I’m an economist currently working as a Senior Data Scientist at www.otto.de – one of the Europe’s largest e-commerce shops. My main job is to develop forecasting models in the retail and logistics field, respectively.
I love the idea of open-source, and try to contribute to that idea. I have written or co-authored quite a number of packages for the open-source statistics and econometrics library named Gretl.
Here is an overview about my Gretl packages.
Additionally, I am an official package reviewer for Gretl. Apart from that, I have co-founded the Gretl Association and currently I act as the vice-chairman of it ;-)
In my daily business, I also program with Python. In the past I have used Matlab and R, too.
Until 2018 I worked as post-doctorate researcher at the University of Hamburg in the socio-economics faculty and the economics department. I still do academic research which you can follow here. I am currently working on empirical network models in the finance area, on non-linear cointegration in the time-series analysis domain as well as on forecasting issues using machine-learning techniques.
On this page you will find blog posts, and some stuff about the projects I work on.