معرفی
Miloš Kopa is an Associate Professor and Chair of the Department of Probability and Mathematical Statistics at Charles University's Faculty of Mathematics and Physics, where he also directs the Financial Mathematics study programme. He serves as secretary of the EURO working group on stochastic optimization and actively participates in the Stochastic Programming Community, EURO working group on commodities and financial modelling, and EUROPT.
Education:
- Ph.D. in Mathematics (Econometrics and Operations Research), Charles University, 2006 (Supervised by Prof. Jitka Dupačová)
Research Focus: Dr. Kopa's work centers on stochastic programming theory with financial applications, emphasizing portfolio efficiency analysis, stochastic dominance criteria, and integration of data envelopment analysis with stochastic dominance. His research explores robustness in risk-constrained stochastic programs, asset-liability management, and decision-dependent randomness, bridging theoretical advances with practical financial modeling.
Scientific Awards: No specific awards, prizes, or fellowships were documented in the source materials.
Advising and Professional Service: He has supervised four Ph.D. students to completion (Václav Kozmík, Karel Macek, Barbora Petrová, Tomáš Rusý) and currently mentors three others (Karel Kozmík, Monika Kaľatová, Jana Junová). As vice-president (and former president 2020-2023) of the Czech Society for Operations Research, he also serves on the Czech National Accreditation Authority's Mathematics expert group and chaired the Czech Science Foundation's Finance and Operations Research committee (2019-2021).
Research Environment: Based in room 155 at Karlín (Sokolovská 83, Prague), his work operates within the Department of Probability and Mathematical Statistics without mention of dedicated laboratories or specialized research teams beyond departmental structures.
