About me

PhD candidate, father, tech enthousiast. My current research focuses on the application of Machine Learning methods in time series contexts. Being a trained econometrician, with this topic I get to combine my affection for designing statistical models with a general interest in the financial markets and state of the art Data Science methods and technologies.

You can find (and contact) me on:

Thesis defence

On October 6 I successfully defended my master's thesis titled Pricing contingent claims on illiquid securities in continuous time.

In my thesis I consider good deal valuation as an extension of the traditional Black-Scholes option pricing equation, resulting in tight price bounds in markets where perfect hedging strategies are not feasible. Using risk measures to express what constitutes good deals gives an intuitive interpretation to the derived price bounds, and allows us to consider Black-Scholes pricing as a special case, which under additional assumptions is still the unique price - even in incomplete markets.

Check out the projects page for a permalink to my thesis.

Future of Pensions - Blockchain Hackathon

World's largest blockchain hackathon

In February 2017 The Dutch Blockchain Hackathon was held in Groningen, The Netherlands. Here teams from around the world competed to design the most revolutionary application of blockchain technology in different fields. In 3 days, 50 teams designed and developed a solution from scratch to compete for honor - and seed capital.