Synthesis

A project repository for my econometric, data science and machine learning projects.

More Info

Hi, I am Laurens.

Welcome to Synthesis, my project repository. I am a MSc specialised in econometrics, quantitative finance and mathematical economics. However, I have developed a keen interest in machine learning and programming throughout my studies. On this platform, you can find references to some of the projects I have been working on in my leisure time during my studies. Commercial projects will not be shown for obvious reasons.

Details

Take a look yourself.

Action speaks louder than words. Just take a look at my projects on GitHub.

To GitHub

Academic work

The LaTeX exported (pdf) versions of my published theses can be found here.

MSc Thesis BSc Thesis

My Work

The projects I work on are multidisciplinary. They range from macroeconomic decision-making modelling, using machine learning-based heuristic switching models, to machine learning algorithms to identify and predict credit risk of bank customers. However, there are also projects that create classical fundamental machine learning algorithms from scratch for academic purposes.

My Tools

The languages, tools and frameworks I depend on vary per project. Generally, the following is true:

  • R:
     R is used for econometric analysis, data science, data wrangling and quick visualisation and some lightweight machine learning (i.e. no large ANNs/CNNs or Deep Learning).
  • Python:
     Python is chosen if the issue requires more finesse, involves advanced machine learning (i.e. Keras/TensorFlow) or entails very large datasets.

Continued

  • Matlab:
     Matlab is the tool of choice if seminal prior research has used it, in order to enhance continuity and replicability. Furthermore, in some cases Matlab is simply the quickest and easiest way to get something done.
  • HTML5, CSS3, JavaScript, LaTeX & Markdown:
     These serve to create a presentation of project results in the shape of documents, visualisations or interactive websites.

You can find me here.

Address

Rotterdam,
The Netherlands

Email

On request

Phone

On request