Institut ekonomických studií
Fakulta sociálních věd
Univerzita Karlova

Kontakt

Kancelář: 406
Email: ladislav [DOT] kristoufek [AT] fsv [DOT] cuni [DOT] cz
Telefon: line 312 (IES), line 2243 (UTIA)
Osobní www stránka: http://ies.fsv.cuni.cz/en/staff/kristoufek
Konzultační hodiny: Just e-mail me and we can Meet/Zoom/Teams/Skype.

Další informace

• Publikace
• Konference
• Granty
• Novinky

Předměty

Garant

JEB157 - Data Analysis in R
JEM227 - Data Science with R I
JEM220 - Data Science with R II
JEB109 - Econometrics I

Vyučující

JEB157 - Data Analysis in R
JEM227 - Data Science with R I
JEM220 - Data Science with R II

Životopis

Člen organizací

DYME - Dynamic Models in Economics - Excellence Project
Czech Econometric Society (ČES)
Czech Economic Society (ČSE)
Society for Computational Economics (SCE)

Vzdělání

2009-2013: PhD. - IES FSV UK
2009: PhDr. - IES FSV UK
2007 - 2009: Mgr. ekonomie - IES FSV UK
2006-2007: Economics, London Metropolitan Business School, London Metropolitan University, UK (Erasmus Exchange Program)
2004 - 2007: Bc. ekonomie - IES FSV UK

Odborná praxe

2022+: Vice-Rector for Research, UK
2018-2022: Vice-Dean for Student Affairs, FSV UK
2020+: Full Professor, IES FSV UK
2016-2020: Associate Professor, IES FSV UK
2014-2015: Research Fellow, Warwick Business School, University of Warwick
2014+: Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics; research fellow
2013-2016: Assistant Professor, IES FSV UK
2013-2014: Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics; postdoc
2009-2013: Teaching Assistant, IES FSV UK
2011: Research visit, University of California, Berkeley
2010-2012: External lecturer, Metropolitan University Prague
2009-2013: Research Assistant, Institute of Information Theory and Automation, Academy of Sciences of the Czech Republic, Department of Econometrics

Veřejné aktivity

2012+: člen Rady České ekonometrické společnosti
2015-2018: Panelista GAČR (403)
2012-2014: předseda studijní komise AS FSV UK
2010-2015: senátor pedagogické komory AS FSV UK
2010-12: člen ekonomické a studijní komise AS FSV UK

Conference organization:
- Econophysics Colloquium 2015 (Prague, CZE) Chairman

Editorial boards:
- Entropy (Topic Editor)
- Frontiers in Physics (Review Editor)
- Mathematics (Editorial Board)
- Prague Economic Papers (Executive Board)

Referee:
- Accounting & Finance (1)
- Agribusiness: An International Journal (1)
- Algorithmic Finance (1)
- Acta Oeconomica Pragensia (1)
- Advances in Complex Systems (1)
- American Journal of Agricultural Economics (1)
- Applied Sciences (1)
- Atmospheric Research (1)
- Biodiversity and Conservation (1)
- Blockchain: Research and Applications (2)
- British Journal of Applied Science & Technology (1)
- Bulletin of the Czech Econometric Society (1)
- Chaos Solitons & Fractals (5)
- Chinese Journal of Physics (2)
- Communications in Nonlinear Science and Numerical Simulation (4)
- Complexity (1)
- Computational Statistics (2)
- Contemporary Economics (2)
- Czech Economic Review (3)
- Czech Journal of Economics and Finance (10)
- Digital Signal Processing (1)
- Economic Modelling (8)
- Economics Letters (2)
- Emerging Markets Finance and Trade (3)
- Empirical Economics (1)
- Energy (1)
- Energy Economics (22)
- Energy Journal (1)
- Energy Policy (1)
- Entropy (3)
- Environmental Impact Assessment Review (1)
- EPL (1)
- European Physical Journal B (3)
- European Physical Journal Special Topics (1)
- Expert Systems with Applications (1)
- Finance Research Letters (15)
- Financial Innovation (2)
- Fluctuation and Noise Letters (5)
- Fractals (5)
- Frontiers in Blockchain (1)
- Frontiers in Neuroscience (1)
- Frontiers in Physics (3)
- IEEE Signal Processing Letters (1)
- IES Working Papers Series (2)
- International Journal of Economics and Business Research (1)
- International Journal Economics and Economic Policy (2)
- International Journal of Accounting and Information Management (1)
- International Journal of Economic Sciences (1)
- International Journal of Finance and Economics (1)
- International Journal of Modern Physics B (1)
- International Journal of Modern Physics C (1)
- International Journal of Finance and Economics (1)
- International Review of Financial Analysis (3)
- Intersections: East European Journal of Society and Politics (1)
- Iranian Journal of Fuzzy Systems (1)
- Journal of Applied Economics (1)
- Journal of Applied Statistics (1)
- Journal of Banking & Finance (1)
- Journal of Behavioral and Experimental Finance (1)
- Journal of Commodity Markets (2)
- Journal of Economic Interaction and Coordination (2)
- Journal of Forecasting (1)
- Journal of International Financial Markets, Institutions & Money (1)
- Journal of International Money and Finance (1)
- Journal of Process Mechanical Engineering (1)
- Journal of the Royal Society Interface (2)
- Kybernetika (1)
- Management Journals (1)
- Mathematics (2)
- Modern Physics Letters B (1)
- Nature Communications (1)
- Nature Reviews Physics (1)
- Organizations and Markets in Emerging Economies (1)
- Palgrave Communications (1)
- Physica A: Staistical Mechanics and Its Applications (118)
- Physical Review E (6)
- Physics Letters A (1)
- PLoS ONE (23)
- Prague Economic Papers (18)
- Quantitative Finance (5)
- Quarterly Review of Economics and Finance (2)
- Research in International Business and Finance (2)
- Royal Society Open Science (4)
- Scientific Reports (3)
- Signal Processing (1)
- Springer Nature Business & Economics (3)
- Studies in Economics and Finance (1)
- Theologia vitae (1)
- Transactions on Internet Technology (1)
- The World Economy (1)

Ocenění

2015: IES Alumni Chair
2014: Prémie Otty Wichterleho
2014: GAČR Postdoktorský grant (2014-2016)
2013: Czech Society for Operational Research Award
2013: Česká ekonometrická společnost - Nejlepší studentská práce z teoretické ekonomie (1. misto)
2013: Top 100 Educators 2013 (IBC, Cambridge, England)
2012: Energy Economics Contest - winner (with K. Janda and D. Zilberman)
2011: Soutěž o nejlepší publikaci a aplikaci ÚTIA AV ČR 2011, Cena pro mladé autory
2011+: Bibliografická reference v „Who’s Who in the World“ (Marquis, USA, Edice 2012 & 2013)
2011: Cena za nejlepší článek na 12. ročníku konference studentů doktorského studia pořádaného Fakultou financí a účetnictví Vysoké školy ekonomické v Praze
2011: "The best courses taught at the IES" award for Advanced Econometrics (with M.Netuka, J. Barunik and P.Gapko)
2010: Česká ekonometrická společnost - Nejlepší studentská práce z teoretické ekonomie (3. misto)
2009: Pochvala děkana Fakulty sociálních věd za vynikající diplomovou práci a vynikající výkon u státní závěrečné zkoušky

Nabídka témat závěrečných prací

Bakalářské práce

Please see Diploma theses section.

Diplomové práce

General topics, preferably applied (you are more than welcome to specify the topic yourself):

Topics on Crypto(currency) markets
Topics on Efficient markets hypothesis
Topics on Fractal markets hypothesis
Topics on Econometrics of financial time series
Topics on Fractality/self-similarity/long-range dependence
Topics in Inter(Multi)disciplinary Economics and Finance
Topics in Computational Social Science
Topics in Energy Economics and Finance
Topics in Data Science (also in cooperation with CSOB)

Some specific topics (not limited to):
- Cryptomining and global warming: Are we heading towards catastrophe?
- Efficiency, predictability and liquidity in the crypto-markets
- Fundamental trading in cryptomarkets
- HODLing and mooning vs. standard strategies in the crypto-markets
- ICOs vs. IPOs: Comparison of the stylized facts
- Monetary economics of Bitcoin: Could it work?
- Multifractal signatures before the market crashes
- Predictability and liquidity in the crypto(currency) markets
- Spin models in marketing
- Spin models in biofuels markets (interplay between producing for food and for biofuel)

Only theses in English and LaTeX are to be supervised.

Currently supervised theses:
- Application of machine learning methods for estimating apartment prices in the Czech Republic
- Examining the Link between Financial Market Efficiency and Monetary Policy Effectiveness
- May Transaction Data Improve Consumer Credit Scoring Model?
- Cryptocurrency and stock markets: Differences and similarities and how they affect each other
- Examining the relationships among cryptocurrencies using Google Trends
- Forecasting oil prices volatility with Google searches
- Forks and airdrops in cryptomarkets: Investment opportunities or thin air?
- Interplay between Bitcoin price and its mining difficulty
- Pairs Trading in Cryptocurrency Markets
- Predicting Financial Market Crashes using Log-periodic Oscillation and Critical Slowing Down
- Private equity funds and their performance in the post-crisis period
- Rational agents with imprecise expectations: Implications for investing and portfolio selection
- Seasonality in Cryptocurrency Markets
- The Profitability of Standard Trading Strategies in Cryptocurrency Markets
- Utilizing online data in modelling unemployment rates in the Czech Republic

Vedoucí bakalářských prací

vše/oceněné: 72/15
Oceněné: Bc Marek Janča, Bc. Adam Klečka , Bc. Alice Nušlová, Bc. Branislav Albert, Bc. David Svačina, Bc. Jan Zítek, Bc. Jana Hortová, Bc. Jaroslav Pavlíček, Bc. Katarína Líšková, Bc. Lukáš Jílek, Bc. Martin Kotek , Bc. Ondřej Habáň, Bc. Pavel Dvořák, Bc. Tomáš Kvasnička, Bc. Vladimír Nahodil

Vedoucí diplomových prací

vše/oceněné: 37/6
Oceněné: Mgr. Barbora Máková, Mgr. Jakub Nikodym, Mgr. Kristýna Čechová, Mgr. Martin Baletka , Mgr. Milan Hanousek , Mgr. Štěpán Chrz

Vedoucí doktorských prací

počet: 1
Ing. Mgr. Barbora Štěpánková M.A. (5.5.2021)

Aktuální PhD studenti

počet: 3
Tiep Luu Danh , Mgr. Jan Šíla MSc., Ing. Weizhi Sun

Ke stažení

HCR_Ribbon