معرفی
Rutger-Jan Lange is an Associate Professor at the Econometric Institute of Erasmus School of Economics, Erasmus University Rotterdam. His research spans time-series econometrics, filtering, stochastic processes, real options, and optimal stopping. He completed his PhD at the University of Cambridge and has held positions at Boston Consulting Group and Vrije Universiteit Amsterdam.
Education: PhD in Management Science & Operations Research (Cambridge), Master's in Theoretical Physics (Cambridge).
Research Interests: Focus on developing advanced econometric models for financial forecasting, climate policy optimization, and high-dimensional data analysis. Recent work integrates machine learning with traditional econometrics to enhance predictive accuracy.
Publication Trends: Articles emphasize methodological innovations in time-series analysis (e.g., Bellman filtering), applications in climate economics, and real-option valuation. Cross-disciplinary themes include quantum physics and financial risk modeling.
Research Supervision: Mentors PhD students in projects on score-driven filters and economic modeling. Received a Starter Grant to fund new PhD positions.
Affiliations: Tinbergen Institute, Econometric Institute, ERIM.
