Project “ACRONYM” is implemented within the framework of the National Recovery and Resilience Plan 2021–2026 and is financed by European Union funds through the NextGenerationEU instrument.
Research team
Silvija Vlah Jerić is a Professor and the Head of the Department of Mathematics at the Faculty of Economics and Business, University of Zagreb. She received her formal education at the Faculty of Science (graduating in Mathematics, majoring in Computer Science) and subsequently at the Faculty of Economics and Business, where she earned her Master’s and PhD in Economics with a focus on operational research and optimization. Her scientific work continuously evolves at the intersection of economics, quantitative methods, and data science. She is the course coordinator for: Applied Machine Learning, Operational Research, Application of Operational Research in Retail, Business Mathematics. She has been involved in several institutional and international projects (including HRZZ and COST Action 19130 Fintech and Artificial Intelligence in Finance - FinAI) and successfully organized two Erasmus+ Blended Intensive Programmes (2023 and 2024).
Margareta Gardijan Kedžo is an Associate Professor at the Department of Mathematics. Her core competencies include the analysis of equity portfolio hedging strategies using options, the examination of investment portfolio risk measures, and the application of quantitative methods and tools for portfolio modeling, analysis, and optimization. Within the project, she is responsible for designing and evaluating investment models that account for risks associated with market sentiment and incorporate network indicators. She contributes to the development of portfolio optimization models based on regularization and stable risk estimates, including result robustness testing and sensitivity analysis.
Marin Levaj is a Senior Assistant at the Department of Mathematics. His research focuses on macroeconomics and econometrics, with a special emphasis on the quantitative analysis of economic trends. His expertise includes building econometric models, applying economic theory, and utilizing quantitative methods and tools for modeling and analyzing time series dynamics. Within the project, he participates in macro-financial data collection, performs econometric model estimations, and interprets results from an economic perspective. He is responsible for ensuring that the econometric models are consistent with economic theory and will lead the preparation of a research paper on the interplay between macroeconomic and financial factors.
Zrinka Lovretin Golubić is a Senior Assistant at the Department of Managerial Economics. Her expertise lies in the construction of optimal portfolios with an emphasis on efficient asset diversification, the application of risk minimization strategies, and the use of quantitative methods and tools for portfolio modeling, analysis, and optimization. Within the project, she participates in the analysis of market structures and the development and evaluation of portfolio optimization models. She is specifically tasked with testing strategies across various market conditions and investment constraints, focusing on the application of advanced covariance estimation methods to mitigate estimation risk and enhance portfolio robustness. Additionally, she contributes to the interpretation of network analysis results regarding their practical applicability in investment decision-making.
Jura Jurčević is a Senior Assistant at the Department of Managerial Economics. His research focuses on the application of machine learning and optimization techniques in economic analysis. His competencies include programming and digital content presentation. Within the project, he participates in data visualization and contributes to the development of predictive models and the creation of technical documentation. He is also responsible for ensuring the reproducibility of research procedures and managing the project's computational infrastructure.
Toni Gligić is a Teaching Assistant at the Department of Mathematics. Although at the early stage of his academic career, he actively participates in the delivery of seminars in Mathematics and Financial Modeling, areas in which he demonstrates a keen interest. He is currently a PhD student at the Faculty of Economics and Business, University of Zagreb. Within the project, he will contribute to data processing and the construction of network models. Special emphasis will be placed on his involvement in the development of portfolio optimization models and the analysis of the interplay between market and macroeconomic factors.