Dr. Onno Kleen

Assistant Professor

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Biography

Onno Kleen is an Assistant Professor at Erasmus University Rotterdam, specializing in time series analysis with applications in financial economics and macro-finance. His research particularly focuses on distribution forecasting and the analysis of financial risk, employing techniques such as machine learning to analyze high-dimensional data. Kleen is affiliated with the Erasmus School of Economics and has published works in various academic journals, contributing to the fields of econometrics and quantitative finance. He is committed to integrating innovative methodologies in his teaching and research endeavors.

Research Interests

Time Series Analysis Financial Economics Macroeconomics Distribution Forecasting Financial Risk Analysis Machine Learning

Courses

Introduction to Machine Learning Statistics Machine Learning Econometrics Seminar Investing Master's Thesis Proposal Master’s Thesis in Quantitative Finance

Requirements for Erasmus University Rotterdam

Master Program
Requirements
IELTS
Listening
Required:6.5
Reading
Required:6.5
Writing
Required:6.5
Speaking
Required:6.5
Overall
Required:6.5
TOEFL
Listening
Required:22
Reading
Required:22
Writing
Required:22
Speaking
Required:22
Total
Required:91
Prerequisites
Bachelor degree in Econometrics, Mathematics, Statistics or Industrial Engineering Advanced Mathematics (Calculus, Linear Algebra) Applied Statistics Econometrics and Time-series analysis
Application Checklist
  • Bachelor diploma or graduation statement
  • Official academic transcript
  • Curriculum Vitae
  • Proof of English proficiency
  • Course descriptions for Mathematics prerequisites
Specialization Notes

Department of Econometrics / MSc Econometrics and Management Science.