Thesis Supervision #
Ph.D. Students #
Ming Cheng, 2023 - Present, co-superversion with Prof Peter Boswijk
Sombut Jaidee, 2018 - 2022, co-supervision with Prof Jiti Gao
Tinbergen Institute Research Master Students #
- Hans Ligtenberg, Explaining the unconditional value premium using neural networks, August 2021. Python codes here
Master Students #
University of Amsterdam #
- Ruowen Liu, A Time-Dynamic Movie Recommendation System for Capturing User Preference Drift, August 2023
- Gijs W.M. de Bruin, Synthetically Extending a Dataset to Improve Machine Learning Prediction, August 2023 (Nominated for Amsterdam AI Thesis Award)
- Jiachen Zhong, Comparing Machine Learning Methods with Traditional Methods in the Context of Demand Sensing in a European Postal Industry, August 2023
- Viktoria Akpan, Decoding Brainwaves for Thought-Controlled Movement Using Deep Learning, August 2023
- Marcin Galas, Comparison of national and global data for VaR estimation of real estate prices, August 2023
- Nguyen Hoang Minh Trang, The Impact of Feature Selection on the Deep Recommender Systems. July 2023
- Shihan Yu, Analysing the Ranking in Search Engine Keyword Bidding with Different Models and Strategies, August 2022
- Jop van Hest, Detecting Ponzi-Scheme Fraud in Ethereum Smart Contracts, August 2022
- Wiebe van der Spek, How to Preserve Patient Privacy in Machine Learning Model Training?
- Romy Ho, Scaling Federated Learning in Practice: How Heterogeneous Data Impacts Model Accuracy, July 2022
- Liselotte van Dam, The effect of a sales promotion on revenue: An application of the causal forest in grocery retailing, Jan 2022
- Alex Boosten, Should you invest in Bitcoin? A performance analysis of Bitcoin and reinforcement learning using bootstrap, Jan 2022
- Coen van der Meijs, Bitcoin intra-day return prediction and trading using LSTM, August 2021.
- Jan Willem Nijenhuis, Application of generalizability theory to construct a reliability framework for machine learning, August 2021. Python codes here
- Eefje Roelfsema, How does industry-leading sentiment affect the probability of default of SMEs?, August 2021
- Wisse Bemelman, Evaluating the use of artificial neural networks for financial asset price forecasting, July 2021
- Dylan Houtman,The identification of personal data in semi-structured text, August 2020
- Sophie Abrahamse, Bridging the gap between interpretability and predictability in customer churn modelling, August 2020
- Alessandro Peron, A deep learning approach for non-parametric instrumental estimation: an empirical study, August 2020
- Melle Gelok, Detecting fake job advertisements, August 2020
- Stijn Mouris, Detecting social security fraud with an explanatory algorithm, December 2019
- Maarten de Haas, Predicting the direction of stock prices, December 2019
Monash 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 (Best Thesis Award)
- Aishwarya Pillai, Optimal Investment using High Dimensional Statistics: an Empirical Study, October 2017
- Yue Wang, Measuring Systemic Risk with Extreme Value Theory, June 2017