dr. O (Onno) Kleen

Biography

Onno Kleen is an Assistant Professor at the Erasmus University Rotterdam. His focus in research is upon time series analysis and its applications in financial economics, macro-finance and distribution forecasting. He analyzes financial risk; for example, via the analysis of high-dimensional data with machine learning.

Erasmus School of Economics

Assistant professor | Econometrics
Email
kleen@ese.eur.nl

Work

  • Onno Kleen (2024) - Equity option prices and firm characteristics (Speaker)
    Activity: Oral presentation › Academic
  • Onno Kleen (2024) - University of Copenhagen (Visiting researcher)
    Activity: Visiting an external academic institution › Academic
  • Onno Kleen (2023) - Equity Options and Firm Characteristics (Speaker)
    Activity: Oral presentation › Academic
  • Onno Kleen (2023) - Equity Options and Firm Characteristics (Speaker)
    Activity: Oral presentation › Academic
  • Onno Kleen (2023) - Equity Options and Firm Characteristics (Speaker)
    Activity: Oral presentation › Academic
  • Onno Kleen, Anastasija Tetereva, Gustavo Bulhoes Carvalho da Paz Freire, Maria Grith, Alberto Quaini & Rasmus Lonn (2023) - Financial Econometrics meets Machine Learning (FinEML) (Organiser)
    Activity: Organising and contributing to an event › Academic
  • Onno Kleen & Alexander Glas (2022) - 16th International Conference on Computational and Financial Econometrics (Organiser)
    Activity: Organising and contributing to an event › Academic
  • Onno Kleen (2022) - Economic tracking trees (Speaker)
    Activity: Invited talk › Academic
  • Onno Kleen (2022) - A Forest Full of Risk Forecasts for Managing Volatility (Speaker)
    Activity: Oral presentation › Academic
  • Onno Kleen (2022) - Robust Inference for Mixed-Frequency Analysis (Speaker)
    Activity: Oral presentation › Academic
  • Onno Kleen (2022) - A Forest Full of HAR Models (Speaker)
    Activity: Oral presentation › Academic

Thesis Hub Master Econometrics & MS

Year
2024
Course Code
FEM61008H

Introduction to Machine Learning

Year
2024
Course Code
FEB23025

Master's Thesis Proposal QF

Year
2024
Course Code
FEM21056

Master’s thesis Quantitative Finance

Year
2024
Course Code
FEM21057

Statistics (pre-master)

Year
2024
Course Code
FEB21007S

Statistics

Year
2024
Course Code
FEB21007

Statistics

Year
2024
Course Code
FEB21007X

Seminar in Investing

Year
2024
Course Code
FEB23022

Thesis BDS

Year
2024
Course Code
TIC20899

Inform Internship & Minor (econometrics)

Year
2024
Course Code
FEB62011

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