Masters theses topics

PhDr. Radek Janhuba M.A.
Topics on sports economics Topics of applied microeconomics

Tomáš Janotík MSc.
Economic Aspects of Blood Donation Time-inconsistent Preferences and Procrastination Is Economics Performative? The Role of Think-tanks in Most Recent Czech/Slovak History and Their Impact on Economic Policy (you are more than welcome to specify your own topic)

doc. Petr Janský Ph.D.
I am happy to consider supervising your thesis. In the file below I suggest some suitable topics and I explain the process leading to a successful defence of your thesis.

PhDr. Ivo Jánský
Any theses related to the following topics are welcomed: - financial instruments risk analysis, - Value at Risk, - Extreme value theory, - GARCH models for modelling volatility - high frequency data analysis.

Martina Jašová
Empirical banking, Macro-Finance

Mgr. Roman Kalabiška
I welcome any topic regarding real estate markets, fiscal policy and macroeconomics.

PhDr. Jiří Kameníček CSc.
1. Vyplatí se v ČR investovat do vlastního lidského kapitálu? (Pokus o porovnání výnosů ze vzdělání podle pracovních míst a oborů zaměstnání.) 2. GLOBALIZACE. Komparativní (případně též absolutní) výhody a nevýhody jejích aktérů a účastníků. Které následky globalizace ohrožují investice do lidského kapitálu, které následky globalizace naopak podněcují k investování do lidského kapitálu. Lze odhadovat výsledné efekty?

RNDr. Vlasta Kaňková CSc.
1995 -- Úlohy stochastického programování za neurčitosti -- aplikace na ekonomické úlohy, MFF UK, 1997 -- Ověření rychlosti konvergence empirických odhadů v úloze stochastického programování pomocí simulace, MFF UK, 1999 -- Úlohy stochastického programování za neurčitosti -- aplikace na problematiku nezaměstnaných, MFF UK, 2001-- Úlohy stochastického nelineárního programování -- aplikace na sociální problematiku, MFF UK, 2 001Stabilita a odhady v úlohách stochastického programování (Speciální případy), MFF UK, 2002 -- Vícekriteriální optimalizace a stochastické programování, MFF UK, 2003 -- Asymptotické vlastnosti v úulohách stochastického programování, MFF UK

Ing. Irena Kemény
akademický rok 2002/2003: Tereza Holovková: Komparace nepřímých daní v České republice a Evropské unii. Ondřej Svoboda: Mezinárodní daňové plánování. Lukáš Vorel: Daň z příjmu neziskových organizací. Jakub Šubrt: Franchising. akademický rok 2003/2004: Antonín Bušta: What after Enron new atitude fo corporate reporting.

PhDr. Farkhod Kholbutayev
- Topics on applied econometrics - Topics on measures of financial stability - Topics on Islamic banking, empirical research - Topics on risk management

PhDr. Tomáš Klinger Ph.D.
Machine learning, Applied data science, Marketing and risk analytics

prof. Ing. Evžen Kočenda M.A., Ph.D., DSc.
Prospective students are encouraged to suggest their own topics – a final topic will be selected based on consultation. Applied topics linking economics and finance are very welcome. Theses in English are supervised and have to include an econometric analysis. Topics below serve as suggestions but do not limit the area of supervision – please, see my homepage (research section) for more ideas on potential topics and area of supervision. Topics related to transfer of information on financial markets (news, announcements, verbal interventions etc.) Topics related to inflation (persistence, convergence, targeting, etc.) Topics related to exchange rates (regimes/arrangements, interventions, current account, fluctuations, risk, Eurozone, etc.) Topic related to volatility on financial markets (transmission, asymmetries, contagion, spillovers, jumps, etc.) Topics related to corporate finance (firm performance, efficiency, links to ownership structures, links to privatization, links to market and firms’ characteristics, etc.)

Ing. David Kocourek
Any topic from applied econometrics.

Mgr. Dominika Ehrenbergerová (Kolcunová)
Topics related to financial stability, macroprudential policy, monetary policy and their interactions.

PhDr. Petra Kolouchová
Témata souvisejicí s oceňováním společností - např. diskontní míra, diskont za minoritu, diskont za nelikviditu, prémie za riziko akciového trhu

prof. Ing. et Ing. Luboš Komárek Ph.D., MSc., MBA
Driving Forces behind Foreign Exchange Reserve Accumulation for the Small Open Economy Financial Stability and Macroeconomic Policy: The Case of the Small Open Economy Global Economic Integration: Opportunities and Challenges Monetary and Fiscal Space in the OECD Countries Real Exchange Rates development in the EU Countries Modelling the NATREX (NATural Real Exchange Rate): Macroeconomic Model Based on Stock-flow Interaction

Mgr. Vědunka Kopečná
Topics from areas of energy economics, general equilibrium modeling, impact evaluation and treatment effects are welcome. Theses are to be written in English and LaTeX.

Mgr. Matej Kosturák
Insolvency procedures, Probability of Bankruptcy,

Ing. Jiří Kracík
Obchod s elektřinou, cena elektřiny a příbuzná témata Analysis of market in energies (Czech Republic or a different country) European energies' markets Liberalisation of markets in energies in the EU Cost analysis of an energy source

Mgr. Lucie Kraicová
Applied Financial Econometrics-Wavelets in finance

Mgr. Michal Král
Any topics regarding tax evasion and tax avoidance

doc. PhDr. Ladislav Krištoufek Ph.D.
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 Fractal markets hypothesis Topics on Econometrics of financial time series Topics on Fractality/self-similarity/long-range dependence Topics in Inter(Multi)disciplinary Economics and Finance Topics in Computational Social Science Topics in Energy Economics and Finance Topics in Data Science (also in cooperation with CSOB) Some specific topics (not limited to): - Cryptomining and global warming: Are we heading towards catastrophe? - Efficiency, predictability and liquidity in the crypto-markets - Fundamental trading in cryptomarkets - HODLing and mooning vs. standard strategies in the crypto-markets - ICOs vs. IPOs: Comparison of the stylized facts - Monetary economics of Bitcoin: Could it work? - Multifractal signatures before the market crashes - Predictability and liquidity in the crypto(currency) markets - Spin models in marketing - Spin models in biofuels markets (interplay between producing for food and for biofuel) Only theses in English and LaTeX are to be supervised. Currently supervised theses: - Application of machine learning methods for estimating apartment prices in the Czech Republic - Examining the Link between Financial Market Efficiency and Monetary Policy Effectiveness - May Transaction Data Improve Consumer Credit Scoring Model? - Cryptocurrency and stock markets: Differences and similarities and how they affect each other - Examining the relationships among cryptocurrencies using Google Trends - Forecasting oil prices volatility with Google searches - Forks and airdrops in cryptomarkets: Investment opportunities or thin air? - Interplay between Bitcoin price and its mining difficulty - Pairs Trading in Cryptocurrency Markets - Predicting Financial Market Crashes using Log-periodic Oscillation and Critical Slowing Down - Private equity funds and their performance in the post-crisis period - Rational agents with imprecise expectations: Implications for investing and portfolio selection - Seasonality in Cryptocurrency Markets - The Profitability of Standard Trading Strategies in Cryptocurrency Markets - Utilizing online data in modelling unemployment rates in the Czech Republic

PhDr. Ihor Kruchynenko
General aspects of financial risks modeling and management Probability of default modeling

Mgr. Matěj Kuc
Topics on banking performance, cooperative banking or impact of distinct ownership models on financial institutions behaviour are welcomed.

Mgr. Ing. Adam Kučera
Interest rate modeling Macro-finance modeling Dynamic Nelson Siegel framework Affine Gaussian term structure model Insurance stress testing Investment fund sector stress testing

Tomáš Kučera MSc.
Social Bridges and Economic Growth Importance of Social Networks

PhDr. Zdeněk Kudrna PhD.
Financial market regulation in EU Regulatory reforms of financial markets in advanced and emerging markets Varieties of capitalism in old and new EU Member States

PhDr. Jiří Kukačka Ph.D.
Students are welcome to contact me via email and consult the supervision of Master theses related to fields of my research interest. Maximum load of supervised theses is around 3 for 2019/2020: - topics on Heterogeneous Agent Modelling (HAM) in Finance, e.g. calibration and simulation based estimation (SMM, SMLE) of HAMs, see a video about the HAM topic, also check a nice article here - calibration and estimation (SMM, SMLE) of a complex Behavioural New Keynesian model, see a video about the Macro Agent-Based Model (MABM) topic - analysis of a Bounded Rationality New Keynesian Model (determinacy, e-stability, learning in Macro), read this article + paper if you like it for more inspiration about Bounded Rationality in Macro - Simulated Maximum Likelihood methods in Econometrics (simulation based analysis of performance, comparison to Simulated Method of Moments), check some articles here, here, or here - an advanced empirical analysis of selected Behavioural Finance topics, read about interesting behavioural patterns and anomalies here. Are these patters still detectable today? Are they detectable at other markets than where discovered? Can one reasonably profit on this knowledge? Currently supervised Master theses: Renata Wojnarova: The Effect of M&A on Competitors' Performance in China and US Katerina Havelkova: Predicting stock market crises using investor sentiment indicators

Mgr. Jan Kvaček
Dopady úhradových vyhlášek na poskytování zdravotních služeb v ČR Oceňování rizika kmenů zdravotních pojišťoven Regionální rozdíly ve spotřebě zdravotních služeb v ČR Determinanty nákladů na léčbu v posledním roce života Možnosti zavedení nominálního pojištění v České republice

Mgr. Petra Landovská
Any topic in Health Economics.

Mgr. Adriána Lelovská
Any topic regarding credit risk rating or generally credit risk management, as well as banks' incomes and financial stability issues is welcome.

Mgr. Ondřej Lopušník
Topics in Post Keynesian economics (subject to agreement)

JUDr. Ing. Mgr. Libor Lukášek Ph.D.
Význam CEFTA v procesu transformace ekonomik zemí střední a východní Evropy Společná energetická politika Evropské unie Energetická bezpečnost zemí Visegrádské skupiny Energetická bezpečnost České republiky – současný stav a predikce budoucího vývoje Role a význam mezinárodních organizací pro zajišťování energetické bezpečnosti 50 let OPEC

PhDr. Petra Luňáčková Ph.D.
Topics closely related to electricity markets or competition policy and regulation, possibly network industries (electricity), general suggestions follow: Spot/futures electricity market analysis The connection between Czech and German electricity market Side effects of regulation (in particular electricity market regulation)

Mgr. Adrian Lupusor
Central banks' independence Monetary policy transmission channels

Mgr. Henrieta Tulejová M.S.
1. Dlouhodobě udržitelné financování zdravotnictví – nominalní pojistné, spoluúčast a value based insurance, soukromé připojištení, osobné zdravotní účty, jak financovat extrémně nákladnou péči 2. Risk adjustment – možnosti kultivace systému přerozdělování odvodů v ČR (PCG, DCG a další), využití pro predikční modely nákladů na péči a hodnocení poskytovatelů zdravotních služeb 3. Financování dlouhodobé péče 4. Platební mechanizmy motivující ke kvalitě a efektivitě poskytované péče – např. jak dál rozvíjet DRG v České republice 5. Benchmarking nemocnic 6. Problém informační asymetrie – efektivní hodnocení kvality a efektivity nemocnic a poskytovatelů zdravotních služeb, 7. Behaviorální ekonomie a motivace pojištěnců k péči o zdraví

Mgr. Monika Malečová
Structured financial instruments Credit derivatives

Mgr. Barbora Malinská
Topics on financial econometrics are welcome

Mgr. Tereza Palanská M.A.
I suggest any topic regarding transfer pricing, base erosion, and profit shifting. Or any topic in the field of applied econometrics.

PhDr. Simona Malovaná Ph.D.
Any topic from the following areas relevant for central bank decision-making process: 1. developing and refining the methodology for stress tests of the sectors of the financial system, 2. developing instruments for identifying and quantifying hidden systemic risks, 3. analysing the transmission of macroprudential and microprudential instruments, 4. understanding the interactions between macroprudential, microprudential and monetary policies, 5. analyzing risks to financial stability stemming from the low interest rate environment. Please write your thesis in English and use LaTeX.



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