PhD Students

Current PhD students

Thomas GRAVA

Funding: Teaching Assistant @ Louvain School of Management

Research :  conformal prediction

Matteo BARBAGLI

Funding: Teaching Assistant @ Louvain School of Management

Research :  credit risk models for capital requirements

Rodolphe VANDERVEKEN

Funding : F.S.R.-FNRS research grant,  T.0221.22

Research: Portfolio theory

Arnaud GERMAIN

Funding : ING chair

Research: Early warning systems & Machine learning

Former PhD students

Dr Farah MUGRABI

Research :  Macro-prudential policies: pursuing effective coordination in an evolving financial landscape

Funding: Cooperation Progam

Joint supervision with Prof. B. Candelon

Graduated on February 2024

Current position: Bank of Ireland (Ie)

Pr Francesco ROCCAZZELLA

Thesis title: Forecasting under uncertainty: combining and evaluating predictive strategies in economics and finance 

Funding: Teaching Assistant @ Economic School of Louvain

Graduated on June 2023

Current position: Professor @ IESEG (France)

Dr Jean-Charles WIJNANDTS

Thesis title: Financial stability and macroprudential regulation

Funding: F.S.R.-FNRS (Aspirant)

Joint supervision with Prof. M. Petitjean

Graduated on November 2022

Current position: Financial Stability Analyst @ Bank of England (UK)

Dr Linqi WANG

Thesis title: Essays on financial econometrics & quantitative finance

Funding : ARC  on Negative Interest Rates research grant, ARC 18-23/089

Joint supervision with Prof. C. Hafner

Graduated on May 2021

Current position: Postdoc @ University of Cambridge (UK)

Dr Paolo GAMBETTI

Thesis title:  Modeling & forecasting of recovery rates

Funding: Teaching Assistant @ Louvain School of Management & F.S.R.-FNRS (Aspirant)

Graduated on October 2020

Current position : Data Science Leader @ CRIF (Italy)

Pr Nathan LASSANCE

Thesis title:  Information-theoretic approaches to portfolio selection

Funding: F.S.R.-FNRS (Aspirant)

Graduated on January 2020

Current position : Professor @ UCLouvain  (Belgium)

Dr Cheick MBAYE

Thesis title:  Credit risk modelling: beyond standard intensity models

Funding: F.S.R. & National Bank of Belgium

Graduated on December 2019

Current position: Quant @ Citibank (UK)

Jury member & supervisory panel