Cees Diks

Tinbergen Institute — Netherlands

Economics, Econometrics and Finance · Social Sciences

33h-index6.4kcitations155works0.32yr avg
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Research Topics

Complex Systems and Time Series Analysis(73), Financial Risk and Volatility Modeling(34), Market Dynamics and Volatility(31), Monetary Policy and Economic Impact(26), Economic theories and models(18)

Publications155 total

Localizing Strictly Proper Scoring Rules
Journal of the American Statistical Association·2025Open Access
The Learning Rate Is Not a Constant: Sandwich-Adjusted Markov Chain Monte Carlo Simulation
Entropy·2025· 1 citedOpen Access
Optimizing importance weighting in the presence of sub-population shifts
arXiv (Cornell University)·2024Open Access
Leveraging Query Expansion and Reformulation for Image Retrieval With Large Language and Vision-Language Models
2024
A Sandwich With Water: Bayesian/Frequentist Uncertainty Quantification under Model Misspecification
2024Open Access
A Sandwich With Water: Bayesian/Frequentist Uncertainty Quantification under Model Misspecification
2024· 1 citedOpen Access
Removing Spurious Concepts from Neural Network Representations via Joint Subspace Estimation
arXiv (Cornell University)·2023Open Access
Noise reduction for functional time series
arXiv (Cornell University)·2023Open Access
On the use of distribution-adaptive likelihood functions: Generalized and universal likelihood functions, scoring rules and multi-criteria ranking
Journal of Hydrology·2022· 24 citedOpen Access
New nonparametric measures for instantaneous and granger-causality tail co-dependence
Journal of Applied Statistics·2022· 2 citedOpen Access
Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data
Empirical Economics·2022· 3 cited
Improving the Output Quality of Official Statistics Based on Machine Learning Algorithms
Journal of Official Statistics·2022· 5 citedOpen Access
Link-based influence maximization in networks of health promotion professionals
PLoS ONE·2021· 2 citedOpen Access
Functional structure in production networks
RePEc: Research Papers in Economics·2021Open Access
Improving the output quality of official statistics based on machine learning algorithms
arXiv (Cornell University)·2021Open Access
Untitled
UvA-DARE (University of Amsterdam)·2021· 15 citedOpen Access
A Consistent Nonparametric Test for Granger Non-Causality Based on the Transfer Entropy
Entropy·2020· 8 citedOpen Access
Comparing density forecasts in a risk management context
International Journal of Forecasting·2019· 8 cited
Dynamic interbank network analysis using latent space models
Journal of Economic Dynamics and Control·2019· 11 cited
A Data-Driven Supply-Side Approach for Estimating Cross-Border Internet Purchases Within the European Union
Journal of the Royal Statistical Society Series A (Statistics in Society)·2019· 9 citedOpen Access
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Frequent Co-authors

Jasper A. Vrugt(7), Valentyn Panchenko(6), Cars Hommes(5), J. DeGoede(4), Angeliki Papana(4), Catherine Kyrtsou(4), Dimitris Kugiumtzis(4), Roy van der Weide(4), Floris Takens(3), Dick van Dijk(3), Bart P. T. Hoekstra(3), Maurits A. Allessie(3), Cajo J. F. ter Braak(2), Stelios Bekiros(2), Gerrit Schoups(2), Martyn Clark(2), Juanxi Wang(2), Marcin Wolski(2), Wilko Bolt(2), Maria Demertzis(2)