Writing a theoretical thesis
Are you really sure you are willing to write a theoretical thesis with me? To get you prepared, please consider at least two difficulties.
First, the work may rely heavily on your mathematical skills and your knowledge in Statistics, Markov process, etc. In addition, since my research interest falls in the field of Extreme Value Theory, it would be preferable if you have already obtained some basic knowledge of that via my course Quantitative Risk Management. We will be working on improving certain statistical procedures. Eventually, we have to prove the theoretical properties of certain estimators. The proof usually makes use of the Central Limit Theorem or empirical processes.
Second, a theoretical work bears a high risk. If you are not capable to give a proof, there is no intermediate stage of the thesis. This is very different from an empricial work where you can always present some results even if they are not perfect. Therefore, it might take a longer time to finish a theoretical thesis than an empirical one.
Are you still interested? Good! Then please send me an email explaining that you are willing to write a theoretical thesis with me. In the email, please provide related information such as your grades for mathematical oriented courses such as Probability Theory, Statistics, Markov process, etc. Also describe one methodological tools you have the most interest on. Describe in words the essential idea of the methodology.
In the best case, you can propose a research idea that is sufficiently difficult but also feasible for a thesis. Then I will be guiding you through this research. Alternatively, if you have sufficient skill to finish a theoretical thesis but do not have a good research idea, I will provide you a research idea. If I concluded that you do not have the sufficient skill to finish a theoretical thesis in short time, I will advice you to switch to either an empirical thesis or an alternative supervisor.
Given the uncertain nature of a theoretical thesis, there is no fixed step by step guideline. We have to make our own plan during the first meeting. You may nevertheless read the general instruction for the empirical thesis (Step 1-5) to get an overall idea of the process.