Short Bio
I am a lecturer at the Institute of Economic Studies at Charles University (IES FSV UK) and I am also a researcher (postdoc) at Institute of Information Theory and Automation at the Czech Academy of Sciences (UTIA), where I work on various projects.
My research interests are mainly in both macroeconomics and financial time series analysis. Particularly, the interest focuses on estimation methods, dependence of time series in various dimensions, and machine learning.
Research interests
- Time-series: time-variation, persistence, quantiles
- Machine Learning: neural networks, classification, distributions, trees
Work in progress
- Dynamic Forecasting of Economic Variables (with J. Baruník & L. Vácha)
- Identification Persistence in Macroeconomic Responses (with L. Vácha)
- Learning Vector Autoregressions (with J. Baruník)
News
- [Aug 2024] Shortlisted in the top 3 of the best papers at the 13th INREC 2024 (Uncertainties in Energy - Markets, Systems & Decisions) conference in Essen, Germany.
- [May 2024] Appointed as a lecturer at IES FSV CUNI.
- [Mar 2024] Defense of doctoral thesis.
- [Jan 2024] Accepted article in Finance Research Letters, Fan-charts in the era of big data.
- [Oct 2023] Lecturing and TA at Financial Econometrics II, teaching neural networks.
- [Sep 2023] Article Learning Probabilistic Distributions of Electricity Prices is submitted.
- [Jun 2022] Our paper on learning macroeconomic fan-charts is available.
Publications
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Empir Econ
Luboš Hanus, Lukáš Vácha
Empirical Economics, 58(4), 1779-1795, 2020
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J Forec
Jozef Baruník, Luboš Hanus
Accepted, Journal of Forecasting (forthcoming)
Working papers
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R&R
Jozef Baruník, Luboš Hanus
Revise & Resubmit, arXiv preprint arXiv:2310.02867, 2023
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Pre-print
Luboš Hanus, Lukáš Vácha
IES Working Paper, 30/2018
Teaching
Courses
Summer schools
- Lviv Data Science Summer School, 2019
Conferences
Selected conferences
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2024: · 44th International Symposium on Forecasting (ISF), Dijon · 13th International Ruhr Energy Conference (INREC), Essen
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2023: · 8th annual conference of the Society for Economic Measurement (SEM), Milan · Financial Econometrics meets Machine Learning (FinEML) conference, Rotterdam · Statistics of Machine Learning (STATofML), Prague
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2022: · 42nd International Symposium on Forecasting (ISF), Oxford · 6th International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND), Paris
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2021: · 15th International Conference on Computational and Financial Econometrics, London
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2019: · 3nd International Conference on Econometrics and Statistics (EcoSta), Taichung · Statistics of Machine Learning (STATofML), Prague
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2018: · 12th International Conference on Computational and Financial Econometrics (CFE), Pisa · 2nd International Conference on Econometrics and Statistics (EcoSta), Hong Kong · 5th International Symposium in Computational Economics and Finance, Paris · Slovak Economic Association Meeting (SEAM), Bratislava
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2017: · 11th International Conference on Computational and Financial Econometrics, London · 1st International Conference on Econometrics and Statistics (EcoSta), Hong Kong · Slovak Economic Association Meeting (SEAM), Košice · 3rd International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND), Paris
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2016: · 10th International Conference on Computational and Financial Econometrics (CFE), Seville · Joint Annual Meeting of the Slovak Economic Association and the Austrian Economic Association (NOeG-SEA 2016), Bratislava
Services
Thesis supervision
- Ongoing: 4 bachelor, 4 master
Refereeing
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Empirical Economics
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Journal of Economic Interaction and Coordination
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Open Economic Reviews
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Studies in Nonlinear Dynamics & Econometrics
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Czech Journal of Economics and Finance
Contact
Luboš Hanus
Institute of Economic Studies, Faculty of Social Sciences, Charles University
Address: Opletalova 26, Praha 110 01, Czech Republic
Email: lubos.hanus (at) fsv.cuni.cz
Department of Econometrics, Institute of Information Theory and Automation, Czech Academy of Sciences
Address: Pod Vodárenskou věží 1143/4, Praha 182 00, Czech Republic
Email: hanusl (at) utia.cas.cz
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