معرفی
Ramon van den Akker is an Associate Professor at Tilburg University's Department of Econometrics and Operations Research. He holds a Ph.D. from Tilburg University (2007) and works on asymptotic statistics, time series analysis, and risk modeling. He teaches econometrics, data science, and quantitative finance.
His research covers semiparametric inference, panel data unit root testing, and copula models, with applications in finance and risk management.
Recent articles (2014–2019) focus on unit root testing and cointegration models. Key themes include asymptotic efficiency and non-Gaussian inference.
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He supervises PhD students like I. Gaia Becheri and Bo Zhou. He collaborates on projects such as limiting experiments for panel data models.
Van den Akker also applies data science in banking and serves as an independent consultant.
