Prof. dr. sc. BORIS PODOBNIK


RiskMetrics I RiskMetrics II RiskMetrics III RiskMetrics IV RiskMetrics V

CreditRisk


DATA

ocjene iz Ekonometrije

ISPITNA LISTA STUDENATA PO DANIMA (LIPANJ 2012)

Ispit iz Ekonometrije odrzat ce se u UTORAK 26.6. i SRIJEDU, 27.6. (od 9-17) MOZDA I U CETVRTAK

KOLOKVIJ

Faculty of Civil Engineering,
Cara Emina 5, 52000 Rijeka

Zagreb School of Economics and Management ,
Jordanovac 110, 10000 Zagreb



E-mail: bp@phy.hr

Research Subject
Applied statistical mechanics and econometrics

STOCHASTIC PROCESSES IN FINANCIAL DATA AND BIOPHYSICS
( heart dynamics and DNA sequences)

PROJECT

Collaborators in Boston( BU) and Leibniz Institute at Gatersleben (Halle) .

Among them, H. Eugene Stanley is one of the most cited physicists
since he published "Introduction to phase transition and critical phenomena"

Financial firms on Wall Street put out welcome mats for physicists over a decade ago. People with physics Ph.D.s
hold about half of the so-called quantitative analyst positions at such institutions, says Wall Street
headhunter Robert Long of the Denison Group in New York City. "And they significantly
outnumber economists," he adds.

Recent activity at the interface of statistical physics and economics is partly due to the finding that
financial data exhibit power-law spatial or temporal scaling behaviors commonly encountered in
many different natural phenomena. The common features for those systems is that the power-law
spatial or temporal scaling behavior extends over several decades. My work is concerned with stati-
stical modeling of long-range power-law correlated complex systems where tools developed in both
statistical physics and economics are employed.

COURSES

PAPERS

TOP 100 WORLD UNIVERSITIES (2003)
TOP 101-500 WORLD UNIVERSITIES (http://ed.sjtu.edu.cn/ranking.htm)

JOURNALS in Physics according to impact factor

Top 200 Scientific JOURNALS 1997 and 1998

uvjeti za napredovanje NACIONALNO VIJEĆE ZA ZNANOST uvjeti za napredovanje REKTORSKI ZBOR
Zakon o znanstvenoj djelatnosti i visokom obrazovanju
MOST CITED PHYSICISTS (up to 1120)
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