Position: PhD. Candidate
Field of interest: Financial economics, econometrics, machine learning in finance
Membership: Center for Doctoral Studies, Macroeconomics and Econometrics, PhD Candidates
Contact
Office: 602
Email: lenka [DOT] nechvatalova [AT] fsv [DOT] cuni [DOT] cz
Phone:
Available: by appointemnt
More information
PhD study
Tutor: doc. PhDr. Jozef Baruník Ph.D.
Studying from: 2020
PhDr examination:
Final exam:
Dissertation Proposal defence:
Dissertation defence:
Current work:
Multi-horizon equity returns predictability via machine learning
Deep reinforcement learning in portfolio selection
Dissertation topic:
Deep reinforcement learning in asset pricing
Disertation abstract:
See my Individual study plan below.
Optional courses:
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
CV
Education
2019+ 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
Job history
2020+ Member of the Centre for Doctoral Studies, Institute of Economic Studies, Charles University
2018 - 2020 Quantitative analyst in Pravda Capital s.r.o.
Extra activities
Teaching (2022/2023):
JEM005: Advanced Econometrics
Teaching (2021/2022):
JEM005: Advanced Econometrics
JEM116: Applied Econometrics
Teaching (2020/2021):
JEM005: Advanced Econometrics
JEM116: Applied Econometrics
Research profiles
ORCID, RePEc, Publons
Topics for supervision
Bachelor theses
I will be happy to consider supervising theses related to asset pricing and machine learning.
Only theses written in English and LaTeX are to be supervised.
Master theses
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's thesis, get in touch with me via email.
