During her PhD, Lota Copić studied two topics in modern statistics.

First, she addressed a common assumption in data analysis, that the statistical errors follow a normal distribution. In high-dimensional settings like neural networks, knowing when such assumption holds depends critically on the interplay between sample size and the dimensionality of the model (the number of parameters or features). Lota answered this by deriving explicit bounds that quantify exactly how the approximation error, and thus the validity of the normal approximation, depends on both the dimension of the problem and the sample size.

Second, she turned to the practical challenge of modelling electricity prices. Lota studied how electricity prices are set in European day‑ahead markets and proposed a model framework that reflects the actual price‑setting mechanism used in these markets. Empirical tests show robustness and competitiveness of simple models arising from the proposed framework.

The PhD study was completed at Department of Mathematics, Faculty of Natural Sciences, Aarhus University.

This summary was prepared by the PhD student.

Time: Thursday, 19 March 2026 at 14:15
Place: Building 1531, room 113, Lecture Theatre Aud-D1, Department of Mathematics, Aarhus University, Ny Munkegade 118, 8000 Aarhus
Title of PhD thesis: Quantitative Results for Multivariate Models: High-Dimensional Central Limit Theorems and Structural Modelling of Electricity Prices
Contact information: Lota Copic, e-mail: lota.copic@gmail.com, tel.: +45 50659753
Members of the assessment committee:
Professor Ciprian A. Tudor, Laboratoire Paul Painlevé, Université de Lille 1, France
Professor Trine Krogh Boomsma, Department of Mathematical Sciences, Copenhagen University, Denmark
Associate Professor Markus Kiderlen (chair), Department of Mathematics, Aarhus University, Denmark
Main supervisor: 
Professor Andreas Basse-O’Connor, Department of Mathematics, Aarhus University, Denmark
Tor Bonde, Danske Commodities, Denmark
Co-supervisor:
Associate Professor Jan Pedersen, Department of Mathematics, Aarhus University, Denmark
Mikkel Graversen, Danske Commodities, Denmark
Language: The PhD dissertation will be defended in English

The defence is public.
The PhD thesis is available for reading at the Graduate School of Natural Sciences/GSNS, Ny Munkegade 120, building 1521, 8000 Aarhus C