Jan Heijmans Email & Phone Number

The Hague, South Holland, Netherlands

Utrecht, Utrecht, Netherlands

Amsterdam, Noord-Holland, Nederland

In collaboration with three other students, I focussed on the application of machine learning and data science techniques to the financial sector. This involved the design and implementation of machine learning models, such as elastic net regression to estimate market-microstructure noise and its impact on volatility using high-frequency data.I extensively applied statistical techniques like time series analysis, hypothesis testing, and data visualization. My research and modeling were pivotal to uncovering valuable insights into the high-frequency market behavior.This research was a program made possible by the collaboration of the Erasmus School of Economics and Optiver.Grade: 8.1

Bergen Op Zoom, North Brabant, Netherlands

Natuurkunde, Scheikunde en Wiskunde A/B

Master Of Science - Ms, Econometrics And Management Science, 8.4

Specialisation: Quantitative Finance Thesis: "Attention-Based Bayesian Additive Regression Trees for Prediction and Interpretability.

Bachelor Of Science - Bs, Econometrics And Operations Research, 8.1

Minor: Advanced Computer Science (Deepening) Major: Econometrics