Probability theory and its applications, Extreme Value Theory, Mathematical modeling in Insurance
and Finance, Probabilistic Models in Molecular Genetics, Time Series
- 1995-1999 University of Groningen, Research assistant.
- 2000-2003 EURANDOM institute, Eindhoven, Postdoc researcher
- 2003-present Mathematics Department, Zagreb, Associate professor (from February 2012)
- 1989-1994 Undergraduate program in Mathematics, Mathematics Department, University of Zagreb, Croatia.
- 1994-1995 Master Class on Applied Statistics, Mathematical Research Institute in Utrecht, The Netherlands.
- 1995-1999 University of Groningen, PhD program.
- 2000 PhD from Mathematics Department, Groningen University
- 2000-2003 Postdoctoral fellow at EURANDOM institute in Eindhoven
Publications in refereed journals
- Basrak, Bojan; Hrvoje Planinić; Soulier Philippe. An invariance principle for sums and record times of regularly varying stationary sequences. Probab. Theory Related Fields, (accepted for publication) (2017), arXiv:1609.00687.
- Basrak, Bojan; Azra Tafro. A complete convergence theorem for stationary regularly varying multivariate time series. Extremes (2016), Vol 19, Issue 3, 549–560
- Basrak, Bojan; Drago Špoljarić. On randomly spaced observations and continuous time random walks. Journal of applied probability. 53, Issue 3, (2016) ,
- Basrak, Bojan; Limits of renewal processes and Pitman-Yor distribution, Electronic Communications in Probability. Vol 20, (2015), 1-13
- Basrak, Bojan; Drago Špoljarić. Extremes of random variables observed in renewal times, Statistics and Probability Letters, 97 (2015); 216-221
- Basrak, Bojan; Danijel Krizmanic. A Multivariate Functional Limit Theorem in Weak M_1 Topology. Journal of Theoretical Probability. 28 (2015) , 1; 119-136
- Basrak, Bojan; Tafro, Azra. Extremes of moving averages and moving maxima on a regular lattice. Probability and Mathematical Statistics. 34 (2014), 1; 61-79
- Basrak, Bojan; Danijel Krizmanic. A limit theorem for moving averages in the $\alpha$--stable domain of attraction. Stochastic Processes and their Applications. 124 (2014), 2; 1070-1083
- Basrak, Bojan; Rafal Kulik; Zbigniew Palmowski. Heavy tailed branching process with immigration. Stochastic Models, 29 (2013), 4; 413-434.
- Basrak, Bojan; Danijel Krizmanic; Segers Johan. A functional limit theorem for partial sums of dependent random variables with infinite variance. Annals of Probability. 40 (2012) , 5; 2008-2033
- Basrak, Bojan. Limit theorems for the inductive mean on metric trees. Journal of applied probability. 47 (2010) , 4; 1136-1149
- Basrak, Bojan; Segers, Johan. Regularly varying multivariate time series. Stochastic processes and their applications. 119 (2009) , 4; 1055-1080
- Goldstein, Pavle; Zucko, Jurica; Vujaklija, Dušica; Kriško, Anita; Hranueli, Daslav; Long, F Paul; Etchebest, Catherine; Basrak, Bojan; Cullum, John. Clustering of protein domains for functional and evolutionary studies. BMC Bioinformatics. 10 (2009) ; 335-1-335-11
- Hranueli, Daslav; Cullum, John; Basrak, Bojan; Goldstein, Pavle; Long, F. Paul. Plasticity of the Streptomyces genome - evolution and engineering of new antibiotics. Current medicinal chemistry. 12 (2005) , 14; 1697-1704
- Basrak, Bojan; Klaassen, Chris A. J.; Beekman, Marian; Martin, Nick G.; Boomsma, Dorret I. Copulas in QTL Mapping. Behavior genetics. 34 (2004) , 2; 161-171
- Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas. Regular variation of GARCH processes. Stochastic processes and their applications. 99 (2002) , 1; 95-115
- Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas. A Characterization of Multivariate Regular Variation. Annals of applied probability. 12 (2002) , 3; 908-920
- Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas. The sample ACF of a simple bilinear process. Stochastic Processes and their Applications. 83 (1999) , 1; 1-14
Book chapters and refereed proceedings
- Bojan, Basrak; Chris Klaassen. Efficient Estimation in the Semiparametric Normal Regression-Copula Model with a Focus on QTL Mapping. Festschrift for Jon Wellner, IMS Collections (2013)
- Basrak Bojan: Fisher-Tippett theorem. In International Encyclopedia of Statistical Science, Springer, ed. Lovric, M. (Ed.) (2011) 525-526
- Basrak, Bojan; Segers, Johan. Extremal properties of multivariate moving average processes with random coefficients, Bulletin of the International Statistical Institute, Vol 62, (2007), 3570-3573 (Proceedings of of the 56th session of the ISI at Lisabon)
Publications in Croatian (popular)
- The Sample Autocorrelation Function of Non-Linear Time Series, (2000), Rijksuniversiteit Groningen.
Ileana; Kovic, Ivor; Basrak, Bojan; Bilic Zulle, Lidija; Petrovecki,
Mladen. Sjede li studenti u predavaonici prema slucajnom rasporedu? –
pilot studija Zbornik radova 7. simpozija Hrvatskog društva za
medicinsku informatiku Kern, Josipa ; Hercigonja Szekeres, Mira (ur.).
Zagreb : Medicinska naklada, d.o.o., 2005. 36-39
- Bojan Basrak i Ivana Slamić: Primjena vjerojatnosti u usporedbi DNK nizova, math.e 14, 2009.
- Bojan Basrak i Ivan Varga: Benfordov zakon, math.e 23, 2013.
- Ivana Antoliš i Bojan Basrak: Koliko su veliki veliki djeljitelji? Matematičko-fizički list. 4. 264. 2015-2016.
- Andrijana Brkić i Bojan Basrak: Poissonovi točkovni procesi, Osječki matematički list 16 (2016), 135-147
- Basrak Bojan. Croatian quants day, Casopis GEO, Financijski vodic, Lipanj 2010.
Invited and/or Refereed Presentations
- Risk, Insurance and Extremes, 2000. Eindhoven A characterization of multivariate regular variation.
- Extremes 2001, Leuven, Multivariate time series with regularly varying tails
- Winterschool Mathematics and Biology, 2001. Wageningen, Probabilistic approach to phylogenetic trees.
- KOI 2004, Trogir, Croatia, 10th International Conference on Operational Research. Linkage analysis in human genetics
- ISI 2007, Lisabon, Extremal properties of moving average processes with random coefficients
- German Open Conference on Probability and Statistics, Karlsruhe, Copulas for the analysis of linkage in human genetics, Mar 2004
- Workshop - High-Dimensional Data Analysis in Economics 2010, Extreme Values and Dependence in Financial Time Series, Faculty of Economics and Business Zagreb and Humboldt-Universitaet zu Berlin
- Stochastic Networks and Related Topics III, Bedlewo, May 2011
- Workshop - Statistical Analysis of Financial Data, Faculty of Economics, Rijeka and Humboldt-Universitaet zu Berlin, October 2011
- Copenhagen, PhD course on Extremes in Time and Space. Extremes and sums of regularly varying observations, May 2013.
- Copenhagen, Workshop on Extremes in Time and Space. On the extremal behavior of random variables observed at renewal times, May 2013.
- Osijek, 18th European Young Statisticians Meeting. On dependent regularly varying observations. Keynote address, August 2013.
- Banff, Recent Advances and Trends in Time Series Analysis: Nonlinear Time Series, April/May 2014
- Stochastic Networks and Related Topics IV, Bedlewo, May 2014: On extremal behavior of random variables observed in renewal times
- Copenhagen University, Workshop Mathematical Foundations of Heavy Tailed Analysis, 22-27 June 2015: An invariance principle for renewal processes and Pitman-Yor distribution
- Fields Institute, Toronto, Workshop on Dependence, Stability, and Extremes, 2-6 May 2016, On tail process and limit theorems
- 3rd ISNPS congress, Avignon, 11-15 June 2016, On records and record times
- Stochastic models V, Bedlewo, September 2016. An invariance principle for sums of stationary sequences
- 3rd Workshop on Probability Theory and its Applications. KIAS, An invariance principle for regularly varying sequences, Korea Institute for Advanced Study, Seoul, December 2016
- Spring School in Risk, Institute for Risk and Uncertainty, University of Liverpool, April 2017. Point Processes - Risk Applications
- AMERISKA meeting, UPMC, Paris, June 2017, On central limit theorem for marked Hawkes processes,
- ISSPSM 2017, Debrecen, August 2017. On stationary regularly varying sequences and arrays
- CMStatistics 2017, London, December 2017. On records of stationary heavy tailed sequences
- Amsterdam, Vrije Universiteit, Semiparametric and nonparametric methods of QTL mapping, Sep 2002.
- Aarhus, Aarhus University, Statistics and Probability in Reconstruction of Phylogenetic Trees, May 2002.
- Copenhagen, University of Copenhagen, On multivariate heavy tailed time series, Jun 2008.
- Delft, Delft University of Technology, On Multivariate Regular Variation and Sequences od Dependent Random Variables, Oct 2002.
- Duesseldorf, Heinrich-Heine-University Duesseldorf, On probabilistic analysis of tree reconstruction algorithms, Nov 2002.
- Tilburg, Tilburg University, On the tail behavior of nearly additive Markov chains, Feb 2006.
- Tilburg, CentER, Tilburg University, A functional limit theorem for partial sums of dependent random variables with infinite variance, Apr 2010,
- Ljubljana, University of Ljubljana, On Markovian Time Series Models with Heavy Tails, Dec 2006,
- Ljubljana, University of Ljubljana, On dependence structure of multivariate heavy tailed time series, Feb 2008.
- Zagreb, Institut Rudjer Boskovic, Analiza povezanosti u humanoj genetici, Apr 2004.
- Zürich, ETH, Copulas for the analysis of linkage in human genetics, Mar 2004.
- Louvain-la-Neuve, Université catholique de Louvain, Asymptotic behavior of sample mean on trees, Apr 2009.
- Berlin, Humboldt-Universität zu Berlin - Weierstrass Institute, On regularly varying time series, Oct 2010.
- Ljubljana, University of Ljubljana, On heavy tailed time series and their sums - Functional limit theorems, 2014.
- Torun, Nicolaus Copernicus University, A limit theorem for renewal processes, Apr 2015.
- Ottawa, University of Ottawa, An invariance principle for renewal processes and Pitman-Yor distribution, June 2015
- Université Paris Ouest Nanterre La Défense, On randomly spaced observations and Pitman-Yor distribution, September 2015.
- University of Manchester, Tail process and extremes of heavy tailed sequences, March 2016.
- University of Liverpool, Tail process and extremes of heavy tailed sequences, March 2016.
- Paris VI, UPMC, On tail process and its role in limit theorems, March 2016.
- University of Illinois, Urbana-Champaign, On tail process, April 2016
- Korea Advanced Institute of Science and Technology, An invariance principle for sums and record times of stationary sequences, Daejeon, December 2016
before 2000 or at local universities: Groningen, Rotterdam, Muenchen, Eindhoven, Osijek, Zagreb, Varazdin, Rijeka, SplitRefereeing for journals
Journal, the Australian and New Zealand Journal of Statistics, Journal
of the Royal Statistical Society: Series B, Journal of Multivariate
Analysis, Annals of Applied Probability, Statistics, Statistica Sinica,
Statistical Science, Stochastic processes and their applications,
Stochastic models, Probability Theory and Related Fields, Computational Statistics and Data Analysis, Extremes
Danijel Krizmanić (2010), Azra Tafro (2014), Ivo Ugrina (2014, coadvisor), Drago Špoljarić (2014, coadvisor)
present: Petra Žugec, Vedran Horvatić (coadvisor), Hrvoje Planinić (coadvisor).PhD committee membership (foreign only)
Goražd Brumen (Univerza v Ljubljani, 2006)
Andreja Krajina (Tilburg University, 2010)Actuarial specialist program thesis advisor:
Gordana Jakšetić (2009), Bernardica Peranec (2010), Branka Skelin (2010), Katarina Stanić (2011), Davor Borojević (2013), Daniela Šipalo (2014), Marijana Vižintin (2016).
Master students (in random order):
Gotovac, Vančo Balen, Stojan Štironja, Vedran Horvatić, Tatjana
Pejčinović, Iva Opašić, Milena Vulević, Ivana Vidaković, Mirjana Jukić,
Berislav Šega, Josip Kljaković Gašpić, Marija Šelimber, Tanja Galušić,
Mislav Mišković, Julijana Njegovec, Bernarica Peranec, Jadranka Korn,
Ivana Vučko, Ivana Pežak, Borna Novak, Anton Golub, Marija Galić, Mirna
Krmpotić, Ivana Slamić, Anita Slivar, Sandra Lovrinčević, Azra Tafro, Željka Bartolić, Marina Rimac, Ana Peručić, Željka Seničić, Jadranko
Filipčić, Ivana Brguljan, Josipa Akalović, Srdjan Mijić, Aleksandar Šujica, Ivana Čulina, Valentina Filipović, Davor Kunovac, Stipe Luetić,
Karlo Brguljan, Vedrana Jerčić, Marko Baržić, Tea Bašković, Kruno Komugović, Marka Todorović, Ervin Duraković, Valerija Horvat, Ivan Varga, Mia Primorac, Martina Pehar, Boris Krajinović, Marin Drlje, Doris Zelić, Arijan Lisičar, Marija Prša, Vanja Jović, Živa Mitar (Ljubljana, Prešernova nagrada za rad), Ana Bevanda, Ivo Božić, Miko Martinić, Ivana Antoliš, Ognjen Stipetić, Vedrana Vazdar, Elio Bartoš, Andrijana Brkić.
Other professional Activities
Organizer of Croatian Quants Day, Workshop on Quantitative Methods for Insurance and Finance, Zagreb in 2008,2009,2010,2011,2012,2014
Member of the organizing committee, 6th Croatian Mathematical Congress, 2016.
Member of the organizing committee, 1st Croatian Actuarial Conference, 2016.
Member and ex treasurer and vice-president of Croatian Society for Theoretical and Mathematical Biology. Member of IMS and Bernoulli society.
session organizer; The biennial international conference of the
International Society for Business and Industrial Statistics,
Portoroz, Slovenija, 2010Teaching Experience
- PhD course on Extremes in Time and Space (Copenhagen)
- Probability (doctoral program)
- Statistics (undergraduate program Math Dept)
- Introduction to actuarial mathematics
- Markov chains
- Stochastic processes
- Time Series Analysis (undergraduate program)
- Time Series Analysis (doctoral program in Ljubljana)
- Selected Applications of Probability and Statistics
- Finance Lab
- Stochastic processes (Osijek)
- Probabilistic models in applications
- Vector spaces 1
- Vector spaces 2
- Statistics (undergraduate program Biology Dept)
- Actuarial mathematics 2 (specialists program)
- Measure and Integration
- Probability (undergraduate program)
- Mathematical finance (undergraduate program, Osijek)
- Risk Theory
- Introduction to Probability and Statistics
- Financial modelling
- Asymptotic Statistics (doctoral program)
- Mathematical and Statistical methods (doctoral program, Faculty of Geodesy, Zagreb)