Personal profile
Research interests
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 as independent consultant on data science and machine learning engineering.
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 has served as 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. He has served as ad interim academic director of the MSc in Quantitative Finance and Actuarial Science of Tilburg University and is a member of the Central Examination Committee of the Dutch Actuarial Institute.
Career
Teaching
2021-2022
Tilburg University:
- Quantitative Finance
- Supervision of MSc theses
Actuarial Institute, Executive Master Actuarial Science:
- Statistical Methods
- Data Science
- Case project
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)
Oliver Wichert, expected 2022 (with Feike C. Drost and Bas J.M. Werker)
External positions
Consultancy/ad interim (Zelfstandig)
1 Apr 2021 → …
Keywords
- Statistics
- Time Series
- Econometrics
- Risk Models
- Data Science
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. & van den Akker, R., May 2019, Ithaca: arXiv.org, 70 p. (arXiv; vol. 1905.11184).Research output: Working paper › Other research output
Open AccessFile244 Downloads (Pure) -
Semiparametrically point-optimal hybrid rank tests for unit roots
Zhou, B., van den Akker, R. & Werker, B. J. M., Oct 2019, In: 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. J. M., 1 Jan 2016, In: Journal of Econometrics. 190, 1, p. 46-61 15 p.Research output: Contribution to journal › Article › Scientific › peer-review
5 Link opens in a new tab Citations (Scopus) -
Semiparametric Gaussian copula models: Geometry and efficient rank-based estimation
Segers, J., van den Akker, R. & Werker, B. J. M., 2014, In: Annals of Statistics. 42, 5, p. 1911-1940Research output: Contribution to journal › Article › Scientific › peer-review
21 Link opens in a new tab 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
7 Link opens in a new tab Citations (Scopus)
Projects
- 2 Finished
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Limiting experiment for jump-diffusion and panel data models
Becheri, I. G. (Researcher), Werker, B. (Tutor), Drost, F. C. (Tutor) & van den Akker, R. (Tutor)
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. (Principal Investigator), van den Akker, R. (Researcher) & Drost, F. C. (Tutor)
1/09/03 → 1/09/07
Project: Research project