Skip to content
View svengiegerich's full-sized avatar

Block or report svengiegerich

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don't include any personal information such as legal names or email addresses. Markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
svengiegerich/README.md

Hi there 👋

About me

  • I'm a trained MSc. Data Scientist (@Oxford) and Economist (@Mannheim) from Germany 💻
  • I'm interested in research topics within the domain of {market design, deep learning, computational social science} 🔭.
  • I'm a running enthusiast 🏃🏻‍♂️
  • My work was featured in major German newspaper like Die Zeit, Frankfurter Allgemeine Zeitung, and Wirtschaftswoche.

Software

Projects

"A worker is known by his towls. A shovel for a man who disg. An ax for a woodsman. The econometrican runs [models]." (Angrist and Pischke, 2014)

  • Wood, K., Giegerich, S., Roberts, S., Zohren, S. 2023. Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture. Risk magazin.

    • https://arxiv.org/abs/2112.08534
    • Abstract: We propose a novel ML architecture based on the popular Transformer to predict quite noisy financial time series. It seems the model predicts better than before.
    • @ Oxford-MAN Institute of Quantitive Finance
  • Reischmann, T., Klein, T., Giegerich, S. (*). 2021. An iterative deferred acceptance mechanism for decentralized, fast and fair childcare assignment. Journal for Market and Institutional Design.

Reach me

Press Coverage

@svengiegerich's activity is private