Anna Buijsman, 2019 - 2020, co-supervision with Prof Frank Kleibergen
Sombut Jaidee, 2018 - 2022, co-supervision with Prof Jiti Gao
University of Amsterdam
- Dylan Houtman,The identi cation of personal data in semi-structured text, In progress
- Sophie Abrahamse, Improving prediction performance by using Exceptional Model Mining, In progress
- Alessandro Peron, Flexible Models for Instrumental Variables Estimation: a Comparison Between Non-parametric and Deep Neural Network Based Methods, In progress
- Melle Gelok, Classification of job advertisement as fake or legitimate, In progress
- 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