Akademická funkce: Ph.D. Candidate
Odborné zaměření: Financial Econometrics, Asset Pricing, Market Endogeneity
Členství: Doktorandi, Katedra financí a kapitálových trhů
Kontakt
Kancelář: IES 602
Email: 61558906 [AT] fsv [DOT] cuni [DOT] cz
Telefon:
Osobní www stránka: http://ies.fsv.cuni.cz/cs/staff/sila
Konzultační hodiny: po domluvě
Další informace
Předměty
Vyučující
JEM207 - Data Processing in Python
PhD studium
Školitel: prof. PhDr. Ladislav Krištoufek Ph.D.
Rok začátku PhD studia: 2018
Datum rigorózní zkoušky:
Datum státní dr. zkoušky:
Malá obhajoba:
Velká obhajoba: 2022 (exp)
Vědecká práce:
For details see ISP below
Disertační téma:
Modern portfolio and risk management methods
Disertační teze:
Volitelné předměty (absolvované):
Teaching Assistantships:
21/22 WS: JEM207 - Data Processing in Python
21/22 WS: JEM062 - Introductory Econometrics
21/22 SS: JEM227 - Data Science with R I
21/22 SS: JEB109 - Econometrics I
21/22 SS: JEM207 - Data Processing in Python
21/22 SS: JEM233 - FinTech and Blockchain
20/21 WS: JEM207 - Data Processing in Python
20/21 WS: JEM062 - Introductory Econometrics
20/21 SS: JEB109 - Econometrics I
20/21 SS: JEM207 - Data Processing in Python
20/21 SS: JEM220 - Data Science with R II
19/20 SS: JEB109 - Econometrics I
19/20 SS: JEM207 - Data Processing in Python
19/20 WS: JEM062 - Introductory Econometrics
18/19 SS: JEB109 - Econometrics I
18/19 WS: JEM062 - Introductory Econometrics
PhD Courses:
21/22 SS: JED412 Advanced Financial Econometrics I
20/21 SS: JED413 Advanced Financial Econometrics II
20/21 WS: JED412 Advanced Financial Econometrics I
19/20 SS: JED413 Advanced Financial Econometrics II
19/20 WS: JED412 Advanced Financial Econometrics I
18/19 SS: JED415 Kvantitativní metody II
18/19 WS: JED414 Kvantitativní metody I
Životopis
Vzdělání
2018+ Ph.D., Institut ekonomických studií, Univerzita Karlova, Praha; Ekonomie
2014-2018: Mgr., Institut ekonomických studií, Univerzita Karlova, Praha; Ekonomie
2015-2017: MSc., University of Leicester, United Kingdom; Finanční matematika
2011-2014: Bc., Institut ekonomických studií, Univerzita Karlova, Praha; Ekonomie
Odborná praxe
7/2018+: Tech Soul, Soulution Agency
11/2017 - 03/2020: Software developer, SmartEE s.r.o.
10/2016 - 11/2017: Data science freelancer
Research profiles
ORCID, RePEc, Publons with WoS RID
Veřejné aktivity
Referee:
Prague Economic Papers (3)
Applied Financial Economics (1)
Economic Modelling (2)
2020+: GEMCLIME project administrator
2022+: GEOCEP project administrator
Ocenění
"The best courses taught at the IES" ocenění za JEM207 Data Processing in Python - LS 2020
Vítěz of Deloitte Applied Analytics Challenge - 2016, 2017
Nejlepší diplomová práce in MSc Financial Mathematics, University of Leicester - 2016
KPMG International Case Competition (KICC) Czech Republic - 2015
Nabídka témat závěrečných prací
Bakalářské práce
Please see Diploma theses section.
Currently supervised theses:
Bachelor:
Is Bitcoin Driven by Economic Policy Uncertainty?
The Implied order book: modelling liquidity to detect crashes - joint supervision with Michael Mark from EPFL
Connectedness between stocks of cryptocurrency-linked US companies and the cryptocurrency market.
Master:
DeFi: assessing adoption and most valuable metrics for the price discovery - issued 2020/2021
Diplomové práce
I will be happy to supervise theses on financial econometrics and/or machine learning in finance.
Couple of personal rules:
- Email me with details when you want to defend, when is deadline for the proposal. Ideally with a specified topic.
- Pick at one or two very good papers as the backbone of the topic - see ies journal ranking at the bottom of the page, and start researching from the top. It is ok if you don't understand the details, it is an exercise to understand motivation and research context. Dont worry about the greek letters at all at this stage!
- If you like something, check related articles through Connected papers to dig deeper in the topic.
- We will have monthly status meetings - up to 30 minutes - online or in person once you start working on it. Ad hoc consults are of course available!
- Complete draft 1 month prior to submission
- If you are searching for a crypto related topic, check Understanding Cryptocurrencies article to get a quick overview of some topics and follow references within. There is a new journal Digital Finance with lots of crypto research.
General topics, preferably applied (you are more than welcome to specify the topic yourself):
Topics on Crypto(currency) markets
Topics on Efficient markets hypothesis
Topics on Market Endogeneity
Topics on Asset Pricing
Vedoucí bakalářských prací
vše/oceněné: 3/0
Oceněné:
