[ sulge aken ]
| Elulookirjeldus (CV) | ||
| 1. | Eesnimi | Robert |
| 2. | Perekonnanimi | Kitt |
| 3. | Töökoht | Tallinna Tehnikaülikooli Küberneetika Instituut |
| 4. | Ametikoht | teadur |
| 5. | Sünniaeg | 26.04.1977 (päev.kuu.aasta) |
| 6. | Haridus | Kõrgem - Sotsiaalteaduste bakalaureus, 1999 Majandusteaduste magister, 2001 Loodusteaduste doktor, 2005 |
| 7. | Teenistuskäik | 2002. veebr - 2003. sept, Küberneetika Instituut, insener 2003. sept - ... , Küberneetika Instituut, teadur 2001-2003. Lektor, TTÜ majandusteaduskond |
| 8. | Teaduskraad | Loodusteaduste doktor |
| 9. | Teaduskraadi välja andnud asutus, aasta |
Tallinna Tehnikaülikool, 2005 |
| 10. | Tunnustused | |
| 11. | Teadusorganisatsiooniline ja –administratiivne tegevus |
|
| 12. | Juhendamisel kaitstud väitekirjad |
|
| 13. | Teadustöö põhisuunad | Econophysics, statistiline mehhaanika |
| 14. | Jooksvad grandid | ETF5036 Iseorganiseeruvalt kriitiliste dünaamiliste dissipatiivsete süsteemide statistiline topograafia 01.01.02-31.12.04 |
| 15. | Teaduspublikatsioonid |
Robert Kitt and Jaan Kalda. Properties of low-variability periods in financial time series. Physica A 345 (2005) 622–634. Robert Kitt and Jaan Kalda. Scaling analysis of multivariate intermittent time series. Physica A 353 (2005) 480–492 Kitt, Robert. Equity Asset Allocation Model for EUR-based Eastern Europe Pension Funds. In: Kerem, Kaie and Vensel, Vello, eds. Papers of the Congress of Political Economists (COPE) 14th Annual International Conference presented by Estonian participants, 12-19 July 2004, Mexico City. TUTWPE(BFE) No. 04/119. Tallinn: FEBA at TTU, pp. 245-254. R. Kitt, Jaan Kalda, Pareto-Zipf's Law in Variability of Financial Time Series, WSEAS TRANSACTIONSon BUSINESS and ECONOMICS, Issue 1, Volume 1, January 2004, ISSN 1109-9526, pp 101-105 R. Kitt. The importance of the Hurst exponent in describing financial time series. Proc. Estonian Acad. Sci. Phys. Math., 2003, 52, 2, 198–206 |
viimati muudetud: 20.09.2005
| Curriculum Vitae (CV) | ||
| 1. | First Name | Robert |
| 2. | Surname | Kitt |
| 3. | Institution | Institute of Cybernetics at Tallinn University of Technology |
| 4. | Position | researher |
| 5. | Date of birth | 26.04.1977 (day.month.year) |
| 6. | Education | Higher - Bachelor of Social Sciences, 1999 MSc, Economics, 2001 PhD, Natural sciences |
| 7. | Research and professional experience |
2002. Feb- 2003. Sept, Institute of Cybernetics, engineer 2003. Sept- ... , Institute of Cybernetics, researcher 2001-2003. Lecturer, TUT faculty of economics |
| 8. | Academic degree | PhD Natural Sciences |
| 9. | Dates and sites of earning the degrees |
Tallinn University of Technology, 2005 |
| 10. | Honours/awards | |
| 11. | Research-administrative experience |
|
| 12. | Supervised dissertations | |
| 13. | Current research program | Econophysics, statistical mechanics |
| 14. | Current grant funding | ESF5036 |
| 15. | List of most important publications |
Robert Kitt and Jaan Kalda. Properties of low-variability periods in financial time series. Physica A 345 (2005) 622–634. Robert Kitt and Jaan Kalda. Scaling analysis of multivariate intermittent time series. Physica A 353 (2005) 480–492 Kitt, Robert. Equity Asset Allocation Model for EUR-based Eastern Europe Pension Funds. In: Kerem, Kaie and Vensel, Vello, eds. Papers of the Congress of Political Economists (COPE) 14th Annual International Conference presented by Estonian participants, 12-19 July 2004, Mexico City. TUTWPE(BFE) No. 04/119. Tallinn: FEBA at TTU, pp. 245-254. R. Kitt, Jaan Kalda, Pareto-Zipf's Law in Variability of Financial Time Series, WSEAS TRANSACTIONSon BUSINESS and ECONOMICS, Issue 1, Volume 1, January 2004, ISSN 1109-9526, pp 101-105 R. Kitt. The importance of the Hurst exponent in describing financial time series. Proc. Estonian Acad. Sci. Phys. Math., 2003, 52, 2, 198–206 |
last updated: 20.09.2005
[ sulge aken ]