Anna Buijsman, 2019 - 2020, co-supervision with Prof Frank Kleibergen
Sombut Jaidee, 2018 - 2022, co-supervision with Prof Jiti Gao
University of Amsterdam
Stijn Mouris, Detecting social security fraud with an explanatory algorithm, December 2019
Maarten de Haas, Predicting the direction of stock prices, December 2019
Yuanjun Lu, Economic Forecasting with Big Data: A Simulation Study, June 2019.
Balaji Dasari, Stock Predictability using Sparse Learning Approach, June 2019.
Thadeu Freitas Filho, Measuring Systemic Risk: Least-squares versus Quantile Regression, October 2018
Sombut Jaidee, Optimal Investment using High Dimensional Statistics: Theory and Simulation, October 2017
Aishwarya Pillai, Optimal Investment using High Dimensional Statistics: an Empirical Study, October 2017
Yue Wang, Measuring Systemic Risk with Extreme Value Theory, June 2017