Mgr. Martin Hronec
Doktorand

Department:
Department of Econometrics
Research interests:
Machine learning, Activity valuation, Portfolio selection, Asset Pricing, Distribution Forecasting
Biography
Publication list
Martin Hronec is a PhD candidate in Quantitative Finance at the Institute of Economic Studies, Charles University. His research focuses on asset pricing and portfolio selection using machine learning methods. He is a co-author of a paper published in the Journal of Financial Markets and has other works under review in top-tier international journals. Martin also teaches Master's-level courses on Python programming and version control with Git. Professionally, he works in data science and currently serves as a Data Platform Manager at Albert.
Journal articles
- Does it pay to follow anomalies research? Machine learning approach with international evidence, Journal of Financial Markets 56 Download Download DOI: 10.1016/j.finmar.2020.100588 [2021] :