Assist. 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

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

Other professional activities

  • 2021 - : MDPI/Mathematics
    Member of the Editorial Board as Topic Editor

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