Mgr. Lenka Nechvátalová

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Position: PhD. Candidate, UNCE Doctoral Fellow
Field of interest: Financial economics, econometrics, machine learning in finance
Membership: 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 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 (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.

Downloadable

CV
ISP 2020

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Partners

Deloitte

Sponsors

CRIF
McKinsey
Patria Finance