prof. Ing. Štefan Lyócsa, PhD.
Email: stefan.lyocsa@savba.sk
Web page: www.econometrics.sk
Telephone: 02/ 5249 5080
Extension: 113
Full list of publications
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I am managing several research teams, where most of the time, I am responsible for the research strategy ‑ the methodological part, supervising and coaching. I rely on standard econometric techniques and machine learning (artificial intelligence) tools. I work in R. My current research is concentrated around financial instabilities (credit market), market risks, credit risk modeling on P2P lending markets and I am part of a research group designing tools to improve attractiveness of online job vacancies (profesia.sk). Occasionally, I work as a data analyst ‑ freelancing. I am
currently teaching Artificial Intelligence in Finance (in English) at the Masaryk University (Czech Republic). I am research oriented and have co-authored over 50 peer-review studies. However, I am also working as independent researcher for business and government institutions and I enjoy teaching data analysis methods, which I have done over the past 17 years, including preparing & leading courses.https://orcid.org/0000-0002-8380-181X
- Empirical economics
- Financial markets