MSc Thesis Supervision
Supervised 20+ Master’s theses across multiple universities on topics including Machine Learning, Reinforcement Learning, Deep Learning, AI in Finance, Credit Risk Management, FinTech, Digital Finance, Blockchain, Cryptocurrencies, and Quantitative Trading Strategies.
Current Thesis Projects
- Designing for Dollars or Disputes? Linking Earnout Complexity to Payout Failure in M&A
- Optimising Crowdfunding Success: A BOHB-Driven Reward-Tier Strategy for Technology Campaigns
- Gemini-Driven Automated Prompt Engineering for Mining High-Volume Sustainability Reports at ING Bank
Selected Completed Theses
| Student | Title | Programme | Year |
|---|---|---|---|
| Sebastian Goldmann | Enhancing Credit Risk Prediction in Retail Banking: Integrating Time Series and Classical ML Algorithms | MSc Industrial Engineering, UT | 2024 |
| Alessandra Amato | Applications of Early Warning Systems for Customer Segmentation of Wholesale Banking Clients | MSc Business Information Systems, UT | 2023 |
| Daniel Chen | Development of Financial Distress Prediction Model for Watchlist Classification of Wholesale Banking Clients | MSc Industrial Engineering, UT | 2023 |
| Luca Kozian | Commodity Price Co-Movement: Comparing Models and Correlation Measures | MSc Business Administration, UT | 2023 |
| Daniel Sam Attard | Leveraging Uncertainty Information in Deep Learning for Algorithmic Trading | MSc Artificial Intelligence, Univ. of Malta | 2023 |
| Siem Peters | Generative Adversarial Networks and Quasi-Monte Carlo Simulation for Option Pricing | MSc Industrial Engineering, UT | 2024 |
| Stijn van der Pol | Integration of Explainable AI in Fraud Detection for Enhanced Transparency in Banking | MSc Industrial Engineering, UT | 2024 |
| Antonio Rosolia | Analyzing Deep Generated Financial Time Series for Various Asset Classes | MSc Engineering, ZHAW | 2021 |
Several of these theses have led to peer-reviewed publications in journals including Data & Knowledge Engineering, Decision Analytics Journal, Information Processing & Management, and Journal of Retailing and Consumer Services.
