), Pasadena, California, USA (scientific)
scientific research - 2009/08/16 - 2009/09/06: School of Economics nd Management & CREATES, Aarhus University, Aarhus, Denmark (scientific)
scientific research - 2008/03/01 - 2008/07/31: Technische Univesität Wien, Institute for Mathematical Methods in Economics, Financial and Actuarial Mathematics, Vienna, Austria (scientific)
Postdoctoral researcher - 2006/08/01 - 2006/08/31: Technische Univesität Wien, Institute for Mathematical Methods in Economics, Financial and Actuarial Mathematics, Vienna, Austria (scientific)
PhD research - 2005/08/05 - 2006/07/30: Department of Mathematical Sciences, Aarhus University, Aarhus, Denmark (scientific)
PhD research
Projects
scientific
Title | Funding | Duration | AFZ role |
---|---|---|---|
Algoritmi dubokog podržanog učenja za upravljanje rizicima | Croatian science foundation | 2020/02/01 - 2024/01/31 | partner |
Ekonomski, statistički i politički aspekti tržišta državnih obveznica | Croatian science foundation | 2014/09/01 - 2018/08/31 | partner |
Determinante cijena nekretnina u tranzicijskim zemljama | Other | 2009/01/01 - 2010/07/01 | partner |
Publications
Bibliography (CROSBI): http://bib.irb.hr/lista-radova?autor=246595
Google Scholar: https://scholar.google.com/citations?user=6bAxA08AAAAJ&hl=en
Other professional activities
- 2021 - : MDPI/Mathematics
Member of the Editorial Board as Topic Editor