From January 25 till January 29, 2022, our Institute of Economic Studies has organized a joint seminar with Humboldt University in Berlin. This five-day research seminar focused mainly on research presentations of doctoral students and senior members of the research groups from both universities. The event took place in the Jizera mountains, in Haindorf, Czech Republic. It was opened by a brief course Principles of Bayesian Portfolio Selection by Jan Večer from the Faculty of Mathematics and Physics (Charles Uni), followed by a lecture Robo advising under rare disasters by Prof. Cathy Yi-Hsuan Chen from the University of Glasgow. You can find the complete schedule, names of the speakers and their presentations here. The seminar was held with the financial support of the Czech-German Future Fund.
From October 6 to October 7, 2022, an international conference Statistics of Machine Learning, with a special focus on financial applications, took place in Prague under the auspices of the Academy of Sciences, with the participation of world leaders in the field (this year e.g. Professor Jianqing Fan from Princeton or Professor Cathy Yi-Hsuan Chen from the University of Glasgow). The conference was organized by our colleague Jozef Baruník, Miloš Kopa (MFF UK) and Prof. Wolfgang Karl Härdle (Humboldt-Universität zu Berlin). Our colleagues from IES presented papers on Currency Network Risk (Jozef Baruník) and Time Varying Persistence of Econimic Time Series (Lukáš Vácha). Our PhD candidates Luboš Hanus, Martin Hronec, Lenka Nechvátalová and Matěj Nevrla also presented their research. The full schedule is available here and the list of all speakers and abstracts of their presentations are avaliable here.
From November 3-4, 2022, our colleagues Miroslav Palanský and Petr Janský, their research group CORPTAX and the EU Tax Observatory, organised the international conference "Transparency and Tax Avoidance: Country-by-Country Reporting by Multinational Enterprises " in Carolinum. Its main focus was on the latest research results on transparency and taxation of multinational corporations. The keynote speakers were Kat Bilicka and Kim Clausing, professors of economics from the United States. The recording of the conference is available online here.
At the beginning of December, the Institute of economic studies hosted a doctoral workshop on research in finance and financial accounting, organized by our colleague Jiří Novák in cooperation with the Humboldt University in Berlin.
The workshop was attended by three Humboldt University PhD students - Simone Euler, Sebastian Geschonke and Jonas Materna.
At the workshop, they presented their research projects focused on the transparency of European private companies, the creation of databases covering the financial information of European companies and the importance of visualizations in scientific research.
They were joined by PhD students from Charles University - Fan Yang, Lenka Nechvátalová and Matěj Nevrla, who presented their research on the impacts of the hedge fund regulation, the potential of deep learning for optimizing the portfolio, and the ability of asymmetric risk factors to explain stock market returns.
The workshop was an opportunity for the participants to receive a valuable feedback from senior Humboldt University researchers Joachim Gassen and Ulf Brüggemann, to get to know the young colleagues from the partner university and to get a comparison of different approaches to scientific research.
Our colleague Jozef Baruník and his colleagues from The Academy of Sciences of the Czech Republic, Faculty of Mathematics and Physics and Humboldt University, co-organized the "Statistics of Machine Learning" conference from October 7 to October 8, 2021. You can find the list of speakers and topics here.
From January 22nd till January 26th the IES FSV UK together with Humboldt University in Berlin organized a special seminar for PhD students in Haindorf, Czech Republic. Five-day research seminar focused on research presentations of PhD students and senior members of the research groups from both universities. The seminar was open by a short course of Christian Hafner from Université catholique de Louvain and Holger Dette from Ruhr-University Bochum.
In April 2019, a mini conference entitled "Asset Pricing, Machine Learning, and Finance" took place at the IES FSV UK. The main speaker was dr. Numan M. Ülkü with a lecture on "Investor trading behavior and stock returns".
In May 2019, our colleague Barbara Pertold-Gebicka organized “Prague Workshop on Gender and Family in the Labor Market”. The workshop included research presentations, a public lecture by prof. Shelly Lundberg from the University of California, Santa Barbara and a lecture by prof. Andrey Weber from Central European University, Budapest. The event was organized by IES, CERGE-EI and Virtual Research Collaboration on Gender and Family in the Labor Market and co-financed by the Visegrad Fund.
The Academy of Sciences of the Czech Republic in cooperation with IES, Faculty of Mathematics and Physics and Humboldt University organized the "Statistics of Machine Learning" confrence in October 2019. Our colleague Jozef Barunik organized one of the workshops: Asset Pricing using Time-Frequency Dependent Network Centrality.
Thanks to the CENTRAL-Kollegs fund, our colleague František Čech organized two workshops for IES students. The first one followed the educational project and conference "Machine Learning in Economics". At the seminar, doctoral students had the opportunity to present their progress with their own research and met with leading scientists in the field who attended the conference. In November, Humboldt University held its second workshop entitled "Inference in ML models".
From January 23rd till January 27th the IES FSV UK together with Humboldt University in Berlin organized a special seminar for PhD students in Haindorf, Czech Republic. Five-day research seminar focused on research presentations of PhD students and senior members of the research groups from both universities. The seminar was open by a lecture of Bryan S. Graham from UC Berkeley.
In September 2017 an international conference ParaoptXI from the series “Parametric Optimization and Related Topics” was held in the premises of the IES FSV UK. The conference was co-organized by ÚTIA (Institute of Information Theory and Automation of the Czech Academy of Science). This conference was founded already in 1985 and the Prague meeting was the 11th in a row. Parametric optimization is the part of mathematical programming and has emerged as an exciting research area in theory, numerics and applications. The key note speaker was an emeritus professor Diethard Klatte from the University of Zurich.
At the beginning of October the IES FSV UK jointly with Czech National Bank organized a conference “Challenges for Financial Stability in Europe“ that took place at the representative space of Czech National Bank in Prague. The conference focused on broad issues of current challenges to financial stability in Europe including theoretical or empirical topics within this area. The key note speaker was a professor of London School of Economics, Jon Danielsson, who is also director of Systemic Risk Center at LSE. Selected papers will be published in special issues of Journal of Financial Stability and Economic Systems.
Two international conferences took place at IES FSV UK in September. The first one - MAER-Net 2015 Prague Colloquium - was an international meeting of scholars who specialize in meta-analysis. The purpose of the colloquium was to share ideas and methods among meta-analysts and to encourage young scholars to use meta-analysis. The keynote speakers for the 2015 MAER-Net Colloquium were: Prof. Andrea Weber (University of Mannheim, Germany), Prof. Chris Doucouliagos (Deakin University, Australia) and Prof. Nauro Campos (Brunel University, UK). Among the 40 papers presented at the conference, 6 of them were written by researchers from IES FSV UK.
The second conference was Econophysics Colloquium 2015, a traditional international conference gathering researchers from the interdisciplinary science of econophysics formed on the intersections of economics, finance, physics, complex systems, computer science and other branches of science.The conference followed the ten previous meetings (the first one took place at The Australian National University in Canberra, Australia, and the tenth one at Nichii Gakkan in Kobe, Japan). The meeting gathered 99 researchers from around the world.This year’s colloquium has been a very successful one and it will be followed by one in Sao Paulo, Brazil in 2016.