Mgr. Boris Gerát
Doktorand
Department:
Department of Econometrics
Research interests:
financial econometrics, asset pricing, deep learning
Biography
Boris Gerát is currently a PhD student at the Institute of Economic Studies, Charles University. Under the supervision of Prof. PhDr. Jozef Baruník, Ph.D., he focuses on novel estimation methods and theoretical frontiers in the estimation of the stochastic discount factor.
Previously, he completed a master's degree in Economic Research at CERGE-EI, where his research examined macro-finance and heterogeneity in the financial sector in relation to monetary policy transmission. In addition, his other research addressed monetary policy channels and business cycle turning point nowcasting using deep learning.