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Iman van Lelyveld (Sep 2019 - Dec 2019)

Professor of Banking and Financial Markets at VU Amsterdam and Senior Policy Advisor at De Nederlandsche Bank

Iman van Lelyveld

My research

A common theme through my research is the notion that financial market interaction is not faceless - even in highly anonymous markets. The structure of networks of financial relations is thus an important determinant of real outcomes. For example, in a recent paper we use network information to improve upon our understanding of credit risk (Wang, Van Lelyveld and Schaumburg). These methods are very well suited to capture highly non-linear relationships that come with complex systems.

IAS fellowship (October 2019 - December 2019)

The point of my sabbatical is to create room for new cooperation outside of the well-trodden path. During my fellowship I would like to explore possible joint projects with other IAS-affiliated researchers, outside of my circle of usual suspects. I will also be working on my new course on Machine Learning in Finance.