Research fields
- Macrodynamics
real and monetary macrodynamics, stochastic economics, econometrics,
and econometrical modelling,
- Fuzzy approach and uncertainty processing
theoretical fuzzy set approach to decision making, uncertainty processing in expert systems,
- Stochastic optimization
nonlinear and stochastic optimization, stochastic dynamic optimization,
-
Stochastic differential equations
stochastic differential-difference equations and its
applications to the mathematical finance, and to stability of
economic dynamics,
- Financial econometrics
advanced methods in financial econometrics.
