Michael Grebe is a PhD student in Economics at The University of Manchester under the supervision of Prof. Klaus Reiner Schenk-Hoppe and Dr. Ekaterina Kazak. He graduated in 2017 with a BSc Honors in Economics from the Queen Mary University of London, followed by a year in the Industry working for a financial technology consultancy. In 2019, he completed his MSc in Economics at the University of Manchester with Distinction.
His research area is financial econometrics.
Echo State Networks, Recurrent Neural Networks, Volatility Modelling, Python, MATLAB
ECON20120&30320 - Mathematical Economics
ECON20262 - Macroeconomics 2
Prizes and awards
ESRC NWSSDTP Studentship (2018-2022).
Master of Economics, The University of Manchester
2018 → 2019
Award Date: 1 Oct 2019
Bachelor of Economics, Queen Mary University of London
2014 → 2017
Award Date: 1 Jul 2017
- Machine Learning
- Portfolio Optimization
- Realized Variance