- The European Research Training Network Statistical methods for dynamical stochastic models DYNSTOCH (2000-2004). This network consists of 9 teams, one of them is the Amsterdam Team.
- European Research Network System Identification ERNSI (2000-2004). This network consists of 9 teams, one of them is the CWI team.
- The Thomas Stieltjes Institute for Mathematics theme group on Mathematics and Economics.
- The scientific programme Advanced Mathematical Methods for Finance (AMaMeF, 2005-2010), funded by the European Science Foundation.