Selected Projects

These are my featured academic projects. You can also check my Github Account for some related software repositories.

End-to-end learning of optimal portfolios

Focus on principled combining of machine learning and subsequent (portfolio) optimization problems.
date: 2020-present
role: lead researcher
funding: Czech Science Foundation

Deep Relational Learning

Developing novel algorithms for transferring neural network methods into relational learning setting.
date: 2017-2019
role: lead researcher
funding: Czech Science Foundation

Machine learning for network security

Developing machine learning methods and sound algorithms to detect malicious events from NetFlow traffic.
date: 2013-2015
role: researcher
funding: Cisco R&D