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Home | Alumni | List of Master Theses

33 Master theses

  • 30 - Regime-Switching Flexible (Quasi) Score-Driven Models: Analyzing and Forecasting Portfolio Risks through Value at Risk and Expected Shortfall

    Author: Valentino Hägg

    Supervisor: Lennart Hoogerheide

    Defense date: March 13, 2024

  • 29 - The Role of Outdegree in Seeding

    Author: Caio Vieira Rego

    Supervisor: Gui Liberali

    Defense date: November 14, 2023

  • 28 - The Embedded Filter: A Machine Learning Approach to Nonlinear Filtering

    Author: Sjoerd Stevens

    Supervisor: Siem Jan Koopman

    Defense date: August 31, 2023

  • 27 - Identification of climate disclosures in European bank reports using Large Language Models

    Author: Ana-Maria Tecuci

    Supervisors: Andre Lucas, Meike Morren

    Defense date: August 30, 2023

  • 26 - Modeling Score-Driven Time-Variation in Risk-Neutral Densities with an Application to Option Pricing

    Author: Justus Holman

    Supervisor: Andre Lucas

    Defense date: August 29, 2023

  • 25 - Key Drivers of Contractors' Mobility in the Gig Economy: A Regional Analysis

    Author: Ali Abedi

    Supervisor: Mark Boons

    Defense date: August 28, 2023

  • 24 - Sentiment Analysis for Forecasting: Exploring Volatility-at-Risk, Expected Shortfall and Innovative Trading Strategies

    Author: Dewy Jungslager

    Supervisor: Andre Lucas

    Defense date: August 22, 2023

  • 23 - The Effect of Sustainable Categorization Cues on Product Consideration and Choice

    Author: Fengtao Wan

    Supervisor: Jonne Guyt

    Defense date: August 21, 2023

  • 22 - The Impact of Short Sale Costs on Machine Learning Portfolio Allocation Models

    Author: Eveline Wilgenkamp

    Supervisor: Simon Rottke

    Defense date: August 21, 2023

  • 21 - Fair active learning for personalized policies

    Author: Zhuoyu Shi

    Supervisor: Aurélie Lemmens

    Defense date: August 18, 2023

  • 21 - Fair active learning for personalized policies

    Author: Joyce Shi

    Supervisor: Aurélie Lemmens

    Defense date: August 18, 2023

  • 20 - Improving healthcare: integrating potential task splits into home healthcare routing and scheduling

    Author: Lucas van Montfort

    Supervisor: Markus Leitner

    Defense date: July 10, 2023

  • 19 - Grouped heterogeneity in Markov-switching panel models

    Author: Bernhard van der Sluis

    Supervisors: Richard Paap, Wendun Wang

    Defense date: July 03, 2023

  • 18 - Social vulnerability and multi-hazard: global study with Neural Network regression and SHAP

    Author: Ruoying Dai

    Supervisor: Marina Friedrich

    Defense date: February 08, 2023

  • 18 - Social vulnerability and multi-hazard: global study with Neural Network regression and SHAP

    Author: Ruoying Dai

    Supervisor: Marina Friedrich

    Defense date: February 08, 2023

  • 17 - Monte Carlo Tree Search-based Optimizing Agent for SPARQL Join Order Selection

    Author: Ruben Eschauzier

    Supervisors: Meike Morren, Ruben Taelman

    Defense date: December 20, 2022

  • 16 - Dynamic conditional block-equicorrelations [A score-driven factor approach]

    Author: Stan Thijssen

    Supervisors: Andre Lucas, Anne Opschoor

    Defense date: October 28, 2022

  • 15 - Making Neural Networks Insensitive Towards Spurious Concepts

    Author: Floris Holstege

    Supervisor: Cees Diks

    Defense date: August 31, 2022

  • 14 - To Webroom or Not: That’s the Question

    Author: Roger de Jong

    Supervisor: Rooderkerk

    Defense date: August 31, 2022

  • 13 - Explaining negative responses to brand activism: Authenticity and Emotional Arousal

    Author: HyeJin Kim

    Supervisor: Meike Morren

    Defense date: August 31, 2022