I regularly supervise bachelor's and master's students. Examples of projects I supervised are:
Machine learning for: predicting the equity risk premium and volatility, pricing vanilla and exotic options, and sentiment analysis;
Time series models for quantitative risk and portfolio management;
Comparing the (point, density and tail risk) predictive performances of nonlinear time series models and machine learning approaches;
Empirical asset pricing projects with a focus on the role of ESG ratings and metrics.
I see teaching as a central part of the academic profession, and I am deeply committed to it. During my PhD and Postdoc, I had the pleasure of being a lecturer for the following courses:
Derivatives pricing, Fixed Income analysis, and financial modelling with MATLAB at the Master's programme in Mathematics - Economics offered by Aarhus University;
Quantitative Methods for Finance at the Bachelor's programme in Econometrics and Operations Research offered by Erasmus University Rotterdam;
Case studies in Financial Econometrics at the Master's programme in Econometrics offered by Erasmus University Rotterdam.