Nina Drobac

I'm a first-year doctoral student in Statistics at Laboratoire de Probabilités, Statistique et Modélisation (LPSM) at Sorbonne University, Paris.
My research is supervised by Margaux Brégère and Olivier Wintenberger.
My PhD is part of the SOUND.AI project associated with SCAI.
The goal of the thesis is to develop recursive methods for probabilistic time series forecasting using signatures of stochastic process trajectories. The methods are aimed at applications to the electricity market and the industrial partner of the project is EDF.

Short CV

In 2020 I obtained the bachelor's degree in Mathematics at the Faculty of Science, University of Zagreb, Croatia.
In March 2023, I graduated from the master's program in Mathematical Statistics at the same faculty.
From May 2023 to September 2023, I worked as a research assistant at the Faculty of Electrical Engineering and Computing, University of Zagreb. I was part of the Text Analysis and Knowledge Engineering Lab (TakeLab) and I worked in applied statistics for natural language processing.
In November 2023, I started my PhD in Statistics at Sorbonne Université.

Research

My research interests include:

Time series forecasting
Machine learning for time series
Statistical learning
Signatures of stochastic process trajectories

Teaching

2023/2024

2022/2023
Practical classes in Introduction to Artificial Intelligence (undergraduate course), Faculty of Electrical Engineering and Computing, University of Zagreb