Jan Šíla, MSc.

Doktorand

Department: Department of Econometrics

Research interests: Quantitative analysis, econometrics, financial econometrics, decentralized finance, market microstructure

Biography

Publication list

Jan Šíla is a Ph.D. student with a strong interest in quantitative methods in finance, econometrics, and programming. He spent over six months as a visiting scholar through the GEOCEP program at UC Berkeley and the University of Auckland, an experience he highly recommends to others.

He is currently working as a quantitative analyst at Second Foundation, a hedge fund based in Prague.

Awards:

"The best courses taught at the IES" ocenění za JEM207 Data Processing in Python - SS 2020
Winner of Deloitte Applied Analytics Challenge - 2016, 2017
Best dissertation in MSc Financial Mathematics, Univesity of Leicester - 2016
KPMG International Case Competition (KICC) Czech Republic - 2015

GA ČR 2023-2025 (reg no 23-06606S): Deep dive into decentralized finance: Market microstructure, and behavioral and psychological patterns

Journal articles

Šíla Jan, Kočenda Evžen, Krištoufek Ladislav, Kukačka Jiří: Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness, JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY 96 Download Download DOI: 10.1016/j.intfin.2024.102062 [2024]

Other publications

Šíla Jan, Kočenda Evžen, Kukačka Jiří, Krištoufek Ladislav: Good vs. Bad Volatility in Major Cryptocurrencies: The Dichotomy and Drivers of Connectedness, IES UK (IES UK, 2023) Download [2023]