Department of Quantitative Economics

December 2025, several members of our department represented us at two international conferences, sharing new work across time series econometrics, macro-finance, and data science.

CFE–CMStatistics 2025 (London)
Our colleagues Lison Christiaens, Ivan Ricardo, and Alain Hecq attended and presented research at the intersection of advanced econometric methods and macro-financial applications. Lison presented “On mixed causal–noncausal structural VAR models in macro-finance”. Ivan presented “Detecting cointegrating relations in non-stationary matrix-valued time series” (paper available: https://lnkd.in/es46Hw7K).

International Conference on Statistics and Data Science (Seville)
Marie Corillon, Yangzhuoran Fin Yang, and Ines Wilms joined the conference programme, contributing to ongoing conversations on modern statistical learning methods for time series. Marie presented “Sparse Tree-Based Aggregation for Time Series Regressions”. Fin presented “Time Series Outlier Detection using Penalised Regression”.

Well done to all—great to see this work showcased internationally.

December 2025, two of our Assistant Professors have been actively expanding our international collaborations through research visits and seminar presentations.

🔹 Tom Demeulemeester visited Péter Biró (KRTK Research Institute & Corvinus University of Budapest), a world-leading expert in matching theory and kidney exchange mechanisms. During his visit, Tom presented his seminar:
“Pairwise efficiency and monotonicity imply Pareto efficiency in (probabilistic) object allocation.”
Péter and Tom advanced their joint project on how alternative allocation mechanisms can improve the assignment of school seats, moving beyond traditional random tie-breaking.

🔹 Lissa Melis visited the Universidad Autónoma de Madrid, engaging with Javier Bas, expert in machine learning for transportation economics, and Ana Condeço Melhorado, expert in transport network analysis, urban mobility and accessibility studies at the Universidad Complutense de Madrid. Lissa presented her seminar “Beyond Uber: Optimizing the On-Demand Bus Routing Problem”, and explored collaboration opportunities at the intersection of operations research, machine learning, and public transport design.

These visits highlight our department’s commitment to international engagement, cross-disciplinary research, and building a dynamic global network in Operations Research, Econometrics, Mathematical Economics and Data Science.
We look forward to seeing the next steps of these collaborations! ✨

Proud news from our department: our colleague Lissa Melis has been selected as a 2025–26 YoungWomen4OR awardee!

YoungWomen4OR (EURO/WISDOM) brings together an inspiring cohort of early-career women in Operations Research & Management Science, supporting their visibility, community, and growth. We’re delighted to see Lissa’s work—at the intersection of Operations Research and urban transport—recognised on this international stage.

Please join us in congratulating Lissa and the entire 2025–26 cohort! 👏🌟

Congratulations to Stephan Smeekes on his appointment as Full Professor!

Stephan delivered his inspiring inaugural lecture, “Time Will Tell: Econometric Intelligence to Unravel a Complex World”, highlighting how econometric methods can help us make sense of uncertainty and complexity in today’s world. Check it out here: https://lnkd.in/ezrMen2U

The lecture was followed by a warm reception and a festive gathering with colleagues, friends, and family – a fitting tribute to Stephan’s achievements and contributions to our field. 
 

My new book has just come out! The title is "From Decision Theory to Game Theory: Reasoning about the Decisions of Others". 

It explores games with incomplete information (you are uncertain about the preferences of others), games with unawareness (you are unaware of some of the decisions that others can make) and psychological games (you care about the beliefs that others have about you) from a unified reasoning perspective.

I tremendously enjoyed writing the book, and hope that many students, scientists and casual readers will equally enjoy reading it, and learning from it. And if some people will use it for their own teaching, that would of course be fantastic. 

Holding the book this morning was a wonderful feeling. The sweet end of a long but beautiful journey. ☀️

The Mathematical Modelling competition Maastricht - also known as the MMM - is an annual international math competition for high school students.

Teams of up to five high school students – mostly travelling from Germany, Belgium and the Netherlands – spend their Saturday afternoon solving mathematical puzzles. Meanwhile, their teachers are free to attend lectures by UM researchers.

Since the start of the competition in 1995, an estimated 40 teams x 5 high school students x 30 years = 6,000 participants found their way to Maastricht.

MMM takes place in January. For more information and to sign up go directly to our events page: MMM competitie - Events - Maastricht University