Position: Ph.D. Candidate
Field of interest: Asset Pricing, Portfolio Choice, Machine Learning in Finance
Membership: PhD Candidates
Contact
Office: 602
Email: martin [DOT] hronec [AT] fsv [DOT] cuni [DOT] cz
Phone: +420 606 681 623
Personal web pages: http://ies.fsv.cuni.cz/cs/staff/hronec
Available: by appointment
More information
Syllabi
Course supervisor
JEM207 - Data Processing in Python
JEM234 - Version Control with Git
Teacher
JEM207 - Data Processing in Python
JEM234 - Version Control with Git
PhD study
Tutor: doc. PhDr. Jozef Baruník Ph.D.
Studying from: 2017
PhDr examination:
Final exam:
Dissertation Proposal defence: 02/2023 (expected)
Dissertation defence: 06/2023 (expected)
Current work:
Asset Pricing and Portfolio Selection via Machine Learning.
Dissertation topic:
Asset Pricing and Portfolio Selection via Machine Learning.
Disertation abstract:
See my Individual study plan below.
Optional courses:
WS 2022/2023: JED412 - Advanced Financial Econometrics I
SS 2021/2022: JED413 - Advanced Financial Econometrics II
WS 2021/2022: JED412 - Advanced Financial Econometrics I
SS 2020/2021: JED413 - Advanced Financial Econometrics II
WS 2020/2021: JED412 - Advanced Financial Econometrics I
SS 2019/2020: JED413 - Advanced Financial Econometrics II
WS 2019/2020: JED412 - Advanced Financial Econometrics I
SS 2018/2019: JED413 - Nonlinear Dynamic Economic Systems: Theory and Applications
WS 2018/2019: JED412 - Nonlinear Dynamic Economic Systems: Theory and Applications
SS 2017/2018: JED413 - Nonlinear Dynamic Economic Systems: Theory and Applications
WS 2017/2018: JED412 - Nonlinear Dynamic Economic Systems: Theory and Applications
CV
Education
2017+: Ph.D., IES FSV UK
2015 - 2017: Mgr., IES FSV UK
2011 - 2015: Bc., IES FSV UK
Job history
2015 - 2020: Analyst in PravdaCapital
2018 - 2020: UNCE Research Fellowship
Extra activities
Teaching (2022/2023)
JEM224 - Version Control with Git
JEM207 - Data Processing in Python
Teaching (2021/2022)
JEM224 - Version Control with Git
JEM207 - Data Processing in Python
Teaching (2020/2021)
JEM224 - Version Control with Git
JEM207 - Data Processing in Python
Teaching (2019/2020):
JEM005 - Advanced Econometrics
JEM207 - Data Processing in Python
Teaching (2018/2019):
JEM005 - Advanced Econometrics
JEM207 - Data Processing in Python
Teaching (2017/2018):
JEM005 - Advanced Econometrics
JEM092 - Portfolio Analysis and Risk Management
Research profiles
ORCID,SCOPUS, Publons
Topics for supervision
Bachelor theses
I welcome any topic related to the field of empirical asset pricing, portfolio selection or machine learning (in case of interesting datasets).
Only theses written in English and LaTeX are to be supervised.
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.
Master theses
I welcome any topic related to the field of empirical asset pricing, portfolio selection or machine learning (in case of interesting datasets).
Only theses written in English and LaTeX are to be supervised.
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.
Supervised Bachelor theses
all/awarded: 1/0
Awarded:
Supervised Master Theses
all/awarded: 3/1
Awarded:
Mgr. Jan Picálek
