Supervision

      I have supervised 39 master and 34 bachelor theses in Econometrics, Economics, Applied Economics, Economics & Statistics, Financial Econometrics, Financial Economics, Finance, Data Science & Business Analytics, Information Management & Business Intelligence, Business Intelligence & Smart Services, Entrepreneurship & Business Development, International Business - Strategy & Innovation at Tilburg University, Maastricht University, University of Amsterdam, Higher School of Economics (Moscow) and New School of Economics (Moscow):

Tilburg University

• Is there an ESG risk factor that can predict a stock's subsequent return? Bart de Bruijn (MSc in Finance)

• ESG as a priced risk factor in different sectors in Europe. Gijs Achterberg (MSc in Finance)

• The nuclear sector: a sin sector or not? Bas Rovers (MSc in Finance)

• ESG factors’ relationship with returns in the Euronext market. Lorenzo Martinelli (MSc in Finance)

• When oil price shocks relate negatively to the stock market: do more sustainable stocks suffer less? Nils Wilshaus (MSc in Finance)

• The effect of stock characteristics and family ownership on stock returns: Evidence from the European stock market. Jenna Reijnders (MSc in Finance)

Maastricht University

• The development of a family business, based on tourism’s accommodations, in time of COVID-19. Kirsch Nathan (MSc in Entrepreneurship and Business Development)

• Young entrepreneurs in the Netherlands: Starting a business during a global pandemic crisis. Isabel Epalanga (MSc in Entrepreneurship and Business Development)

• Analysis of mobile banking customer satisfaction: A case study on GCB Bank PLC. mobile app. Eric Nakoja (MSc in Information Management and Business Intelligence)

• Using emojis to measure customer satisfaction via sentiment analysis. Sabrina Glinski (MSc in Information Management and Business Intelligence)

• Entrepreneurship in niche markets: The case of the German Mittelstand. Alexander Eberle (MSc in Entrepreneurship and Business Development)

• M&A and innovation performance in the European renewable energy sector. Ferhat Caliscan (MSc in International Business - Strategy and Innovation)

• Exploiting demographic data in election campaigns. Amay Passi (MSc in Business Intelligence and Smart Services)

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)