- 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.
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heidelberg.run A website listing all the running events of my region (Heidelberg, Germany)
- heidelberg.run
- You can find the code at https://github.com/svengiegerich/heidelberg-run
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Kita-Match. An application that helps to allocate childcare places fair & fast.
- You can find the code at https://github.com/svengiegerich/kitamatch
- Joint work with the fabulous Mohammed Arif
- @ Center for European Economic Research (ZEW) in Mannheim
"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)
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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
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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.
- http://www.mechanism-design.org/arch/v006-1/p_03.pdf
- You can find an overview of your work in this press release.
- Abstract: We propose new / modified matching algorithm to allocate childcare within Germany and evaluate it's implementation in pilot municipalities. And yes, the results are promissing..
- Interested in the software? Here is the software repo, and the simulation study.
- @ Center for European Economic Research (ZEW) in Mannheim; (*) equal contribution
- LinkedIn: here
- Hilfreiche Software „Kita-Match“: Ein Kitaplatz per Algorithmus, Wirtschaftswoche.
- Bessere Kitaplatzvergabe per Algorithmus, Bertelsmann Stiftung.
- Mit künstlicher Intelligenz zum Kita-Platz, Zeit.
- Marktdesign: Ökonomie ohne Elfenbeinturm, Wirtschaftswoche, 2020.
- Gegen den Kita-Frust, Frankfurter Allgemeine Zeitung.