THEOPHILE MULLER

Theophile
Muller

M.S. Candidate, Economic Quantitative Analytics — DePaul University

I use econometrics and financial analysis to understand how shocks move markets, policy, and public opinion.

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Curriculum Vitae

DOWNLOAD CV

Education

DePaul University

M.S. Economic Quantitative Analytics GPA 4.0
2025 — 2027

B.S. Economic Data Analytics
2022 — 2026

Experience

Kehoe Design

Accounting & Data Analytics
2024 — 2026

DePaul University

Economic Graduate Assistant
2026 — 2027

Skills

Stata Excel Power BI R Python SQL C# CSS HTML SAS Java JavaScript Power Automate Power Apps
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Research Papers

Terrorist Attacks and Political and Social Attitudes in Europe

T. Muller · DePaul University · 2026

RSTATA
PDF ↓
A difference-in-differences study of how the 2015–2016 terrorist attacks in France affected political and social attitudes.
PROBLEM

Did the attacks causally change French public opinion?

DATA

11 ESS rounds, 2002–2022 · ~322K observations · France + 13 control countries · World Bank GDP per capita, population, unemployment, and net migration · Global Terrorism Database fatalities.

METHOD

Difference-in-differences, event study, controls, and robustness checks.

TOOLS

R · Stata

RESULT

No significant immigration shift; France moved +0.256 rightward on the ideology scale.

WHAT I LEARNED

Political shocks can affect values and ideology differently, and identification assumptions matter as much as coefficient size.

Can Machine Learning Predict Rivian Returns?

T. Muller · DePaul University · Spring 2026

R
PDF ↓
A forecasting comparison testing whether machine learning can outperform classical time-series models on daily Rivian returns.
PROBLEM

Can engineered macro and volatility features predict RIVN returns better than classical benchmarks?

DATA

613 daily observations, Jan. 2024–Jun. 2026 · 126-day out-of-sample test set.

METHOD

ARIMA · ARIMAX · GARCH family · Random Forest.

TOOLS

R

RESULT

Random Forest: best RMSE (.0305) and 64.3% directional accuracy.

WHAT I LEARNED

Nonlinear combinations of market, volatility, and momentum features carried more signal than own-return time-series structure alone.

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Things I’ve Built

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Let’s Connect

I’m always open to discussing research, analytics, projects, and interesting opportunities.