Akademická funkce: Ph.D. candidate
Odborné zaměření: Time-Series Models, Econometrics, Financial Economics, Business Fluctuations; Cycles, Machine Learning
Členství: Doktorandi, Katedra financí a kapitálových trhů
Kontakt
Kancelář: IES 602 (503)
Email: lubos.hanus@fsv.cuni.cz
Telefon:
Osobní www stránka: http://ies.fsv.cuni.cz/cs/staff/hanusl
Konzultační hodiny: Upon request
Další informace
Asistent
JEM061 - Financial Econometrics II
JEB105 - Statistics
PhD studium
Školitel: Mgr. Lukáš Vácha Ph.D.
Rok začátku PhD studia: 2014
Datum rigorózní zkoušky:
Datum státní dr. zkoušky: 09/2018
Malá obhajoba: expected in 2022
Velká obhajoba: expected in 2023
Vědecká práce:
- Distributional forecasting using ML
- Impulse transfer functions in frequency domain
Research profiles
RePEc ORCID Publons Google Scholar
Disertační téma:
Time-varying models in economics: time-frequency approach
Disertační teze:
see my ISP
Volitelné předměty (absolvované):
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
Životopis
Člen organizací
The Czech Econometric Society
DYME – Dynamic Models in Economics (Excellence Project of GAČR)
Vzdělání
08-09/2015 - A visiting scholar at the University of Maryland, Department of Agricultural and Resource Economics, College Park
2014+: Ph.D. student, Ekonomie, IES FSV UK
2012 - 2014: Mgr. Ekonomie, IES FSV UK
2013 (ZS): Studijní stáž na Paris School of Economics (PSE), EHESS Paris
2008 - 2012: Bc. Ekonomie, IES FSV UK
2011 (ZS): Erasmus Exchange Program, ESC - Graduate School of Management, Montpellier, France
Odborná praxe
Teaching assistantship (IES):
LS 2019/2020 - Financial Econometrics II
ZS 2019/2020 - Statistics
LS 2018/2019 - Quantitative Finance II, Introductory Statistics
ZS 2018/2019 - Statistics
LS 2017/2018 - Quantitative Finance II, Introductory Statistics
ZS 2017/2018 - Statistics
LS 2016/2017 - Quantitative Finance II, Introductory Statistics
ZS 2016/2017 - Statistics
LS 2015/2016 - Quantitative Finance II, Introductory Statistics
ZS 2015/2016 - Statistics
LS 2014/2015 - Quantitative Finance II
ZS 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
Veřejné aktivity
Referee: Empirical Economics, Journal of Economic Interaction and Coordination, Open Economic Reviews, Studies in Nonlinear Dynamics & Econometrics
Nabídka témat závěrečných prací
Bakalářské práce
I am open to any topic concerning an empirical application of theoretical problems in current economics.
- empirical time-series analysis.
Diplomové práce
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
Vedoucí bakalářských prací
vše/oceněné: 1/0
Oceněné:
Vedoucí diplomových prací
vše/oceněné: 2/0
Oceněné:
