Thesis Supervision

Thesis Supervision

Ph.D. Students

Master Students

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

Monsh University

  • 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