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econ.GN2023
Learning the Probability Distributions of Day-Ahead Electricity Prices
Jozef Barunik, Lubos Hanus
We propose a novel machine learning approach for probabilistic forecasting of hourly day-ahead electricity prices. In contrast with the recent advances in data-rich probabilistic f…
econ.GN2022
Learning Probability Distributions in Macroeconomics and Finance
Jozef Barunik, Lubos Hanus
We propose a deep learning approach to probabilistic forecasting of macroeconomic and financial time series. Being able to learn complex patterns from a data rich environment, our…
econ.GN2015
Business cycle synchronization within the European Union: A wavelet cohesion approach
Lubos Hanus, Lukas Vacha
In this paper, we map the process of business cycle synchronization across the European Union. We study this synchronization by applying wavelet techniques, particularly the cohesi…