Mgr. Jan Šíla MSc.

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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: 61558906 [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:

20/21 WS: JEM207 - Data Processing in Python
20/21 WS: JEM062 - Introductory Econometrics

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:

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

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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

Research profiles
ORCID, RePEc, Publons with WoS RID

Extra activities

Referee:

Prague Economic Papers (2)

Applied Financial Economics (1)

2020+: GEMCLIME project administrator

Awards and prizes

"The best courses taught at the IES" ocenění za JEM207 Data Processing in Python - SS 2020

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 (2):

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
Topics on Asset Pricing

Downloadable

CV
ISP (2018)
ISP (2019)

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Partners

Deloitte

Sponsors

CRIF
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