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
Syllabi
Teacher
JEM207 - Data Processing in Python
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:
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
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
Research profiles
ORCID, RePEc, Publons with WoS RID
Extra activities
Referee:
Prague Economic Papers (2)
Applied Financial Economics (1)
Economic Modelling (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:
Bachelor:
Is Bitcoin Driven by Economic Policy Uncertainty?
The Implied order book: modelling liquidity to detect crashes - joint supervision with Michael Mark from EPFL
Master:
DeFi: assessing adoption and most valuable metrics for the price discovery - issued 2020/2021
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
Supervised Bachelor theses
all/awarded: 3/0
Awarded:
