Mathias Voldum Siggaard

In 2018, Mathias Siggaard was enrolled as a PhD student in the 4+4 programme at the Department of Economics and Business Economics and CREATES. In 2017, Mathias completed his BSc in Economics and Management at Aarhus University, and he is currently finishing his master in Quantitative Economics (cand.oecon, IMSQE) at Aarhus University.

His main research interests lie in Econometrics and machine learning, and in particular comparing and merging the two methodologies in a high-frequency data setting with a focus on forecasting stock market volatility.

Fall 2017: Visiting Graduate student at Columbia University.

Supervisors: Kim Christensen and Bezirgen Veliyev