Master Thesis Supervision
A.Y. 2019/20 - Vrije Universiteit of Amsterdam​
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Jurjen van Rees - "How can Kronecker Graphs be applied to time series analysis?"
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Sophia Dekker (Cum Laude) - "A Bayesian Approach: Inference on Hourly Electricity Prices"
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Robert Smit - "Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution"
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Georgios Chatzinis - "Bayesian Analysis of Volatility models using stock index data"
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Hong Hui Dong - "Bayesian VAR with GAS error and network extraction"
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A.Y. 2018/19 - Vrije Universiteit of Amsterdam​
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Raveena Dewnarain - "Analyzing the short term structure of SOFR using two-factor Dynamic Nelson-Siegel models with time-varying volatility"
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Mirte Van den Boom (Cum Laude) - "A Bayesian approach to Media Mix Modeling"
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Rick Bohte - "Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models"
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Lois Stijsiger - "Trading with deep direct reinforcement learning using different time intervals"
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