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Personal profile

Research interests

Phyllis Wan is an Assistant Professor at the Department of Econometrics, Erasmus University Rotterdam.  Her academic interests include statistical and econometric methods, quantitative risk management, high-dimensional data and machine learning.  Her recent research focuses on extreme value analysis and its applications in economics, finance, meteorology and hydrology.  She holds a PhD from Columbia University.  


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Collaborations and top research areas from the last five years

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