Mgr. Lenka Nechvátalová

Lenka Nechvátalová
Research interests: Financial Economics, Econometrics, Machine Learning in Finance, Asset pricing

Biography

Publication list


Lenka Nechvátalová is a Ph.D. candidate in Economics and Finance at the Institute of Economic Studies, Charles University. Her dissertation focuses on deep reinforcement learning in asset pricing. She is also a researcher at the Institute of Information Theory and Automation (UTIA) of the Czech Academy of Sciences.
 

Her work has been published in the Czech Journal of Economics and Finance and IES working papers. At the Institute, she assists with teaching Advanced and Applied Econometrics and primarily supervises undergraduate theses. From 2020 to 2024, she was a member of the Center for Doctoral Studies.
 

She holds a Master’s and Bachelor’s degree from IES, Charles University, and completed an Erasmus exchange at Universität Konstanz in Germany. Her previous research focused on equity return predictability and volatility transmission between oil and European markets.

Journal articles

  1. Nechvátalová Lenka: Multi-Horizon Equity Returns Predictability via Machine Learning, FINANCE A UVER-CZECH JOURNAL OF ECONOMICS AND FINANCE 74 2 (2024), p. 142-190 Download Download DOI: 10.32065/CJEF.2024.02.01 [2024]