Mgr. Luboš Hanus, Ph.D.
postdoktorand
Department:
Department of Econometrics
Research interests:
Financial econometrics, spectral analysis, neural networks
Time-series: time-variation, persistence, quantiles
Machine Learning: neural networks, classification, distributions, trees
Biography
Publication list
Luboš Hanus is a researcher (postdoc) at Institute of Information Theory and Automation at the Czech Academy of Sciences (UTIA), where he works on various projects. Further, he is an assistant at the Institute of Economic Studies at Charles University (IES FSV UK).
His 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.
Work in progress:
- Dynamic Forecasting of Economic Variables (with J. Baruník & L. Vácha)
- Identification Persistence in Macroeconomic Responses (with L. Vácha)
Journal articles
- : Taming data-driven probability distributions, Journal of Forecasting 44 2 (2025), p. 676-691 Download Download DOI: 10.1002/for.3208 [2025]
- : Fan charts in era of big data and learning, Finance Research Letters 61 Download Download DOI: 10.1016/j.frl.2024.105003 [2024]