doc. Ing. Michal Páleš, PhD.
Faculty: Faculty of Economic Informatics
Department: Department of Mathematics and Actuarial Science
Position: associate professor, head of department
Scientific-pedagogical characteristics of the person
Second degree of higher education
Study field and programme: Quantitative methods in economics, Actuarial Science, 2009, Faculty of Economic Informatics, University of Economics in Bratislava
Third degree of higher education
Study field and programme: Quantitative methods in economics, 2012, Faculty of Economic Informatics, University of Economics in Bratislava
Associate professor
Study field and programme: Quantitative methods in economics, 2021, Faculty of Economic Informatics, University of Economics in Bratislava
Current and previous employment
assistant professor, secretary of the department
Department of Mathematics and Actuarial Science, Faculty of Economic Informatics, University of Economics in Bratislava
2012 - 2021
head of department
Department of Mathematics and Actuarial Science, Faculty of Economic Informatics, University of Economics in Bratislava
2019 -
associate professor
Department of Mathematics and Actuarial Science, Faculty of Economic Informatics, University of Economics in Bratislava
2021 -
Development of pedagogical, professional, language, digital and other skills
Complementary pedagogical study
University of Economics in Bratislava
2015
Training courses from actuarial science (GLM, Stochastic process, ALM, Machine Learning)
Tools4f, s. r. o, Czech republic
2019, 2020, 2020, 2022, 2023
ML Con : The Event For Machine Learning Technologies & Innovations
S&S Media, Berlin, Germany
2023
DeLTA : International Conference on Deep Learning Theory and Applications.
DeLTA, Rome, Italy
2023
IFCS : Conference of the International Federation of Classification Societies : Classifications and Data Science in the Digital Age.
IFCS, Porto, Portugal
2022
ECM : European Congress of Mathematics
ETSI (Escuela Técnica Superior de Ingeniería)
2024
Overview of activities within the teaching career at the university
Number of defended theses
Bachelor's (first degree): 17
Diploma (second degree): 22
Overview of the research/artistic/other outputs
Number of the research/artistic/other outputs registered in the Web of Science or Scopus databases: 7
Number of citations registered in the Web of Science or Scopus databases: 10
Number of invited lectures at the international, national level: 2
The most significant research/artistic/other outputs
ADD PINDA, Ľudovít - PÁLEŠ, Michal - SMAŽÁKOVÁ, Lenka - MIŠOTA, Branislav. Proposal for securitization of systemic risk in Slovak agriculture. - Registrovaný: Web of Science. In Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie = journal for economic theory, economic policy, social and economic forecasting. - Bratislava : Ekonomický ústav SAV : Prognostický ústav SAV, 2021 ADM KADEROVÁ, Andrea - KRÁTKA, Zuzana - PÁLEŠ, Michal. Volatility Modelling in Market Risk Analysis. - Registrovaný: Scopus. In Journal of Applied Economic Sciences. - Craiova : Spiru Haret University. ISSN 2393-5162, 2018, vol. 13, no. 3, pp. 787-796 online ADM STREŽO, Marek - MUCHA, Vladimír - ŠOLTÉS, Erik - PÁLEŠ, Michal. Risk Premium Prediction of Motor Hull Insurance Using Generalized Linear Models. - Registrovaný: Web of Science, Registrovaný: Scopus. In Statistika : Statistics and Economy Journal. - Praha : Český statistický úřad, 2019. ADD MUCHA, Vladimír - PÁLEŠ, Michal - SAKÁLOVÁ, Katarína. Calculation of the capital requirement using the Monte Carlo simulation for non-life. - Registrovaný: Web of Science. In Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie = journal for economic theory, economic policy, social and economic forecasting. - Bratislava : Ekonomický ústav SAV : Prognostický ústav SAV, 2016. ISSN 0013-3035, 2016, roč. 64, č. 9, s. 878-893. AAA PÁLEŠ, Michal - MELUCHOVÁ, Jitka - KADEROVÁ, Andrea. Špecifické pravdepodobnostné rozdelenia na modelovanie škôd v aktuárskych analýzach. Recenzenti: Lea Škrovánková, Jozef Fecenko. 1. vydání. Brno ; Brno : H.R.G., 2022. 128 s. [6,45 AH]. VEGA 1/0166/20, VEGA 1/0431/22. ISBN 978-80-7490-250-5.The most significant research/artistic/other outputs over the last six years
ADD PINDA, Ľudovít - PÁLEŠ, Michal - SMAŽÁKOVÁ, Lenka - MIŠOTA, Branislav. Proposal for securitization of systemic risk in Slovak agriculture. - Registrovaný: Web of Science. In Ekonomický časopis : časopis pre ekonomickú teóriu, hospodársku politiku, spoločensko-ekonomické prognózovanie = journal for economic theory, economic policy, social and economic forecasting. - Bratislava : Ekonomický ústav SAV : Prognostický ústav SAV, 2021. ADM KADEROVÁ, Andrea - KRÁTKA, Zuzana - PÁLEŠ, Michal. Volatility Modelling in Market Risk Analysis. - Registrovaný: Scopus. In Journal of Applied Economic Sciences. - Craiova : Spiru Haret University. ISSN 2393-5162, 2018, vol. 13, no. 3, pp. 787-796 online ADM STREŽO, Marek - MUCHA, Vladimír - ŠOLTÉS, Erik - PÁLEŠ, Michal. Risk Premium Prediction of Motor Hull Insurance Using Generalized Linear Models. - Registrovaný: Web of Science, Registrovaný: Scopus. In Statistika : Statistics and Economy Journal. - Praha : Český statistický úřad, 2019.AAA PÁLEŠ, Michal - MELUCHOVÁ, Jitka - KADEROVÁ, Andrea. Špecifické pravdepodobnostné rozdelenia na modelovanie škôd v aktuárskych analýzach. Recenzenti: Lea Škrovánková, Jozef Fecenko. 1. vydání. Brno ; Brno : H.R.G., 2022. 128 s. [6,45 AH]. VEGA 1/0166/20, VEGA 1/0431/22. ISBN 978-80-7490-250-5.
ACB PÁLEŠ, Michal et al. Aktuárstvo. Recenzovali: Hana Drake, Jana Mihalechová. 1. vydanie. Bratislava : Letra Edu, 2021. [336 s.] [17,3 AH]. VEGA 1/0647/19, VEGA 1/0166/20, VEGA 1/0487/21. ISBN 978-80-89962-76-1.
The most significant citations corresponding to the research/artistic/other outputs
VEGA no. 1/0120/18 - Modern risk management tools in internal models of insurance companies in the context of the Solvency II Directive (Deputy Head of the Research Team (2018 - 2020)).
VEGA no. 1/0647/19 - Modern tools for risk management and modeling in non-life insurance (deputy head of the research team (2019), co-researcher (2020 - 2021)).
VEGA no. 1/0431/22 - Implementation innovative approaches of modeling and managing risks in internal models of insurance companies in accordance with the Solvency II ((deputy head of the research team (2022 - 2024)).
Participation in conducting (leading) the most important research projects or art projects over the last six years
VEGA no. 1/0120/18 - Modern risk management tools in internal models of insurance companies in the context of the Solvency II Directive (Deputy Head of the Research Team (2018 - 2020)).
VEGA no. 1/0647/19 - Modern tools for risk management and modeling in non-life insurance (deputy head of the research team (2019), co-researcher (2020 - 2021)).
VEGA no. 1/0431/22 - Implementation innovative approaches of modeling and managing risks in internal models of insurance companies in accordance with the Solvency II ((deputy head of the research team (2022 - 2024)).
Overview of organizational experience related to higher education and research/artistic/other activities
Promotion of actuarial services in Slovakia; Head of the SSA Actuarial Promotion Working Group
Slovak Society of Actuaries
2018 - 2022
Representative of the University of Economics in Bratislava in the SSA Education Commission
Slovak Society of Actuaries
2014 -
Member of SSA
Slovak Society of Actuaries
2015 -
Member of the Scientific Board, Dean's College, Executive Board of the journal Economics and Informatics
University of Economics in Bratislava
2019 -
Faculty Academic Senate
University of Economics in Bratislava
2019-2023
Secretary of the department
Department of mathematics and actuarial science, Faculty of economic informatics, University of Economics in Bratislava
2012-2019
Head of department
Department of mathematics and actuarial science, Faculty of economic informatics, University of Economics in Bratislava
2019-
Overview of international mobilities and visits oriented on education and research/artistic/other activities in the given field of study
Department of Statistics and Probability, Faculty of Informatics and Statistics, Prague University of Economics and Business, Czech Republic
21. - 25. 11. 2022,
scientific project
Department of Information Technologies, Faculty of Informatics and Statistics, Prague University of Economics and Business, Czech Republic
26. - 30. 6. 2023, 30. 10. - 3. 11. 2023,
scientific project
Department of Mathematics, NOVA School of Science and Technology, Caparica, Almada, Portugal
9. - 12. 6. 2024,
scientific project