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Jana Hlavinova

Jana Hlavinova MSc (WU)
Telephone:
+43 1 31336 5024
Email:
Contact information and photo taken from and editable at WU Directory.

CV

2016
PhD Candidate WU Vienna
2014-2016
MSc. Vienna University of Economics and Business: Quantitave Finance
2011-2014
Bc. Comenius University Bratislava: Mathematics for Economics and Finance

Researcher Identifier

    No researcher identifier found.

Awards and Honors

2021
SIAM Activity Group on Financial Mathematics and Engineering Conference Paper Prize
2019
Best young researcher talk, 2nd place - Set optimization for applications, Jena, Germany

Classifications

    No classifications found.

Expertise

    No expertises found.

Activities

No activities found.

Publications

Journal article

2021 Fissler, Tobias, Hlavinova, Jana, Rudloff, Birgit. 2021. Elicitability and Identifiability of Systemic Risk Measures. Finance and Stochastics. 25 (1), 133-165. open access (Details)
  Fissler, Tobias, Frongillo, Rafael, Hlavinova, Jana, Rudloff, Birgit. 2021. Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals. Electronic Journal of Statistics. 15 (1), 1034-1084. open access (Details)

Paper presented at an academic conference or symposium

2021 Hlavinova, Jana. 2021. Elicitability of set-valued functionals. SIAM Conference on mathematical finance and engineering (FM21), Philadelphia (online conference), Vereinigte Staaten/USA, 01.06.-04.06. (Details)
2020 Hlavinova, Jana. 2020. Elicitability and Identifiability of Set-valued Measures of Systemic Risk. Vienna Seminar in Mathematical Finance and Probability, Vienna, Österreich, 17.12.2020. (Details)
2019 Hlavinova, Jana. 2019. Elicitability and Identifiability of Systemic Risk Measures. Vienna Congress on Mathematical Finance, Wien, Österreich, 09.09.-11.09. (Details)
  Hlavinova, Jana. 2019. Elicitability and Identifiability of Systemic Risk Measures. 23rd International Congress on Insurance: Mathematics and Economics, München, Deutschland, 10.07.-12.07. (Details)
  Hlavinova, Jana. 2019. Elicitability and Identifiability of Systemic Risk Measures. SIAM Conference on Financial Mathematics & Engineering, Toronto, Kanada, 04.06.-07.06. (Details)
  Hlavinova, Jana. 2019. Elicitability and Identifiability of Systemic Risk Measures. Bachelier Colloquium 2019, Métabief, Frankreich, 07.01.-12.01. (Details)
  Hlavinova, Jana. 2019. Elicitability and Identifiability of Systemic Risk Measures. Set Optimization for Applications, Jena, Deutschland, 11.02.-15.02. (Details)
  Hlavinova, Jana. 2019. Systemic intrinsic risk measures. Vienna-Zurich Symposium for young researchers in Financial Mathematics and related fields, Wien, Österreich, 27.11.-29.11. (Details)
2018 Hlavinova, Jana. 2018. Elicitability and Identifiability of Systemic Risk Measures. 7th Austrian Stochastic Days, Vienna, Österreich, 13.09.-14.09. (Details)
  Hlavinova, Jana. 2018. Elicitability and Identifiability of Systemic Risk Measures. EURO2018 - 29TH European Conference on Operational Research, Valencia, Spanien, 08.07.-11.07. (Details)
2016 Matyasovska, Jana. 2016. Set-valued measures of systemic risk and central clearing counterparty. Set Optimization for Applications, Wien, Österreich, 19.09.-23.09. (Details)

Working/discussion paper, preprint

2020 Fissler, Tobias, Frongillo, Rafael, Hlavinova, Jana, Rudloff, Birgit. 2020. Forecast Evaluation of Quantiles, Prediction Intervals, and other Set-Valued Functionals. (Details)

Master thesis

2016 Matyasovska, Jana. 2016. Set-valued measures of systemic risk and central clearing counterparty. Masterarbeit, Wirtschaftsuniversität Wien. (Details)

Projects

  • No projects found.