I am Anastasija Tetereva, Assistant Professor in the Department of Econometrics at Erasmus School of Economics.
When I was younger, I wanted to be a hairdresser. However, this changed when I went to school, where I developed a strong interest in subjects like mathematics, algebra, and physics. Although I found these subjects challenging, they were incredibly fascinating. As a result, I decided to pursue a career in something quantitative.
Motivation
I come from Latvia, where I studied Mathematics and Statistics. Later, I moved to Berlin to obtain my Master’s degree in Statistics at Humboldt University. After that, I moved to Switzerland to complete my PhD in Economics and Finance, giving me quite an international background. I was searching for a vibrant and unique place where I could not only share my knowledge but also continue to develop myself. That is how I ended up in the Netherlands, as I really wanted to stay in Europe.
There was a strong match between me and Erasmus University Rotterdam, primarily because of its high academic standards. Additionally, the university collaborates closely with the industry, addressing real-world problems and striving to make an impact. Lastly, I enjoy teaching and research, but most of all, I value the people I meet here. They are not only highly skilled professionals but also genuinely curious about life. These are people striving to make a difference, engaging in fascinating and sometimes unconventional projects. I learn a lot from them and draw inspiration from their passion.
Research
My primary research focus is on machine learning in financial econometrics and economics. Currently, I am working on time-varying models that adapt to market conditions. For instance, during a crisis, one type of model is needed, while high inflation may require a different type. My goal is to develop models that are as flexible as possible and driven by market dynamics. In my teaching, I strive to keep the content relevant. I want students to understand not only the importance of what they are learning but also why it is exciting. To achieve this, I incorporate numerous practical and applied examples, demonstrating how econometrics and machine learning can drive change in their fields.
My favourite spot on campus is the Langeveld building. It is green, filled with trees inside, and designed to be sustainable—all of which make it a great place to relax. Whenever I need a break, I go to this building to enjoy a coffee. If I have any advice to give to my students, my first piece would be to do what you love, as it is the only way to truly excel in your work. Otherwise, it lacks meaning. My second piece of advice is to be brave—be open to new opportunities and take a few risks in life!
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In the Meet Your Professor series, made in collaboration with school association EFR, you can find out more about your professors. What is their research about, what are they doing in their spare time and what is their ambition?