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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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