We are Tilburg University

We are Tilburg University

Bio

Ramon van den Akker is an Associate Professor at CentER and at the department of Econometrics & Operations Research, both at Tilburg University (0.2fte). He also works at de Volksbank on Advanced Analytics, Machine Learning & A.I. and Risk Modelling.

His research interests cover various fields in the area of asymptotic statistics, quantitative risk management, big data in the financial industry, business modelling, and time series analysis, and have been published in leading journals in econometrics and statistics. Ramon is an Associate Editor of Statistical Inference for Stochastic Processes.

Ramon has taught courses in econometrics, life insurance, mathematics, probability theory, quantitative finance,  machine learningand statistics at Tilburg University, Tias business school, Tilburg Professional Learning, and the Actuarial Institute.

Teaching

Academic year 2019-2020

Tilburg University

Executive Master Actuarial Science

  • Statistical Methods
  • Data Science
  • Case on mortgages

Tilburg Professional Learning

  • Data Science for Actuarial and Financial Professionals 
    • academic director
    • introduction to machine learning

JADS KPMG Data Science Academy

  • Statistics

 

 

Courses

Top publications

  1. Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Pe…

    Wichert, O., Becheri, I. G., Drost, F. C., & Akker, R. V. D. (2019). Local Asymptotic Equivalence of the Bai and Ng (2004) and Moon and Perron (2004) Frameworks for Panel Unit Root Testing. (arXiv; Vol. 1905.11184). arXiv.org. https://arxiv.org/pdf/1905.11184.pdf
  2. Semiparametrically point-optimal hybrid rank tests for unit roots

    Zhou, B., van den Akker, R., & Werker, B. J. M. (2019). Semiparametrically point-optimal hybrid rank tests for unit roots. The Annals of Statistics, 47(5), 2601-2638.
  3. Semiparametric error-correction models for cointegration with trends …

    Hallin, M., van den Akker, R., & Werker, B. (2016). Semiparametric error-correction models for cointegration with trends: Pseudo-Gaussian and optimal rank-based tests of the cointegration rank. Journal of Econometrics, 190(1), 46-61.
  4. Semiparametric Gaussian copula models - Geometry and efficient rank-b…

    Segers, J., van den Akker, R., & Werker, B. J. M. (2014). Semiparametric Gaussian copula models: Geometry and efficient rank-based estimation. The Annals of Statistics, 42(5), 1911-1940.
  5. Asymptotically UMP panel unit root tests - the effect of heterogeneit…

    Becheri, I. G., Drost, F. C., & van den Akker, R. (2015). Asymptotically UMP panel unit root tests: the effect of heterogeneity in the alternatives. Econometric Theory, 31(3), 539-559.

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