Simon Donker van Heel

Simon Donker van Heel

I am a PhD candidate in Econometrics at Erasmus University Rotterdam, working under the supervision of Dick van Dijk and Rutger-Jan Lange. My research focuses on the development and analysis of time series models, with a particular emphasis on (score-driven) filtering methods. This work is mostly theoretical, intersecting with areas such as stochastic optimisation and gradient-based machine learning.