Position: Ph.D. candidate
Field of interest: Time-Series Models, Econometrics, Financial Economics, Business Fluctuations; Cycles, Machine Learning
Membership: Finance and Capital Markets, PhD Candidates
Contact
Office: IES 602 (503)
Email: lubos.hanus@fsv.cuni.cz
Phone:
Personal web pages: http://ies.fsv.cuni.cz/cs/staff/hanusl
Available: Upon request
More information
Assistant
JEM061 - Financial Econometrics II
JEB105 - Statistics
PhD study
Tutor: Mgr. Lukáš Vácha Ph.D.
Studying from: 2014
PhDr examination:
Final exam: 09/2018
Dissertation Proposal defence: expected in 2022
Dissertation defence: expected in 2023
Current work:
- Distributional forecasting using ML
- Impulse transfer functions in frequency domain
Research profiles
RePEc ORCID Publons Google Scholar
Dissertation topic:
Time-varying models in economics: time-frequency approach
Disertation abstract:
see my ISP
Optional courses:
JED413 - Advanced Financial Econometrics II: SS 2019/2020, SS 2020/2021, SS 2021/2022
JED412 - Advanced Financial Econometrics I: WS 2019/2020, WS 2020/2021, WS 2021/2022
JED413 - Nonlinear Dynamic Economic Systems: Theory and Applications: SS 2014/2015, SS 2015/2016, SS 2016/2017, SS 2017/2018, SS 2018/2019
JED412 - Nonlinear Dynamic Economic Systems: Theory and Applications: WS 2014/2015, WS 2015/2016, WS 2016/2017, WS 2017/2018, WS 2018/2019
CV
Organisation Memberships
The Czech Econometric Society
DYME – Dynamic Models in Economics (Excellence Project of GAČR)
Education
08-09/2015 - A visiting scholar at the University of Maryland, Department of Agricultural and Resource Economics, College Park
2014+: Ph.D. candidate, Economics, IES FSV UK
2012 - 2014: Mgr. in Economics, IES FSV UK
Fall 2013: Visiting student at Paris School of Economics (PSE), EHESS Paris
2008 - 2012: Bc. in Economics, IES FSV UK
Fall 2011: Erasmus Exchange Program, ESC - Graduate School of Management, Montpellier, France
Job history
Teaching assistantship (IES):
SS 2019/2020 - Financial Econometrics II
WS 2019/2020 - Statistics
SS 2018/2019 - Quantitative Finance II, Introductory Statistics
WS 2018/2019 - Statistics
SS 2017/2018 - Quantitative Finance II, Introductory Statistics
WS 2017/2018 - Statistics
SS 2016/2017 - Quantitative Finance II, Introductory Statistics
WS 2016/2017 - Statistics
SS 2015/2016 - Quantitative Finance II, Introductory Statistics
WS 2015/2016 - Statistics
SS 2014/2015 - Quantitative Finance II
WS 2014/2015 - Advanced Macroeconomics
2019 - 2023: Junior Researcher on Czech Science Foundation EXPRO no. GX19-28231X project Dynamic Models for the Digital Finance
2015+: Junior Researcher at the Institute of Theory of Information and Automation (UTIA), Czech Academy of Sciences, Prague
2019-2020: GEOCEP project administrator
2016-2020: GEMCLIME project administrator
2014-2017: ECOCEP project administrator
Extra activities
Referee: Empirical Economics, Journal of Economic Interaction and Coordination, Open Economic Reviews, Studies in Nonlinear Dynamics & Econometrics
Topics for supervision
Bachelor theses
I am open to any topic concerning an empirical application of theoretical problems in current economics.
- empirical time-series analysis.
Master theses
I am open to any topic concerning an empirical application of theoretical problems in current economics.
I welcome topics in my research interest:
- applied macroeconomics,
- empirical time-series analysis,
- machine learning in finance
Supervised Bachelor theses
all/awarded: 1/0
Awarded:
Supervised Master Theses
all/awarded: 2/0
Awarded:
