Student co-supervision
M. Shabani Ph.D., 2021-2023 (Aarhus university). I have been providing research guidance (with prof A. Iosifidis) and collaborating with the student during his doctoral research on time series modeling and forecasting. I also had collaborations on research projects related to Bayesian learning. We co-authored several.
A. Immonen, MSc. 2019 (Tampere university). I have co-supervised (with prof J. Kanniainen) the master thesis and the underlying research concerning analyzing the VIX index around announcement dates.
P. Bärholm, MSc., 2016 (Tampere university). I have co-supervised (with prof J. Kanniainen) the master thesis and the underlying research involving options’ implied volatility surface dynamics in the presence of jumps in the underlying price. We co-authored a paper presented at the IAAE 2019 conference.