Mgr. Lenka Nechvátalová
Mgr. Lenka Nechvátalová
Posts:
- Department of Finance and Capital Markets
E-mail: lenka.nechvatalova@fsv.cuni.cz
ResearcherID: ACP-1499-2022
Scopus Author ID: 59147242100
ORCID ID: 0000-0003-2929-1756
Fields of interest: Econometrics, Asset pricing, Machine learning
Rok vydání
Monographs
Chapters in monographs
Articles
- Nechvátalová L. (2024). Multi-Horizon Equity Returns Predictability via Machine Learning. Finance a úvěr, 74(2), 142-190. UT-WOS link
Contributions in the conference proceedings
Teaching Assistant, IES FSV UK:
2023/2024 SS: JEM116: Applied Econometrics
2023/2024 WS: JEM005: Advanced Econometrics
2022/2023 SS: JEM116: Applied Econometrics
2022/2023 WS: JEM005: Advanced Econometrics
2021/2022 SS: JEM116: Applied Econometrics
2021/2022 WS: JEM005: Advanced Econometrics
2020/2021 SS: JEM116: Applied Econometrics
2020/2021 WS: JEM005: Advanced Econometrics
Bachelor Theses
I am happy to supervise theses related to asset pricing and machine learning. Please note that I only supervise theses written in English and formatted in LaTeX.
Master Theses
As a PhD candidate, my primary focus is on supervising Bachelor theses. I encourage you to choose your Master's thesis supervisor from the current IES faculty. However, if you would still like me to supervise your Master’s thesis, feel free to contact me via email.
GAUK 316521: Deep reinforcement learning in asset pricing
Education
2020+ Ph.D., Economics, Institute of Economic Studies, Charles University
2017 - 2020 Mgr., Economics, Institute of Economic Studies, Charles University
2016 - 2017 Universität Konstanz, Germany - Erasmus
2014 - 2017 Bc., Institute of Economic Studies, Charles University
Work experience
2020 - 2024 Member of the Centre for Doctoral Studies, Institute of Economic Studies, Charles University
2018 - 2020 Quantitative analyst in Pravda Capital s.r.o.
