Research output per year
Research output per year
Personal profile
Research interests
https://vandenakker.tech/research/
Ramon van den Akker is an Associate Professor at CentER and at the department of Econometrics & Operations Research, both at Tilburg University (0.2fte). He also works at de Volksbank on Advanced Analytics & A.I. and Risk Models.
His research interests cover various fields in the area of asymptotic statistics, quantitative risk management, big data in the financial industry, business modelling, and time series analysis, and have been published in leading journals in econometrics and statistics. Ramon is an Associate Editor of Statistical Inference for Stochastic Processes.
Ramon has taught courses in data science, econometrics, life insurance, machine learning, mathematics, probability theory, quantitative finance, and statistics at Tilburg University, Tias business school, Tilburg Professional Learning, JADS, and the Dutch Actuarial Institute.
Career
2015-recent
principal data scientist & risk modeller, de Volksbank
2014-recent
Associate Professor, Tilburg University
2010-2014
Assistant Professor, Tilburg University
2007-2010
Risk manager at SNS REAAL (0.80 fte)
Lecturer, Tilburg University (0.20 fte)
2003-2007
Ph.D. candidate, Tilburg University
2000-2003
Research & Teaching assistant, Tilburg University
Teaching
https://vandenakker.tech/teaching/
Current courses
Click here for my courses.
PhD supervision
PhD supervision
I. Gaia Becheri on "Limiting Experiments for Panel-Data and Jump-Diffusion Models", 12/21/2012 (with Feike C. Drost and Bas J.M. Werker)
Bo Zhou on "Semiparametric inference for non-LAN models", 12/6/2017 (with I. Gaia Becheri and Bas J.M. Werker)
External positions
(SNS-REAAL)
1 Feb 2014 → …
Keywords
- Statistics
- Time Series
- Econometrics
- Risk Models
- Data Science
Fingerprint
Dive into the research topics where Ramon van den Akker is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
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Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing
Wichert, O., Becheri, I. G., Drost, F. C. & Akker, R. V. D., May 2019, Ithaca: arXiv.org, 70 p. (arXiv; vol. 1905.11184).Research output: Working paper › Other research output
Open AccessFile41 Downloads (Pure) -
Semiparametrically point-optimal hybrid rank tests for unit roots
Zhou, B., van den Akker, R. & Werker, B. J. M., Oct 2019, In: The Annals of Statistics. 47, 5, p. 2601-2638Research output: Contribution to journal › Article › Scientific › peer-review
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Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank
Hallin, M., van den Akker, R. & Werker, B., 1 Jan 2016, In: Journal of Econometrics. 190, 1, p. 46-61 15 p.Research output: Contribution to journal › Article › Scientific › peer-review
3 Citations (Scopus) -
Semiparametric Gaussian copula models: Geometry and efficient rank-based estimation
Segers, J., van den Akker, R. & Werker, B. J. M., 2014, In: The Annals of Statistics. 42, 5, p. 1911-1940Research output: Contribution to journal › Article › Scientific › peer-review
16 Citations (Scopus) -
Asymptotically UMP panel unit root tests: the effect of heterogeneity in the alternatives
Becheri, I. G., Drost, F. C. & van den Akker, R., 2015, In: Econometric Theory. 31, 3, p. 539-559 21 p.Research output: Contribution to journal › Article › Scientific › peer-review
5 Citations (Scopus)
Projects
- 2 Finished
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Limiting experiment for jump-diffusion and panel data models
Becheri, I. G., Werker, B., Drost, F. C. & van den Akker, R.
1/09/09 → 21/12/12
Project: Research project
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Statistical inference on stochastic differential equations driven by the Levy process
Werker, B., van den Akker, R. & Drost, F. C.
1/09/03 → 1/09/07
Project: Research project