Martin Veselý
Senior Risk Manager
Risk Management Division
Fields:
foreign exchange reserves,
portfolio optimization,
quantum computing
portfolio optimization,
quantum computing
Education: Master of Sciences (Computer Sciences), Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University, 2013
Phone: +420 224 413 373
E-mail: martin.vesely@cnb.cz
Academic career
- Former member of Group of Applied Mathematics and Stochastics, Faculty of Nuclear Sciences and Physical Engineering, Czech Technical University (basic research in Random Matrix Theory)
Work in Progress
- Finding Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer
Recent CNB Publications
- Application of Quantum Computers in Foreign Exchange Reserves Management, Czech National Bank WP 2/2022
Other Publications
- Vesely, M. (2020): Portfolio optimisation problems with hard-to-optimise objective functions, published as part of Evolving Practices in Public Investment Management: Proceedings of the Seventh Public Investors Conference