doc. PhDr. Jozef Baruník Ph.D.

Fotografie

Akademická funkce: Associate Professor
Odborné zaměření: Finanční ekonomie, ekonometrie
Členství: Interní, Katedra makroekonomie a ekonometrie

Kontakt

Kancelář: 503
Email: barunik [AT] fsv [DOT] cuni [DOT] cz
Telefon: +420(776)259273
Osobní www stránka: http://staff.utia.cas.cz/barunik/
Konzultační hodiny: dle dohody

Další informace

Předměty

Garant

JEM005 - Advanced Econometrics
JED414 - Kvantitativní metody I
JED415 - Kvantitativní metody II
JED412,413 - Nonlinear Dynamic Economic Systems: Theory and Applications
JEM059 - Quantitative Finance I
JEM061 - Quantitative Finance II

Vyučující

JEM005 - Advanced Econometrics
JEM116 - Applied Econometrics
JED414 - Kvantitativní metody I
JED415 - Kvantitativní metody II
JED412,413 - Nonlinear Dynamic Economic Systems: Theory and Applications
JEM059 - Quantitative Finance I
JEM061 - Quantitative Finance II

Životopis

Člen organizací

The Econometric Society, The Society for Financial Econometrics (SoFiE), The Czech Econometric Society

Vzdělání

2011 PhD ekonomie, IES FSV UK
2006 PhDr. ekonomie, IES FSV UK
2006 Mgr.ekonomie, IES FSV UK
2004 Bc. ekonomie, IES FSV UK

Odborná praxe

2017 (April)+: Associate Professor, Charles University in Prague
2015 - research visit Ruhr-Universitaet Bochum, Department of Mathematics, Institute of Statistics
2013+ lectures Advanced Econometrics
2013 - research visit ECARES - Solvay Brussels School of Economics and Management, Université libre de Bruxelles
2012 - research visit ECARES - Solvay Brussels School of Economics and Management, Université libre de Bruxelles
2011 (Oct.) - 2017 (March): Assistant Professor, Charles University in Prague
2013 + Research Fellow (Deputy Head of the Department from 2014), Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics
2011-2012 PostDoc, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics
2011 - 2013 lectures Econometrics II
2009 - research visit CeNDEF, University of Amsterdam
2007+ lectures Applied Econometrics
2007+ lectures Quantitative Finance I and Quantitative Finance II
2007 - 2011 teaching assistant Econometrics A
2007-2011 Research Assistant, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics

Veřejné aktivity

2016+ Editorial Board, Journal of Economic Interaction and Coordination
2014+ Editorial Board, Czech Journal of Economics and Finance
2015 Editor, Czech Economic Review
2013+ Grant Agency of the Czech Republic, Evaluation Committee. Member
2011+ Co-Editor, Bulletin of the Czech Econometric Society

Refereeing
(approximately 60 times). Selected list of journals: Computational Statistics & Data Analysis, Energy Economics, International Journal of Forecasting, Journal of Business & Economic Statistics, Journal of Econometrics, Journal of Economic Behavior & Organization, Journal of Economic Dynamics and Control, Journal of Financial Markets, Journal of International Money and Finance, Quantitative Finance, Studies in Nonlinear Dynamics & Econometrics, The Energy Journal

Currently supervising 7 PhD students and 10 M.A. theses at IES

Ocenění

2017 "Golden course taught at the FSV" award for Quantitative Finance I
2016 "The best courses taught at the IES" award for Quantitative Finance I
2016 "Golden course taught at the FSV" award for Quantitative Finance I
2016 Principal investigator, Grant Agency of the Czech Republic, research grant on "New measures of dependence between economic variables" (2016-2018)
2015 1st place in the Energy Economics Contest (with B.Malinska)
2015 "Golden course taught at the FSV" award for Quantitative Finance I
2015 "The best courses taught at the IES" award for Advanced Econometrics and Quantitative Finance I
2014 "The best courses taught at the IES" award for Applied Econometrics (with R.Horvath and M.Baxa) and Quantitative Finance II (with L.Vacha)
2014 "The best courses taught at the IES" award for Advanced Econometrics
2014 Czech National Bank Economic Research Award 2014 for best working paper
2014 Local coordinator of the collaborative project under the 7th Framework Programme for EU research: "Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents" (2014 - 2016)
2014 Principal investigator (joint with E.Kočenda from CERGE-EI), Grant Agency of the Czech Republic, research grant on "Dynamic correlations and financial market risk" (2014-2016)
2013 1st place in the Energy Economics Contest (with K.Avdulaj)
2013 "The best courses taught at the IES" award for Quantitative Finance 1 (with L.Vacha)
2013 Principal investigator, Grant Agency of the Czech Republic, research grant on "Multivariate spectral analysis of financial markets" (2013-2015)
2012 Otto Wichterle award by the Academy of Sciences of the Czech Republic
2012 "Golden course taught at the FSV" award for Applied Econometrics
2012 ČEZ Corporate Chair holder (2012+)
2012 "The best courses taught at the IES" award for Quantitative Finance 1 (with L.Vacha)
2011 1st place in the Energy Economics Contest (with L.Vacha)
2011 1st place in the Competition for the Best Student Paper in Theoretical Economics awarded by the Czech Econometric Society
2011 "The best courses taught at the IES" award for Quantitative Finance 1 (with L.Vacha) and Advanced Econometrics (with M.Netuka, L.Kristoufek and P.Gapko)
2010 "The best courses taught at the IES" award for Quantitative Finance 1 (with L.Vacha) and Applied Econometrics (with R.Horvath and M.Baxa)
2010 Czech Econometric Society Award - 3rd place in the Competition for the Best Student Paper in Theoretical Economics
2009 Biographical profile published in the 2010 edition of „Who’s Who in the World “ (Marquis, USA)
2006 M.A. with distinction from the Dean of the Faculty of Social Sciences for an extraordinarily good masters diploma thesis.

Nabídka témat závěrečných prací

Bakalářské práce

I welcome any topic in the field of Applied Financial Econometrics. The decision on the topic will be made after the discussion with the student.

Diplomové práce

My research interest is in Econometrics of Financial Markets. Any of following topics are welcomed for supervision, as well as those suggested by students in the field of Applied Financial Econometrics.

Time Series Econometrics of Financial Markets
High-Frequency Data in Finance
Heterogeneous Agents modeling
Nonparametric Data Analysis
Neural Networks in Finance (Economics)
Wavelet Neural Networks in Finance (Economics)

Vedoucí bakalářských prací

vše/oceněné: 3/0
Oceněné:

Vedoucí diplomových prací

vše/oceněné: 41/17
Oceněné: Mgr. Daniel Benčík, Mgr. Diana Burdová, Mgr. Eva Brabcová, Mgr. František Čech, Mgr. Jana Mašková, Mgr. Jiří Kukačka, Mgr. Jiří Poláček , Mgr. Ladislav Krištoufek, Mgr. Lucie Kraicová, Mgr. Martin Žofka , Mgr. Ondřej Šindelka, Mgr. Robert Verner, Mgr. Štefan Lipták, Mgr. Sylvie Dvořáková, Mgr. Tomáš Křehlík, Mgr. Tomáš Kroutil, Mgr. Veronika Dovhunová

Vedoucí doktorských prací

počet: 2
Jiří Kukačka (27.4.2016), Krenar Avdulaj (24.2.2016)

Aktuální PhD studenti

počet: 5
PhDr. František Čech , Mgr. Lucie Kraicová , Mgr. Tomáš Křehlík M.A., Mgr. Barbora Malinská , Mgr. Ing. Matěj Nevrla

Ke stažení

Academic CV 2016 (Jan)

Partneři

ČSOB
Deloitte
McKinsey & Company

Sponzoři

CRIF
EY