About me

Welcome on my personal webpage! I'm a scientific researcher in the Czech Academy of Sciences, Institute of Computer Science. I investigate causality in complex systems using information theory, with applications in climate and finance. Previously, I worked at the Complexity Science Hub in Vienna with Stefan Thurner, studying how economic shocks propagate through firm-level supply networks and their implications for the financial system.

My research interests are in econophysics and information entropies, especially fat tails, scaling laws, probability distributions and transfer entropies in financial markets. I'm also interested in concepts of causality, foundations of probability theory, as well as financial stability and supply chain adjusted financial risks.

Currently, I'm a PhD candidate at the University of Vienna. I did my master studies in mathematical physics at the Faculty of Nuclear Sciences and Physical Engineering of the Czech Technical University in Prague, where I researched concepts of information flows in financial markets under the supervision of Petr Jizba. I also obtained a master's degree in finances and banking at the MGIMO University in Moscow.

During studies, I spent a year at the Nuclear Physics Institute of the Czech Academy of Sciences, working on the radiation hardness assurance and particle collision modelling in cooperation with the ALICE team in CERN, the European Organization for Nuclear Research. I also gained experience from the real sector while working for the department of transactional modelling in a bank under the KBC group.

Dare to reach out! Contact me on my email tabachova@cs.cas.cz

Selected Talks

  • June 2024, Finland

    2024 RiskLab/BoF/ESRB Conference on AI and Systemic Risk Analytics (Bank of Finland)

    Supply chain network contagion and financial systemic risk of firms
  • June 2024, Austria

    Econophysics Colloquium 2024 (Complexity Science Hub Vienna)

    Supply chain contagion adjusted financial climate stress testing
  • November 2023, France

    The 12th International Conference on Complex Networks and their Applications (Complex Networks)

    Supply chain adjusted exposure of banks to climate policy economic sectors
  • July 2023, Austria

    International Conference on Network Science (CEU & CSH Vienna )

    Supply chain shock propagation and financial stability
  • October 2022, Spain

    Conference on Complex Systems (IFISC)

    Supply chain shock propagation and financial systemic risk
  • June 2021, Czech Republic

    Joint European Thermodynamics Conference (Czech Technical University in Prague)

    Rényi transfer entropy between stock markets
  • November 2019, Russia

    Round table on innovative banking business (Moscow State Institute of International Relations)

    Forest Bonds, prospects for Russia
  • October 2019, Serbia

    The 7th Conference on Information Theory and Complex Systems (Mathematical Institute of the Serbian Academy of Sciences and Arts)

    Rényi Entropy Transfer in Deterministic Chaotic System
  • April 2019, Austria

    Information-Theoretic Methods for Complexity Science (Complexity Science Hub Vienna)

    Rényi Entropy Transfer in Simple Model Systems

In press

Awards

  • emoji_eventsBest Oral Presentation of the 12th International Conference on Complex Networks and Their Applications.