Mgr. Jan Šíla, M.Sc.

I am a Ph.D. student interested in quantitative methods in finance, econometrics, and programming. I spent over 6 months as a visiting scholar through the GEOCEP program at UC Berkeley and the University of Auckland, which I highly recommend to everyone.

My main occupation is currently a quant analyst position at Second Foundation hedge fund based in Prague.

Monographs

Chapters in monographs

Articles

• Mark M., Šíla J., & Weber T. (2022). Quantifying endogeneity of cryptocurrency markets. European Journal of Finance, 28(7), 784-799. UT-WOS link

Contributions in the conference proceedings

"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

JEM207 - Data Processing in Python SS 20, WS 21, SS 21, WS 22, SS 22, WS 23, SS 23, WS 24, SS 24
JEM062 - Introductory Econometrics WS 19, WS 20, WS 21, WS 22
JEB109 - Econometrics I SS 19, SS 20, SS 21, SS 22
JEM227 - Data Science with R I WS 21, WS 22
JEM220 - Data Science with R II SS 21, SS 22, SS 23
JEM233 - FinTech and Blockchain SS 22

PhD Courses:

JED413 Advanced Financial Econometrics II: 19/20 SS, 20/21 SS, 21/22 SS, 22/23 SS, 23/24 SS
JED412 Advanced Financial Econometrics I: 19/20 WS, 20/21 WS, 21/22 WS, 22/23 WS, 23/24 WS

JED415 Kvantitativní metody II: 18/19 SS
JED414 Kvantitativní metody I: 18/19 WS

As a PhD candidate, I am primarily supervising Bachelor theses. You are encouraged to select your Master thesis supervisor from the current IES faculty. If you still want me to supervise your Master thesis, get in touch with me via email.

I will be happy to supervise theses on financial econometrics and/or machine learning in finance.
Couple of personal rules:

• Email me with details when you want to defend, when is the deadline for the proposal. Ideally, with a specified topic.


• Pick at one or two very good papers as the backbone of the topic and make sure they are published in top journals! See ies journal ranking at the bottom of the page, and aim for journals at the top. It is ok if you don't understand the details; it is an exercise to understand the motivation and research context. Don't worry about the greek letters at all at this stage! It will pay off greatly during work, you can rely on the results and methodology.


• If you like something, check related articles through Connected papers to dig deeper into the topic, or through Google Scholar by looking up your main article, click on number of citations and tick to search keywords in articles citing the main one. For example, get a methodological paper and see if it was used for your aimed dataset (crypto, commodities, countries, etc.)
• Check writing tips by prof Cochrane for good academic text. This applies definitely to BSc and MSc theses as well!
• We will have monthly status meetings - up to 30 minutes - online or in person once you start working on it. Ad hoc consults are of course, available!


• Complete draft 1 month prior to submission


• If you are searching for a crypto-related topic, check Understanding Cryptocurrencies article to get a quick overview of some topics and follow references within. There is a new journal Digital Finance with lots of crypto research.

GA ČR 2023-2025 (reg no 23-06606S): Deep dive into decentralized finance: Market microstructure, and behavioral and psychological patterns

Financial Econometrics, Asset Pricing, Market Endogeneity, Crypto markets