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

• [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

Working papers

Teaching

Courses

• Lecturer and TA, Financial Econometrics II at IES FSV UK, 2022-now
• Teaching Assistant (previously)
  • Quantitative Finance II at IES FSV UK, 2015-2019
  • Statistics at IES FSV UK, 2014-2018
  • Introductory Statistics at IES FSV UK, 2015-2019

Summer schools

• Lviv Data Science Summer School, 2019

Conferences

Selected conferences

• 2024: · (Planning) 44th International Symposium on Forecasting (ISF), Dijon
• 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
• 2022: · 42nd International Symposium on Forecasting (ISF), Oxford · 6th International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND), Paris
• 2021: · 15th International Conference on Computational and Financial Econometrics, London
• 2019: · 3nd International Conference on Econometrics and Statistics (EcoSta), Taichung · Statistics of Machine Learning (STATofML), Prague
• 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
• 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
• 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: 3 bachelor, 1 master

Refereeing

• Empirical Economics
• Journal of Economic Interaction and Coordination
• Open Economic Reviews
• Studies in Nonlinear Dynamics & Econometrics
• 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
Office: Room 503
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
Office: Room 214
Email: hanusl (at) utia.cas.cz

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