Marek Chudy graduated with a PhD from the University of Vienna, in 2018.
With his PhD supervisor, Erhard Reschenhofer, he works on time-domain forecasting under frequency-domain restrictions which seems a sensible approach for quarterly economic time series such as GDP. He also works on a project about high-frequency co-volatility estimation for high-dimensional portfolios with Nikolaus Hautsch.
Marek Chudy completed a five-year Financial and Insurance Mathematics Master Program at Charles University in Prague under the supervision of Dr. Jitka Zichova in 2013. He then worked as an intern for PwC in Vienna and Allianz in Prague. Over the past few years, Marek has completed exchange stays at the Humboldt University in Berlin (2011), Technical University in Vienna (2012), University of Basel (2013) and at the University of Pennsylvania (2016).
In March 2017, Marek came to visit the University of Chicago as a grantee of J. W. Fulbright Commission for Educational Exchange with the kind support of Per Mykland. During his time at the Stevanovich center, he worked with Wei Biao Wu and PhD student Sayar Karmakar on two main projects: (i) Long-run prediction intervals for economic time series, and (ii) Prediction intervals for high-dimensional regression.
Dr. Chudy now works for the Slovakian Ministry of Finance.
Marek Chudy is originally from Banska Bystrica, Slovakia.