Mgr. Luboš Hanus, Ph.D.

postdoktorand

Luboš Hanus
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)
- Learning Vector Autoregressions (with J. Baruník)

2nd place UTIA Best Junior Paper Award 2024 

Journal articles

  1. Baruník Jozef, Hanus Luboš: Taming data-driven probability distributions, Journal of Forecasting 44 2 (2025), p. 676-691 Download Download DOI: 10.1002/for.3208 [2025]
  2. Baruník Jozef, Hanus Luboš: Fan charts in era of big data and learning, Finance Research Letters 61 Download Download DOI: 10.1016/j.frl.2024.105003 [2024]