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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} 🔭.
  • 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)

  • 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.

  • Wood, K., Giegerich, S., Roberts, S., Zohren, S. 2021. Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture. Working paper, arxiv: 2112.08534 [cs.LG].

    • 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

Reach me

Press Coverage

News

  • 06/2021: The Kita-Match paper is accepted at the Journal for Market and Institutional Design.
  • 12/2021: Yeah! First, thanks to Thilo & Tobias, my bachelor thesis, the software Kita-Match, is included into what is now officially my first co-authored publication. Second, thanks to Kieran & Stefan, we merged parts of my master thesis in Ox with their own work and the result is now accessible on arxiv.org as well. Thanks to all of you! ✨

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