Supervision

I have supervised 26 master and 27 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.

University of Amsterdam

  • 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)