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Sequential Deep Learning for VC
May 2025LSTM/Transformer with fine-tuned BERT embeddings; reported PR-AUC 0.359, precision 0.29; bias and deployment notes.
Revisiting Utility Maximization in Incomplete Markets
May 2025BSDE-based analysis across exponential/power/log utilities with liabilities; simulations and numerics.
Net-Worth Optimization Tool
May 2025Multi-asset return modeling + Gurobi optimization (stocks, bonds, real estate, gold, cars); objectives include Sharpe, max return, min risk, utility. Predict than Optimize Pipeline
Decision Transformer: RL via Sequence Modeling — Notes
April 2025Literature summary connecting offline RL and sequence modeling; key takeaways and open questions.
Market Research: Tools for Data-Driven Investing (PE & VC) (Blackskies)
December 2024Landscape, TAM/SAM/SOM sizing, competitive mapping, and compliance considerations for data-driven investing stacks.
Couple Matching via Integer Linear Programming
December 2024Weighted bipartite matching (Gurobi) on speed-dating data; produced 265 optimal matches under constraints.
Predicting Startup Success (≥ $100M valuation)
January 2025ML on ~10k VC-backed companies; tabular+NLP features; LR/CART/RF/GBM; impact vs. benchmarks.
Good, Bad and Complex: Product Design in the Financial Industry
October 2023Bachelor's thesis on how product complexity influences consumer understanding and valuation of financial products (structured products focus).
Cycle Time Prediction in Customer-Individual Production Planning Using Machine Learning
May 2023TUM B.Sc. thesis predicting manufacturing cycle times with ML for customer-specific production processes.
The Market for Quacks (Ran Spiegler, 2006)
Sep 2022Behavioral IO seminar paper on deception/misperception and signaling in markets with "quack" providers.
The Liabilities and Risks of State Sponsored Pension Plans (Novy-Marx & Rauh, 2009)
April 2022Seminar paper reviewing underfunding risk and actuarial assumptions in public pensions.