prof. PhDr. Ladislav Krištoufek, Ph.D.

prof. PhDr. Ladislav Krištoufek, Ph.D.

Posts:

  • Department of Finance and Capital Markets
  • Advisory Council of the Dean

E-mail: ladislav.kristoufek@fsv.cuni.cz

Telephone: +420 222 112 312

Rooms: No. O406, Opletalova 26

ResearcherID: H-3568-2014

Scopus Author ID: 36131650100

ORCID ID: 0000-0003-4843-9373

Education

2009-2013: PhD. - IES FSV UK
2009: PhDr. Economics - IES FSV UK
2007 - 2009: Mgr. (MSc. equivalent) Economics - IES FSV UK
2006-2007: Economics, London Metropolitan Business School, London Metropolitan University, UK (Erasmus Exchange Program)
2004 - 2007: Bc. (BSc. equivalent) Economics - IES FSV UK

Job history

2022+: Vice-Rector for Research, UK
2018-2022: Vice-Dean for Student Affairs, FSV UK
2020+: Full Professor, IES FSV UK
2016-2020: Associate Professor, IES FSV UK
2014-2015: Research Fellow, Warwick Business School, University of Warwick
2014+: Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics; research fellow
2013-2016: Assistant Professor, IES FSV UK
2013-2014: Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics; postdoc
2009-2013: Teaching Assistant, IES FSV UK
2011: Research visit, University of California, Berkeley
2010-2012: External lecturer, Metropolitan University Prague
2009-2013: Research Assistant, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics

Rok vydání

Monographs

Chapters in monographs

Articles

Contributions in the conference proceedings

2014 Otto Wichterle Prize
2013 Czech Society for Operational Research Award
2013 Czech Econometrics Society Award, 1st place
2012 Energy Economics Contest, 1st place
2010 Czech Econometrics Society Award, 3rd place

JEB157 - Data Analysis in R
JEM227 - Data Science with R I
JEM220 - Data Science with R II

Bachelor theses

Please see Diploma theses section.

Master theses

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.

Financial Econometrics, Computational Economics and Finance, Interdisciplinary Finance and Economics, Energy Finance, Cryptoassets