(Sebastiaan) SHLCG Vermeulen

Sebastiaan Vermeulen (1992) is a PhD candidate at the Erasmus School of Economics.
His research evaluates the use of machine learning and statistical learning to improve portfolio selection decisions. The main focus of the project is risk management, online learning strategies and robustness. The project consists both of empirical studies evaluating strategies in realistic scenarios, as well as theoretical arguments proving quantitative properties which can aid in responsible decision making. The findings from this project can potentially contribute to more responsible financial decision-making and a more stable financial system.
Supervisors: prof.dr. Dick van Dijk and dr. Rutger-Jan Lange