Zlata Tabachová has been a PhD candidate at the Complexity Science Hub since December 2021. She did her master studies in mathematical physics at the Faculty of Nuclear Sciences and Physical Engineering of the Czech Technical University in Prague, where she researched concepts of information flows in financial markets under the supervision of Petr Jizba. She also obtained a master's degree in finances and banking at the MGIMO University in Moscow.
During her studies, Zlata spent a year at the Nuclear Physics Institute of the Czech Academy of Sciences, working on the radiation hardness assurance and particle collision modelling in cooperation with the ALICE team in CERN, the European Organization for Nuclear Research. She also gained experience from the real sector while working for the department of transactional modelling in a bank under the KBC group.
Zlata's research interests are in econophysics and information entropies, especially fat tails, scaling laws, probability distributions and transfer entropies in financial markets. She is also interested in concepts of causality, foundations of probability theory, as well as the banking business and green financial instruments.
At CSH, Zlata investigates economic shocks spreading along firm level supply networks and the implications for the financial system. Her research is funded by the Central Bank of Austria and is supervised by Stefan Thurner and Peter Klimek.
2024 RiskLab/BoF/ESRB Conference on AI and Systemic Risk Analytics (Bank of Finland)
Supply chain network contagion and financial systemic risk of firmsEconophysics Colloquium 2024 (Complexity Science Hub Vienna)
Supply chain contagion adjusted financial climate stress testingThe 12th International Conference on Complex Networks and their Applications (Complex Networks)
Supply chain adjusted exposure of banks to climate policy economic sectorsInternational Conference on Network Science (CEU & CSH Vienna )
Supply chain shock propagation and financial stabilityConference on Complex Systems (IFISC)
Supply chain shock propagation and financial systemic riskJoint European Thermodynamics Conference (Czech Technical University in Prague)
Rényi transfer entropy between stock marketsRound table on innovative banking business (Moscow State Institute of International Relations)
Forest Bonds, prospects for RussiaThe 7th Conference on Information Theory and Complex Systems (Mathematical Institute of the Serbian Academy of Sciences and Arts)
Rényi Entropy Transfer in Deterministic Chaotic SystemInformation-Theoretic Methods for Complexity Science (Complexity Science Hub Vienna)
Rényi Entropy Transfer in Simple Model Systems