Mgr. Luboš Hanus, Ph.D.

Mgr. Luboš Hanus, Ph.D.

Posts:

  • Department of Finance and Capital Markets

E-mail: lubos.hanus@fsv.cuni.cz

Website

Rooms: No. O602, Opletalova 26

ResearcherID: AFP-3580-2022

Scopus Author ID: 57204815695

ORCID ID: 0000-0002-8234-2164

CV

Luboš Hanus is a lecturer at IES FSV UK in Prague. His research interests are in time series analysis in both macroeconomics and financial, further he focuses on methods of machine learning in time-series and dependence of time series in various dimensions.

Education

▷ 03/2024 Ph.D., IES FSV UK, Economics
▷ 2012-2014 Master degree, (MSc equivalent)., IES FSV UK, Economics
▷ 2013 Exchange programm, Ecole des Hautes Etudes en Sciences Sociales & Paris School of Economics, Paris, France
▷ 2011 ERASMUS, ESC - Graduate School of Management, Montpellier, France
▷ 2008-2012 Bachelor degree, IES FSV UK, Economics

Job history

▷ 2015+ Junior researcher ÚTIA, Akademie věd ČR
▷ 2016-2019 FSV UK, administrative support, H2020 MSCA projekty
▷ 2014+ Researcher, IES FSV UK, Prague

Research visits

▷ 2015/08-2015/09 Research visit, University of Maryland, Department of Agricultural and Resource Economics, USA

Rok vydání

Monographs

Chapters in monographs

Articles

Contributions in the conference proceedings

▷ JEM061 - Financial Econometrics II (master level); Course Supervisor: Doc. Jozef Baruník, Ph.D., Mgr. Lukáš Vácha, Ph.D

Bachelor thesis topics

I will be happy to consider supervising theses on any empirical economic topic, particularly focused on macroeconomics, financial econometrics.

Currently supervised:
Sebastian Černý, Jiří Hájek

Diploma thesis topics

I will be happy to consider supervising theses on any empirical economic topic, particularly focused on macroeconomics, financial econometrics.

Grant Agency of Charles University (GAUK), Principal Investigator:

▷ 2018: Frequency-specific transmission mechanism in economic systems. Grant no. 1390218
▷ 2015-2017: Wavelet analysis of time-varying autoregressive models in economics. Grant no. 366015

Computer skills

▷ Julia, R project, Python, Matlab
▷ PHP, SQL, Microsoft Office, Adobe Suite

Macroeconomics, Financial Econometrics, Machine learning, Time series, Distributions