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
Mustapha HIJRT - Paris-Panthéon Sorbonne, thèse CIFR (sup. : J.-P. Laurent)
Nicolas PEDE - Imperial College London (sup. : D. Brigo)
Sébastien SESTIER - Paris-Panthéon Sorbonne, thèse CIFR (sup. : J.-P. Laurent)
Pierre LELEUX - UCLouvain (sup. : M. Saerens)
Jean-Loup DUPRET - UCLouvain (sup. : D. Hainaut)
John-John KETELBUTERS- UCLouvain (sup. : D. Hainaut)
Drilona Peci- UCLouvain (sup. : B. Candelon)