Mgr. Luboš Hanus, Ph.D.

I am a researcher (postdoc) at Institute of Information Theory and Automation at the Czech Academy of Sciences (UTIA), where I work on various projects. Further, I am an assistant at the Institute of Economic Studies at Charles University (IES FSV UK).

 

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)