Members

Matthieu Bulté

Københavns Universitet (UCPH)
Universität Bielefeld (UNIBI)
Research profile

Defense May 2025

Title of Dissertation: From Points to Objects: Statistical Inference Beyond Euclidean Spaces

Placement: Quantitative Researcher at Alipes ApS

Research interests:
time-series, functional data analysis, mathematical statistics.
Publications
01 02
2025 / Matthieu Bulté, Helle Sørensen
Isotropic randomization for one-sample testing in metric spaces
arxiv.org/abs/2501.15945

2024 / Matthieu Bulté, Helle Sørensen
An Autoregressive Model for Time Series of Random Objects

arxiv.org/abs/2405.03778
underlying repository data: https://github.com/matthieubulte/GAR



2023 / Matthieu Bulté, Helle Sørensen
Medoid splits for efficient random forests in metric spaces

https://arxiv.org/abs/2306.17
underlying repository data:
https://github.com/matthieubulte/MetricRandomFore



2024 / Matthieu Bulté, Helle Sørensen
Medoid splits for efficient random forests in metric spaces Computational Statistics & Data Analysis, Vol. 198
doi.org/10.1016/j.csda.2024.107995

Predrag Pilipovic

ESR Delegate

Københavns Universitet (UCPH)
Universität Bielefeld (UNIBI)
Research profile

Defense November 2024

Title of Dissertation: Statistical Inference for Stochastic Differential Equations using Slitting Schemes Advisors

Placement: Postdoc at the Department of Mathematical Sciences at the University of Copenhagen

Research interests:

statistical inference, coupled stochastic processes, hypoelliptic diffusions, partial observations, filtering.

Publications
01 02
2024 / Susanne Ditlevsen, Predrag Pilipovic, Adeline Samson
Strang Splitting for Parametric Inference in Second-order Stochastic Differential Equations
arxiv.org/abs/2405.03606 / repository dataset

2022 / Susanne Ditlevsen, Predrag Pilipovic, Adeline Samson
Parameters Estimation In Nonlinear Multivariatre Stochastic Differential Equations Based On Splitting Schemes
arxiv.org/abs/2211.11884
underlying repository data

2025 / Predrag Pilipovic, Adeline Samson, Susanne Ditlevsen
Strang splitting for parametric inference in second-order stochastic differential equations Stochastic Processes and their Applications, Vol. 187
doi.org/10.1016/j.spa.2025.104650

2024 / Predrag Pilipovic, Adeline Samson, Susanne Ditlevsen
Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes The Annals of Statistics, Vol. 52, No. 2, 842-867
projecteuclid.org/journals/annals-of-statistics/volume-52/issue-2/Parameter-estimation-in-nonlinear-multivariate-stochastic-differential-equations-based-on/10.1214/24-AOS2371.full?tab=ArticleLink

Qingchuan Sun

Universität Bielefeld (UNIBI)
Københavns Universitet (UCPH)
Research profile

Defense February 2026

Title of Dissertation: Stochastic Differential Equation Models and State-Space Representations: Parameter Estimation Methods and Applications to Spatio-Temporal Systems

Placement: 

Research interests:
diffusion process, state-space model and biostatistics.

Publications
2025 / Mads Peter Heide-Jørgensen, Philippine Chambault, Helle Sørensen, Camilla Andresen, Susanne Ditlevsen, Qingchuan Sun
Narwhals document atlantification of East Greenland


2025 / Qingchuan Sun, Susanne Ditlevsen
Robust Parameter Estimation in Dynamical Systems by Stochastic Differential Equations


Tommaso Di Francesco

Universiteit van Amsterdam (UvA)
Università Ca’ Foscari, Venezia (UNIVE)
Research profile

Defense June 2025

Title of Dissertation: Essays in Economic Dynamics with Heterogeneous Expectations

Placement: Postdoc position at the Institute for Finance & Statistics of the University of Bonn

Research interests:
behavioral macroeconomics, bounded rationality, expectation formation and machine learning, heterogeneous agent modelling.

Publications
01 02
2025 / Tommaso Di Francesco, Daniel Torren Peraire
(Mis)information diffusion and the financial market
arxiv.org/abs/2412.16269

2023 / Tommaso Di Francesco, Cars Hommes
Sentiment-Driven Speculation in Financial Markets with Heterogeneous Beliefs: a Machine Learning approach

ssrn.com/sol3/papers.cfm?abstract_id=4429858
underlying repository data:
https://github.com/TommasoDF/Repo https://uvaauas.figshare.com/articles/dataset/BiTSI/25428238/1



2025 / Tommaso Di Francesco, Cars Hommes
Sentiment-driven speculation in financial markets with heterogeneous beliefs: A machine learning approach Journal of Economics Dynamics and Control, Vol. 175
doi.org/10.1016/j.jedc.2025.105092

Muhammed Alperen Yasar

Università Ca’ Foscari, Venezia (UNIVE)
Université Paris 1 Panthéon-Sorbonne (UP1)
Research profile

Defense February 2025

Title of Dissertation: Three Essays in Mental Models

Placement: CNRS position at the Institute Science Cognitives, in Lyon

Research interests:
Behavioral Economics, Agent-Based Models.

Publications
01 02 03
2024 / Marco LiCalzi, M. Alperen Yasar
Vocabulary aggregation
ssrn.com/sol3/papers.cfm?abstract_id=4902792

2024 / Michel Grabisch, M. Alperen Yasar
Frequentist belief update under ambiguous evidence in social networks

ssrn.com/abstract=4715241
underlying repository data: https://gitlab.com/alpy-dev/belief-update 



2023 / M. Alperen Yasar
Power struggles and gender discrimination in the workplace

osf.io/preprints/socarxiv/t4g83/
underlying repository data:
https://gitlab.com/alpy-dev/hawkdove 



2024 / M. Alperen Yasar
The emergence of discrimination due to miscategorization International Journal of Organization Theory & Behavior, Vol. ahead-of-prin
doi.org/10.1108/IJOTB-08-2023-0168

2024 / Michel Grabisch, M. Alperen Yasar
Frequentist belief update under ambiguous evidence in social networks International Journal of Approximate Reasoning, Vol. 172 (109240)
doi.org/10.1016/j.ijar.2024.109240

Rosa van den Ende

ESR Delegate

Université Paris 1 Panthéon-Sorbonne (UP1)
Universität Bielefeld (UNIBI)
Research profile

Defense October 2025

Title of Dissertation: Network-based approaches to climate responsibility

Placement: Trainee at the European Commission - Directorate-general for Economic and Financial Affairs

Research interests:
game theory, network analysis, microeconomics, allocation models, carbon emissions, climate risk. 

Publications
2023 / Rosa van den Ende, Antoine Mandel, Agnieszka Rusinowska
Network-based allocation of responsibility for GHG-emissions

underlying repository data: 
https://github.com/rosavandenende/Network-based-allocation-of-responsibility-for-GHG-emissions 
ssrn.com/sol3/papers.cfm?abstract_id=4430393 



Debmallya Chanda

Università Cattolica del Sacro Cuore (UCSC)
Universität Bielefeld (UNIBI)
Research profile

Defense February 2026

Title of Dissertation: Essays on Computational and Analytical Macro Modeling

Placement: 

Research interests:
financial innovation, monetary policy, agent-based modeling.
Publications
01 02
2025 / Debmallya Chanda
Depositor-banker relationship and CBDC
ssrn.com/sol3/papers.cfm?abstract_id=5235006

2025 / Debmallya Chanda
Macro-financial Implications of Introduction of Central Bank Digital Currency
ssrn.com/sol3/papers.cfm?abstract_id=5234986

2023 / Aldo Glielmo, Marco Favorito, Debmallya Chanda, Domenico Delli Gatti
Combining search strategies to improve performance in the calibration of economic ABMs

arxiv.org/pdf/2302.11835.pdf
underlying repository data: https://github.com/bancaditalia/black-it/blob/main/examples/RL_to_combine_search_methods.ipynb 



2023 / Aldo Glielmo, Marco Favorito, Debmallya Chanda, Domenico Delli Gatt
Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs ICAIF '23: 4th ACM International Conference on AI in Finance, 305-313
doi.org/10.1145/3604237.3626889

Nurten Kaynarca

Université Paris 1 Panthéon-Sorbonne (UP1)
Università Cattolica del Sacro Cuore (UCSC)
Research profile

Defense February 2026

Title of Dissertation: 

Placement: 

Research interests:
microeconomics, industrial economics, network analysis.
Publications
2024 / Nurten Kaynarca, Antoine Mandel
Technological evolution of production networks

ssrn.com/sol3/papers.cfm?abstract_id=4858873



Catarina Midões

Università Ca’ Foscari, Venezia (UNIVE)
Universitat Autònoma de Barcelona (UAB)
Research profile

Defense February 2025

Title of Dissertation: Essays on climate change impacts, adaptation and mitigation policy

Placement: Postdoc in Ca' Foscari University and CMCC Euro-Mediterranean Center on Climate Change

Research interests:
climate change adaptation, inequality, public policy, agent-based models, household surveys, statistical inference.

Publications
01 02 03
2024 / Riccardo Di Leo, Catarina Midões
Good COP/Bad COP: Global Political Initiatives and Climate Change Attitudes in Europe
ssrn.com/sol3/papers.cfm?abstract_id=4624696

2024 / Catarina Midões, Jeroen van den Bergh, Ivan Savin
A meta-analysis of synergy between carbon pricing and renewable-energy policies
doi.org/10.2139/ssrn.4763473

2023 / Catarina Midões, Enrica De Cian, Malcolm Mistry, Giacomo Pasini, Sara Pesenti
Advancing our knowledge of the environment- wellbeing relationship
papers.ssrn.com/sol3/papers.cfm?abstract_id=4481445

2024 / Catarina Midões, Enrica De Cian, Giacomo Pasini, Sara Pesenti, and Malcolm N. Mistry
SHARE-ENV: A Data Set to Advance Our Knowledge of the Environment–Wellbeing Relationship Environ. Health, 2, 95-104
https://pubs.acs.org/doi/10.1021/envhealth.3c00065

2023 / Catarina Midões, Denis de Crombrugghe
Assumption-light and computationally cheap inference on inequality measures by sample splitting: the Student t approach The Journal of Economic Inequality
springer.com/article/10.1007/s10888-023-09574-w

Elisa Grugni

Universitat Autònoma de Barcelona (UAB)
Università Cattolica del Sacro Cuore (UCSC)
Research profile

Defense December 2025

Title of Dissertation: Agent-Based Models for Macro-Financial and Climate Economics

Placement: Postdoctoral researcher at the Università degli Studi di Brescia, DS-CHANGES project 

Research Interests:
agent-based modelling, green ecomomy, global value chains and trade network.

 

Publications
2025 / Elisa Grugni, Ivan Savin, Jeroen van den Bergh
Carbon leakage in production networks under asymmetric climate policies
ssrn.com/sol3/papers.cfm?abstract_id=5053379

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