Attila Sárkány

Attila Sárkány is a PhD student at the Institute of Economic Studies, Charles University in Prague, focusing on tail risk and machine learning models under the supervision of Professor Jozef Barunik. He also works as a teacher assistant for Econometrics I and Asset Pricing.
 

He completed a program in Data Analytics and Machine Learning at ELTE in Budapest. Previously, he obtained an MA in Economics from Central European University, where he wrote his thesis on stock market reactions to news in Hungary.
 

Professionally, he has worked as a Quantitative Energy Market Analyst at Greenland Commodities, Data Manager at the Government Transparency Institute, and Risk Modeller Intern at Raiffeisen Bank. He also gained research experience at the Hungarian Academy of Sciences and completed an internship at the Hungarian Central Statistical Office.

He is skilled in Python, R, SQL, and Stata, with a focus on applying data-driven methods in economics.

Attila is currently working on developing a novel approach to understand the dynamic diversification of decision makers with quantile preferences by using Reinforcement Learning. 

Awards:
UNCE fellowship a project of excellent research at Charles University.
GAUK Grant Agency of Charles University (2025)