Supervision
I have supervised 26 master and 34 bachelor theses in Econometrics, Financial Econometrics, Data Science & Business Analytics, Economics & Statistics, Economics, Financial Economics, and Applied Economics at the U. of Amsterdam, Higher School of Economics and New School of Economics in Moscow.
University of Amsterdam
Evaluating the prevalence of total and cause-specific mortality in Europe and Asia during COVID-19 pandemic: A time series analysis. Zhenning Zhang (BSc in Econometrics)
Policy analysis with finite mixture models: A comparison of models that estimate policy preferences of voters across Europe. Teun van der Laan (BSc in Econometrics)
Modeling individual political preferences in the United Kingdom using finite mixture models. Irisa Troksi (BSc in Econometrics)
From or with COVID-19? Detecting under- and over- estimation of COVID-19 mortality and evaluating containment measures: a European study. Elisabetta Sanna (BSc in Econometrics)
The possible over- and underreporting of COVID-19 mortality in Sweden, Australia and China. Lisa van der Male (BSc in Econometrics)
Over- or underestimating the number of COVID-19 deaths in the Netherlands. Rosa van der Ree (BSc in Econometrics)
Modeling individual political preferences in the US using finite mixture models. Francesca Ramella (BSc in Econometrics)
An analysis of the prediction of song popularity using musical attributes. Vincent van Kooten (MSc in Econometrics)
Evaluating the performance of an artificial neural networks in European football matches prediction. Tim Klaver (MSc in Data Science & Business Analytics)
Portfolio Selection using long short-term memory networks. Mark Akkermans (MSc in Financial Econometrics)
The effect of Ramadan on stock returns and volatility in Morocco. Kawtar El bey (MSc in Financial Econometrics)
Characteristics of people who exhibit declining trend in linear TV viewings. Kacper Solarski (MSc in Data Science & Business Analytics)
Forecasting the volatility of the healthcare sector stock market in times of a pandemic with the use of Markov regime-switching GARCH models. Deegan Huisman (MSc in Financial Econometrics)
Introduction of a hybrid model for volatility forecasting. Christiaan Cakici (MSc in Financial Econometrics)
From or with COVID-19? Under- and over-reporting the number of deaths caused by the coronavirus disease. Michael A. Wijnen Riems (BSc in Econometrics)
From or with COVID-19? Under- and over-reporting the number of the deaths caused by coronavirus disease. Orestis Chatzinas (BSc in Econometrics)
The bias in reporting the number of deaths caused by COVID-19 in the United States. Koen Lamers (BSc in Econometrics)
From or with COVID-19? Under- and overreporting the number of deaths caused by the coronavirus disease. Jochem Bouman (BSc in Econometrics)
From or with COVID-19? Under- or overreporting the number of deaths caused by COVID-19 in Singapore. Wasim van Houtum (BSc in Econometrics)
The estimation of the policy interest rate decisions and regime-switching behavior for the Reserve Bank of Australia. Oliver Murray (BSc in Econometrics)
Modeling federal funds rate changes using the two-regime switching ordered probit model. Jan Willem Nijenhuis (BSc in Econometrics)
A zero inflated ordered probit model for the policy interest rate: The case of the Bank of England. Gilbert ter Beek (BSc in Econometrics)
A regime-switching ordered probit model for the Bank of Japan. Daniel Siha (BSc in Econometrics)
Modeling European integration using a switching ordered probit model. Jochem Huismans (BSc in Econometrics)
Improving the profitability of football forecast models using cost-sensitive learning. T.D. Zuidema (MSc in Data Science & Business Analytics)
The effects of the corona-virus on global market indices: Both individual and contagion effects. Shuvani Choudhury (MSc in Financial Econometrics)
Prediction of NBA game results. Pavel Zacharuk (MSc in Data Science & Business Analytics)
The evolution of the impact of news surprises on cryptocurrencies. Koen Kempff (MSc in Financial Econometrics)
Modeling CDS spreads under negative interest rates. Joran van der Eems (MSc in Financial Econometrics)
League of Legends match prediction and the implementation of a betting strategy. Bram Ebben (MSc in Financial Econometrics)
An out-of-sample forecasting analysis of football players' potential: A dynamic panel data approach with Internal Instruments. Ferdinand Mol (MSc in Financial Econometrics)
Estimating a Bayesian Vector Autoregression to predict inflation and wages in the Netherlands. Diego Vila Martin (MSc in Econometrics)
Forecasting the probability of a successful transfer in football. Mark van Kampen (MSc in Data Science & Business Analytics)
Football prediction and betting. Stijn Lubben (MSc in Econometrics)
National Research University -- Higher School of Economics, Moscow
Modeling football outcomes using a discrete-choice approach. Maxim Mukhin (BSc in Economics)
Study of the macroeconomic factors impact on the lending to the economy in Russia. Anastasia Cherkashina (MSc in Economics)
Federal fund futures rates and FOMC dissents. Alia Omarova (BSc in Economics)
Modelling Riksbank's interest rate: a cross-nested ordered probit approach. Diana Fahretdinova (BSc in Economics)
Forecasting football matches results. Georgiy Brutyan (BSc in Economics)
Predictability of market interest rates: a panel data approach. Nadezhda Bobyleva (BSc in Economics)
Asymmetries and hysteresis in the Russian gasoline market. Anna Kolesnikova (MSc in Financial Economics)
Predictability of interest rates and inflation: empirical analysis of US data. Varlam Kutateladze (MSc in Economics)
Influence of armed conflicts on world oil prices. Evgeniy Zaytsev (BSc in Economics)
Predictability of interest rates: evidence from US markets. Edik Davtyan (BSc in Economics)
Analysis of predictability of interest rates on US treasury bills: a panel data approach. Vladislav Troynin (BSc in Economics)
Predictability of interest rates. Tatyana Paramonova (BSc in Economics)
Modeling сentral bank interest rate setting: a cross-nested ordered probit approach. Artem Tokarenko (MSc in Financial Economics)
Resource abundance and manufacturing sector investments. Ekaterina Novikova (MSc in Economics)
Dynamic analysis of box office revenue. Kirill Klimov (MSc in Economics)
Voting patterns of the insiders and outsiders in Bank of England Monetary Policy Committee. Nikolay Balantsev (BSc in Economics)
Finding individual contract offers in fitness club services with the means of discrete choice models. Alexandra Sidelnikova (MSc in Applied Economics)
Analysis of the predictability of inflation using Blue Chips forecasts. Alena Strelkova (MSc in Applied Economics)
Modeling intraday tick-by-tick stock price changes. Maxim Kazmin (MSc in Applied Economics)
Could knowledge of FOMC dissents improve forecasts of the Federal funds rate? Maxim Nezhelsky (BSc in Economics & Statistics)
Analysis of the predictability of the market interest rates: a panel data approach. Alena Strelkova (BSc in Economics & Statistics)
Modeling ratings using a discrete-choice approach. Timofey Rychkov (BSc in Economics)
Predictability of the market interest rates and inflation. Valentina Koroleva (BSc in Economics)
New Economic School, Moscow
Cross-nested ordered probit model: Implementation, testing and application. Andrey Petrin (BSc in Economics)
Predicting interest rates: a comparison of competing models. Mikhail Borisov (BSc in Economics)
Modeling Bank of England monetary policy rate decisions. Oleg Georgievsky (BSc in Economics)