I am currently studying the Masters programme in Quantitative Finance at the Christian-Albrechts-University of Kiel, SH Germany. Here on Github I am hosting all kinds of little own projects, files and concepts from my various university modules and internships.
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Courses, material and code I have written
OpenCampus Summer term 2023 Course "Machine Learning with TensorFlow"
Projects I was staffed on during my internships can be found here:
Projects I was staffed on during my working student positions can be found here:
Chair of Finance, Prof. Dr. Jacobs, University Duisburg-Essen
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Bachelor thesis: Is liquidity risk still priced in the cross-section of US stocks? (Final Grade: 1.3, 3.7 GPA)
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Seminar paper: Are dividends actually disappearing? - Global evidence (Final Grade: 1.0, 4.0 GPA)
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Seminar paper: Artificial neural networks (ANN) in business and technology (Final Grade: 1.7, 3.3 GPA)
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Seminar paper: (Un)divided attention? Effects of increasing smartphone usage on the human brain (Final Grade: 1.0, 4.0 GPA)
Lecture Notes of my Masters Programme can be found here: CAU University of Kiel Lecture Notes in Mathematical Finance
Topics that interest me are: Quantitative Finance, Stochastic Processes, Machine Learning, Big Data Analytics, Statistics and Inferential Statistics, Computational Finance, Market Making, High Frequency Trading, Derivatives, Fixed Income Derivatives, Neural Networks and Deep Learning, Neuroscience and Neuromathematics, Financial Engineering, Data Science, Statistical Learning, Algorithmic Trading, Portfoliomanagement, Asset Management, Optimisation, Mathematical Finance, Market-Microstructure
Additionally I am active in the Academic Stock Exchange Association e. V. (ABB e. V.) and the Blockchain Association SH e. V. (BASH e. V.).
Inspired by a collegue I met during my internship at the Eurex (Clive D'Souza) here are some of the books I read so far, happy for recommendations:
- Can't hurt me - David Goggins - 2018
- Kampf dem Terror - Kampf dem Islam?: Chronik eines unbegrenzten Krieges - Peter Scholl Latour - 2002
- The Math of Life and Death: 7 Mathematical Principles That Shape Our Lives - Kit Yates - 2020
- Reinforcement Learning for Finance - Solve Problems in Finance with CNN and RNN Using the TensorFlow Library - Samit Ahlawat - 2023
- The World for Sale: Money, Power, and the Traders Who Barter the Earth's Resources - Jack Farchy, Javier Blas - 2021
- Erneuerbare Energien zum Verstehen und Mitreden - Christian Holler, Joachim Gaukel, Harald Lesch, Florian Lesch, Charlotte Kelschenbach - 2021
- Principles for Dealing with the Changing World Order: Why Nations Succeed or Fail - Ray Dalio - 2021
- Die Bürgerliche Revolution: Wie wir unsere Freiheit und unseren Wohlstand erhalten - Markus Krall - 2020
- Git – kurz & gut - Nina Siessegger - 2022
- Pro Git - Scott Chacon, Ben Straub - 2022
- Using Docker - Adrian Mouat - 2015
- Introducing MLOps: How to Scale Machine Learning in the Enterprise - Mark Treveil, Nicolas Omont, Clément Stenac, Kenji Lefevre, Du Phan, Joachim Zentici, Adrien Lavoillotte, Makoto Miyazaki, Lynn Heidmann - 2020
- Python for Excel: A Modern Environment for Automation and Data Analysis - Felix Zumstein - 2021
- Python for Data Analysis: Data Wrangling with Pandas, NumPy, and Jupyter - Wes McKinney - 2022
- Data Science from Scratch: First Principles with Python - Joel Grus - 2019
- Web Scraping with Python - Ryan Mitchell - 2018
- Pandas for Everyone: Python Data Analysis - Daniel Y. Chen - 2017
- An Introduction to Statistical Learning: with Applications in R - Gareth James, Daniela Witten - 2021
- The Handbook of Energy Trading - Stefano Fiorenzani, Samuele Ravelli, Enrico Edoli - 2011
- Wirtschafts- und Bevölkerungsstatistik - Andreas Behr, Götz Rohwer - 2019
- Grundwissen Deskriptive Statistik - Andreas Behr - 2023
- Financial Capital. Data and Models - Andreas Behr, Götz Rohwer - 2021
- Grundwissen Induktive Statistik - Andreas Behr, Götz Rohwer - 2018
- Neuromathematik und Assoziativmaschinen - Hans-Joachim Bentz, Andreas Dierks - 2013
- (Parts) Time Series Analysis - James D. Hamilton - 1994
- (Parts) Advances in Financial Machine Learning - Marcos López de Prado - 2018
- The Time Machine - H. G. Wells - 1895
- Hiking With Nietzsche: On Becoming Who You Are - John J. Kaag - 2018
- Becoming Myself: A Psychiatrist's Memoir - Irvin D. YalomIrvin D. Yalom - 2017
- Moralischer Fortschritt in dunklen Zeiten: Universale Werte für das 21. Jahrhundert - Markus Gabriel - 2020
- Factfulness: Ten Reasons We're Wrong About The World - And Why Things Are Better Than You Think - Hans Rosling - 2018
- The Art of Thinking Clearly: The Secrets of Perfect Decision-Making - Rolf Dobelli - 2013
- Die letzten Rätsel der Mathematik - Ian Stewart, Monika Niehaus, Dr. Bernd Schuh - 2015
- Dark Data: Why What You Don't Know Matters - David J. Hand - 2022
- Brief Answers to the Big Questions - Stephen Hawking - 2018
- A Brief History of Time: And Other Essays - Stephen Hawking - 1998
- Financial Engineering: Strategien, Bewertungen und Risikomanagement - Michael Bloss, Daniel Sörensen, Manuel Kleinknecht - 2020
- Market Microstructure in Practice: Second Edition - Sophie Laruelle, Charles-Albert Lehalle - 2018
- (Parts) Options, Futures, and Other Derivatives - John C. Hull - 2014
- Energy Trading and Risk Management, A Practical Approach to Hedging, Trading, and Portfolio Diversification - Iris Mack - 2014
- Fixed Income Analysis - Frank J. Fabozzi - 2007
- (Parts) Mathematical Finance - Ernst Eberlein, Jan Kallsen - 2020
- Optimal Investment - L. C. G. Rogers - 2012
- The Man who solved the market - Gregory Zuckerman - 2019
- The Bond King: How One Man Made a Market, Built an Empire, and Lost It All - Mary Childs - 2022
- Beat the Market: A Scientific Stock Market System - Edward O. Thorp, Sheen T. Kassouf - 1967
- The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It - Scott Patterson - 2011
- Taking the Floor: Models, Morals, and Management in a Wall Street Trading Room - Daniel Beunza - 2021
- Nerds on Wall Street: Math, Machines and Wired Markets - David J. Leinweber - 2009
- Das Harvard-Konzept: Die unschlagbare Methode für beste Verhandlungsergebnisse - William Ury, Roger Fisher - 2018
- Persönlichkeit – Auf der Suche nach unserer Individualität - Christian Montag - 2016
- Von der Kunst des Zuhörens: Therapeutische Aspekte der Psychoanalyse - Erich Fromm - 2005
- Blockchain: Hype oder Innovation - Christoph Meinel, Tatiana Gayvoronskaya - 2020
- Unternehmensbewertung & Kennzahlenanalyse: Praxisnahe Einführung mit zahlreichen Fallbeispielen börsennotierter Unternehmen - Nicolas Schmidlin - 2020
- So funktioniert die Börse - Christoph A. Scherbaum - 2015
- Fundamentalanalyse versus Chartanalyse Methoden der Aktienbewertung im Vergleich - Viktor Heese, Christian Riedel - 2016
- Der entspannte Weg zum Reichtum - Susan Levermann - 2011
For any further Questions or if you would like to stay in touch, don't hesitate to reach out to me via LinkedIn.
Cheers, Robert