Position: PhD. Candidate, UNCE Doctoral Fellow
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:
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 (2021/2022):
JEM005: Advanced Econometrics
Teaching (2020/2021):
JEM005: Advanced Econometrics
JEM116: Applied Econometrics
Research profiles
ORCID, RePEc, Publons
Topics for supervision
Bachelor theses
I welcome topics related to asset pricing and machine learning.
Only theses written in English and LaTeX are to be supervised.
Master theses
I welcome topics related to asset pricing and machine learning.
Only theses written in English and LaTeX are to be supervised.
