Maria Grith

Dr. Maria Grith is an Assistant Professor in the Department of Econometrics at the Erasmus School of Economics, Erasmus University Rotterdam. Her research focuses on econometric methodologies applied to financial markets, with particular emphasis on machine learning techniques in finance, risk management, and time series analysis. She actively contributes to academic supervision, as evidenced by her involvement in bachelor thesis projects in Econometrics and Economics.

Her research interests span quantitative finance, including applications of neural networks to volatility forecasting, cryptocurrency risk analysis, and reinforcement learning in high-dimensional settings. She also explores traditional econometric challenges such as delta-hedged options pricing, sovereign default risk, and macroeconomic persistence heterogeneity.

Her publication record includes over 20 peer-reviewed articles, with recent work addressing cutting-edge topics like neural tangent kernels in finance and graphical models for multivariate time series. While no scientific awards are explicitly mentioned, her prolific output reflects a strong research trajectory in financial econometrics and computational methods.