Position: Ph.D. Candidate
Field of interest: Financial Econometrics, Asset Pricing, Market Endogeneity
Membership: Finance and Capital Markets, PhD Candidates
Contact
Office: IES 602
Email: jan [DOT] sila [AT] fsv [DOT] cuni [DOT] cz
Phone:
Personal web pages: http://ies.fsv.cuni.cz/cs/staff/sila
Available: upon request
More information
PhD study
Tutor: prof. PhDr. Ladislav Krištoufek Ph.D.
Studying from: 2018
PhDr examination:
Final exam:
Dissertation Proposal defence:
Dissertation defence: 2022 (exp)
Current work:
For details see ISP below
Dissertation topic:
Modern portfolio and risk management methods
Disertation abstract:
Optional courses:
Teaching Assistantships:
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:
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
CV
Education
2018+ Ph.D., Intitute of Economic Studies, Charles University, Prague; Economics
2014-2018: Mgr., Intitute of Economic Studies, Charles University, Prague; Economics
2015-2017: MSc., University of Leicester, United Kingdom; Financial Mathematics and Computation
2011-2014: Bc., Intitute of Economic Studies, Charles University, Prague; Economics
Job history
7/2018+: Tech Soul, Soulution Agency
11/2017 - 03/2020: Software developer, SmartEE s.r.o.
10/2016 - 11/2017: Data science freelancer
Extra activities
Referee:
Prague Economic Papers (2)
Awards and prizes
Winner of Deloitte Applied Analytics Challenge - 2016, 2017
Best dissertation in MSc Financial Mathematics, Univesity of Leicester - 2016
KPMG International Case Competition (KICC) Czech Republic - 2015
Topics for supervision
Bachelor theses
Please see Diploma theses section.
Currently supervised theses:
Machine Learning Methods for Currency Pairs Trade Prediction - issued 2018/2019
Application of Machine Learning in Portfolio Construction - issued 2019/2020
Master theses
I will be happy to supervise theses on financial econometrics and/or machine learning in finance
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
