Agnieszka Jach

I am an Associate Professor (Subject Statistics) at the Department of Finance and Economics. I joined Hanken in 2013. Prior to that, I worked as an Assistant Professor (positive tenure evaluation) in the Department of Statistics at Universidad Carlos III de Madrid, Spain. I completed my PhD in Statistics in 2006 at Utah State University, USA, and between 1996-2001 I studied Mathematics at the University of Science and Technology in Wroclaw, Poland.

In my research, I pursue topics related to time series analysis with applications to finance and other fields.

Research key-words: co-movement, thick-pen transform, wavelet transform, multi-scale phenomena, high frequency, self-normalization, subsampling, parameter-dependent convergence rates, heavy tails, long memory, frequency and wavelet domains, semi- and non-parametric methods.

I teach mathematics, statistics and quantitative finance at undergraduate and graduate levels, and supervise MS students in Finance.

Creating Moodle quizzes in an automated manner:

-my article

MTTPMA (Multi-Thickness Thick Pen Measure of Association)

-Rcode with an example

At Hanken:

We are using R (quantitative analyses, simulations and graphics) and markdown (generation of documents, including latex for typesetting math formulas) in rstudio in "Mathematical and Quantitative Finance 17017" (10ECTS, Helsinki).

We are using R (multivariate analyses and graphics) and markdown in rstudio in "Multivariate Data Analysis 3613" (8ECTS, Helsinki and Vasa).

We are using Python (symbolic calculation, graphics and some computations) and markdown in Jupyter Notebook in an on-line course "Mathematics for Economists 3678" (8ECTS, Helsinki and Vasa).