Research/art/teacher profile of a person
Name and surname:
doc. Mgr. Igor Melicherčík, PhD.
Document type:
Research/art/teacher profile of a person
The name of the university:
Comenius University Bratislava
The seat of the university:
Šafárikovo námestie 6, 818 06 Bratislava

I. - Basic information

I.1 - Surname
Melicherčík
I.2 - Name
Igor
I.3 - Degrees
Doc. Mgr., PhD.
I.4 - Year of birth
1968
I.5 - Name of the workplace
Department of applied mathematics and statistics
I.6 - Address of the workplace
Mlynská Dolina, 842 48 Bratislava, Slovakia
I.7 - Position
Associate Professor
I.8 - E-mail address
igor.melichercik@fmph.uniba.sk
I.9 - Hyperlink to the entry of a person in the Register of university staff
https://www.portalvs.sk/regzam/detail/4663?do=filterForm-submit&name=Igor&surname=Melicher%C4%8D%C3%ADk&sort=surname&employment_state=yes&filter=Vyh%C4%BEada%C5%A5
I.10 - Name of the study field in which a person works at the university
Mathematics
I.11 - ORCID iD
0000-0002-2665-5393

II. - Higher education and further qualification growth

II.1 - First degree of higher education
II.2 - Second degree of higher education
II.a - Name of the university or institution
Faculty of Mathematics and Physics, Charles University in Prague
II.b - Year
1991
II.c - Study field and programme
Mathematical analysis
II.3 - Third degree of higher education
II.a - Name of the university or institution
Comenius University in Bratislava, Faculty of Mathematics, Physics and Informatics
II.b - Year
1996
II.c - Study field and programme
Mathematics
II.4 - Associate professor
II.a - Name of the university or institution
Comenius University in Bratislava, Faculty of Mathematics, Physics and Informatics
II.b - Year
2010
II.c - Study field and programme
Mathematics
II.5 - Professor
II.6 - Doctor of Science (DrSc.)

III. - Current and previous employment

III.a - Occupation-position III.b - Institution III.c - Duration
Assistant professor Faculty of Chemical Technology, STU Bratislava 1993-1996
Analyst Gratex International 1996-1998
Assistant professor Comenius University in Bratislava, Faculty of Mathematics, Physics and Informatics 1998-2010
Associate professor Comenius University in Bratislava, Faculty of Mathematics, Physics and Informatics Since 2010

IV. - Development of pedagogical, professional, language, digital and other skills

IV.a - Activity description, course name, other IV.b - Name of the institution IV.c - Year
Mathematics 1, lectures and exercises Faculty of Chemical Technology, STU Bratislava 1993-1996
Selected parts of mathematical analysis Comenius University in Bratislava, Faculty of Mathematics, Physics and Informatics 2003-2009
Financial mathematics 1, lecture Comenius University in Bratislava, Faculty of Mathematics, Physics and Informatics 1999-2016
Financial mathematics 2, lecture Comenius University in Bratislava, Faculty of Mathematics, Physics and Informatics 1999-2016

V. - Overview of activities within the teaching career at the university

V.1 - Overview of the profile courses taught in the current academic year according to study programmes
V.1.a - Name of the profile course V.1.b - Study programme V.1.c - Degree V.1.d - Field of study
Financial mathematics Mathematics of Economy and Finance I. Mathematics
Measure and Integral, Stochastic Calculus - Theory and Applications Mathematics of Economy and Finance 2 Mathematics
Diploma seminar Mathematics of Economy and Finance 2 Mathematics
Selected Topics from Financial Mathematics Applied mathematics 3 Mathematics
V.2 - Overview of the responsibility for the delivery, development and quality assurance of the study programme or its part at the university in the current academic year
V.2.a - Name of the study programme V.2.b - Degree V.2.c - Field of study
Mathematics of Economy, Finance and Modeling 2 Mathematics
Mathematics of Economy and Finance 1 Mathematics
V.3 - Overview of the responsibility for the development and quality of the field of habilitation procedure and inaugural procedure in the current academic year
V.4 - Overview of supervised final theses
V.4.1 - Number of currently supervised theses
V.4.a - Bachelor's (first degree)
1
V.4.b - Diploma (second degree)
1
V.4.c - Dissertation (third degree)
0
V.4.2 - Number of defended theses
V.4.a - Bachelor's (first degree)
42
V.4.b - Diploma (second degree)
52
V.4.c - Dissertation (third degree)
4
V.5 - Overview of other courses taught in the current academic year according to study programmes
V.5.a - Name of the course V.5.b - Study programme V.5.c - Degree V.5.d - Field of study
Pension insurance and pension funds Mathematics of Economy, Finance and Modeling II. Mathematics

VI. - Overview of the research/artistic/other outputs

VI.1 - Overview of the research/artistic/other outputs and the corresponding citations
VI.1.1 - Number of the research/artistic/other outputs
VI.1.a - Overall
32
VI.1.b - Over the last six years
5
VI.1.2 - Number of the research/artistic/other outputs registered in the Web of Science or Scopus databases
VI.1.a - Overall
20
VI.1.b - Over the last six years
4
VI.1.3 - Number of citations corresponding to the research/artistic/other outputs
VI.1.a - Overall
59
VI.1.b - Over the last six years
22
VI.1.4 - Number of citations registered in the Web of Science or Scopus databases
VI.1.a - Overall
42
VI.1.b - Over the last six years
21
VI.1.5 - Number of invited lectures at the international, national level
VI.1.a - Overall
8
VI.1.b - Over the last six years
0
VI.2 - The most significant research/artistic/other outputs
1

Aleš Černý, Igor Melicherčík: Simple Explicit Formula for Near-Optimal Stochastic Lifestyling. European Journal of Operational Research, 284, (2020), 769-778.

2

Igor Melicherčík, Gábor Szucs, Igor Vilček: Investment Strategies in the Funded Pillar of the Slovak Pension System. Ekonomický časopis, 63(2), (2015), 133-151.

3

Mária Lucká, Igor Melicherčík, Ladislav Halada: Application of Multistage Stochastic Programs Solved in Parallel in Portfolio Management. Parallel Computing, 34, (2008), No 6-8, 469-485.

4

Igor Melicherčík, Cyril Ungvarský: Pension Reform in Slovakia: Perspectives of the Fiscal Debt and Pension Level. Finance a úvěr – Czech Journal of Economics and Finance, 54, (2004), No 9-10, 391-404.

5

Jozef Komorník, Igor Melicherčík: The foguel alternative for integral Markov operators. In: Dynamical Systems and Applications. - Singapore: World Scientific, 1995, ISBN 981-02-2383-8, s. 441-452.

VI.3 - The most significant research/artistic/other outputs over the last six years
1

Aleš Černý, Igor Melicherčík: Simple Explicit Formula for Near-Optimal Stochastic Lifestyling. European Journal of Operational Research, 284, (2020), 769-778.

2

Igor Melicherčík, Nikoleta Podstrelená, Gábor Szucs: Different Ways of Using Second Pillar Savings in Slovakia. Proceedings of contributed papers, Bratislava, Slovak University of Technology, 2020, 249-258.

3

I. Melicherčík, G. Szűcs: Payout phase of defined contribution systems: The case of Slovakia. Statistika, 103(4), (2023), 445–461.

https://doi.org/10.54694/stat.2023.12

4

I. Melicherčík, T. Jašurková: Child - related pension benefits: The case of Slovakia. Proceedings of the conference Algoritmy, 2024, 179 - 188. 

5

T. Jašurková, I. Melicherčík: Parental bonus in pension systems: The case of Slovakia. Ekonomický časopis/Journal of Economics, 72, (2024), No. 5 – 6, 261 – 282. https://doi.org/10.31577/ekoncas.2024.05-06.03

VI.4 - The most significant citations corresponding to the research/artistic/other outputs
1

2021 Mešťan, M. - Králik, I. - Žofaj, M. - Karkošiaková, N. - Kabašinskas, A.: Projections of pension benefits in supplementary pension saving scheme in Slovakia. In: Central European Journal of Operations Research, Vol. 29, No. 2, 2021,s. 687-712 - SCI ; SCOPUS

2

2020 Schryen, G.: Parallel computational optimization in operations research: A new integrative framework, literature review and research directions. In: European Journal of Operational Research, Vol. 287, No. 1, 2020, s. 1-18 - SCI ;SCOPUS

3

2017 Östermark, R.: Massively parallel processing of recursive multi-period portfolio models. In: European Journal of Operational Research, Vol. 259, No. 1, 2017, s. 344-366 - SCI ; SCOPUS

4

2012 Pichor, K.: Asymptotic stability and sweeping of substochastic semigroups. In: Annales polonici mathematici, Vol. 103, No. 2, 2012, s. 123-134 - SCI ; SCOPUS

5

2011 Altiparmakov, N.: A macro-financial analysis of pension system reforms in emerging Europe: The performance of IRAs and policy lessons for Serbia. In: International Social Security Review, Vol. 64, No. 2, 2011, s.23-44 - SCI ; SCOPUS

VI.5 - Participation in conducting (leading) the most important research projects or art projects over the last six years
1

APVV-20-0311 (member)

2

APVV-19-0352 (member)

3

VEGA 1/0760/22 (member)

4

APVV-23-0125 (member)

VII. - Overview of organizational experience related to higher education and research/artistic/other activities

VII.a - Activity, position VII.b - Name of the institution, board VII.c - Duration
Working in state examination boards (as a member, or chairman) for bachelor and master programs MEF Comenius University in Bratislava, Faculty of Mathematics, Physics and Informatics since 2010
Occasional work in various commissions related to doctoral studies such as chairman, or member. Occasionally acting as opponent of dissertations from other universities. Comenius University in Bratislava, Faculty of Mathematics, Physics and Informatics Since 2010

VIII. - Overview of international mobilities and visits oriented on education and research/artistic/other activities in the given field of study

IX. - Other relevant facts

IX.a - If relevant, other activities related to higher education or research/artistic/other activities are mentioned

Head of the Department of Applied Mathematics and Statistics (from 2023)

Date of last update
2025-03-15