Institut ekonomických studií
Fakulta sociálních věd
Univerzita Karlova

Kontakt

Kancelář: IES 602
Email: 61558906 [AT] fsv [DOT] cuni [DOT] cz
Telefon:
Osobní www stránka: http://ies.fsv.cuni.cz/cs/staff/sila
Konzultační hodiny: po domluvě

Další informace

• Publikace
• Konference
• Granty
• Novinky

Předměty

Vyučující

JEM207 - Data Processing in Python

PhD studium

Školitel: prof. PhDr. Ladislav Krištoufek Ph.D.

Rok začátku PhD studia: 2018
Datum rigorózní zkoušky: 09/2022
Datum státní dr. zkoušky: 09/2022
Malá obhajoba:
Velká obhajoba: 2024 (exp)

Vědecká práce:
For details see ISP below

Disertační téma:
Modern portfolio and risk management methods

Disertační teze:

Volitelné předměty (absolvované):
Teaching Assistantships:

JEM207 - Data Processing in Python SS 20, WS 21, SS 21, WS 22, SS 22, WS 23, SS 23
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
JED412 Advanced Financial Econometrics I: 19/20 WS, 20/21 WS, 21/22 WS, 22/23 WS

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

Životopis

Vzdělání

2018+ Ph.D., Institut ekonomických studií, Univerzita Karlova, Praha; Ekonomie
01-04/2023: Visiting scholar at University of Auckland, Energy Center - GEOCEP program
09-12/2022: Visiting scholar at UC Berkeley, ARE - GEOCEP program
2014-2018: Mgr., Institut ekonomických studií, Univerzita Karlova, Praha; Ekonomie
2015-2017: MSc., University of Leicester, United Kingdom; Finanční matematika
2011-2014: Bc., Institut ekonomických studií, Univerzita Karlova, Praha; Ekonomie

Odborná praxe

6/2022+ Quant at Second Foundation
7/2018+: Tech Soul, Soulution Agency
11/2017 - 03/2020: Software developer, SmartEE s.r.o.
10/2016 - 11/2017: Data science freelancer

Research profiles
ORCID, RePEc, Publons with WoS RID

Veřejné aktivity

Referee:

Prague Economic Papers (3)

Applied Financial Economics (1)

Economic Modelling (2)

International Review of Financial Analysis (1)


2020-2022: GEMCLIME project administrator
2022-2023: GEOCEP project administrator

Ocenění

"The best courses taught at the IES" ocenění za JEM207 Data Processing in Python - LS 2020

Vítěz of Deloitte Applied Analytics Challenge - 2016, 2017
Nejlepší diplomová práce in MSc Financial Mathematics, University of Leicester - 2016
KPMG International Case Competition (KICC) Czech Republic - 2015

Nabídka témat závěrečných prací

Bakalářské 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 Market Endogeneity
Topics on Asset Pricing

Currently supervised theses:
Bachelor:

• The Implied order book: modelling liquidity to detect crashes - joint supervision with Michael Mark from EPFL
  
• Connectedness between stocks of cryptocurrency-linked US companies and the cryptocurrency market.
  
• Comparison of LSTM and random forest on forecasting small-cap stocks from different regions
  

Master:

• DeFi: assessing adoption and most valuable metrics for the price discovery
  
• Liquidations in the cryptocurrency market: market reactions and potential trading opportunities
  

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.

Diplomové práce

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.

Vedoucí bakalářských prací

vše/oceněné: 4/0
Oceněné:

Ke stažení

CV
ISP (2018)
ISP (2019)
Writing Tips for (not just Ph. D.) Students