Malte S. Kurz

research, software development, financial engineering, machine learning, causal inference, (financial) econometrics, dependence modelling & copulas

[Malte S. Kurz @MalteKurz]

We just released version 0.4.0 of the #python and #rstats package 📦 DoubleML to #PyPI and #cran 🚀.
https://t.co/7aN5fLXT5P
https://t.co/bZgibNSbtl

Release highlight: An implementation of cluster robust double machine learning.

Summary thread for the new feature 👇

[Corey Hoffstein 🏴‍☠️ @choffstein]

Job opportunity 👇

[Malte S. Kurz @MalteKurz]

Explore our blog articles to gain insights into our work and the innovative projects we undertake.

https://t.co/8gKpOjiiyb
https://t.co/TjztLUHsqJ

[Malte S. Kurz @MalteKurz]

Become a Optimization Expert at Scalable Capital!

Are you passionate about convex and discrete optimization? We offer you the opportunity to leverage your optimization skills to tackle real-world financial challenges.

https://t.co/SDzCjvYZxl

[Malte S. Kurz @MalteKurz]

@IDDRISULATIF1 @moritzheiden You can apply via LinkedIn https://t.co/B7hDm2zV8E

[Malte S. Kurz @MalteKurz]

@moritzheiden Thanks for sharing 🙏

[Schrödinger's AI @schroedingersai]

Are you a #quant looking for a job in #Germany? @MalteKurz is an outstanding guy and looking for a developer/researcher

[Malte S. Kurz @MalteKurz]

@choffstein Thanks for sharing 🙏

[Corey Hoffstein 🏴‍☠️ @choffstein]

For those on the job hunt... 💼

[Malte S. Kurz @MalteKurz]

At Lakeside Quants, we are looking for a Quant Developer / Researcher! Let me know if you are interested or know anyone who is passionate about quantitative research and algorithmic trading.

https://t.co/B7hDm2zV8E

#hiring #quant #fintwit #fintech #datascience #python

[Malte S. Kurz @MalteKurz]

📦 An accompanying Python package vineknockoffs is available on GitHub

https://t.co/BWfouCEoGW

[Malte S. Kurz @MalteKurz]

📚 New working paper available on arXiv

Vine copula based knockoff generation for high-dimensional controlled variable selection

https://t.co/7rGDcOqFQO

[Malte S. Kurz @MalteKurz]

📚🥳 Happy to announce that our article "Testing the simplifying assumption in high-dimensional vine copulas", co-authored with F. Spanhel, got published in Electronic Journal of Statistics. @InstMathStat @projecteuclid https://t.co/mBvEOlA062

[Malte S. Kurz @MalteKurz]

@ChristophMolnar The algorithm animated 📺🧑‍💻 https://t.co/Sc9MN8xY7X

[Malte S. Kurz @MalteKurz]

@BenAndoSays @ChristophMolnar On https://t.co/KRTiQrQ59Y we have some material (e.g. a user guide) with Python & R code for doing the analysis with the DoubleML package. Additionally the vignette to the R-📦 is also rather detailed https://t.co/DJfkWSPuK9. There are some log posts like https://t.co/CpEtVpCKmF

[Fermat's Library @fermatslibrary]

It took Linus Torvalds about 10 days to write the first version of Git

[Malte S. Kurz @MalteKurz]

My very first (tiny) contribution to @scikit_learn is part of the newest release 🥳 https://t.co/E3bC9uiJ5D
#python #opensource #MachineLearning

[scikit-learn @scikit_learn]

scikit-learn 1.1.2 is out on https://t.co/lSpi4eDc2t and conda-forge!

This is a small maintenance release that fixes a couple of regressions:
https://t.co/Oa84ES0qpG

[Programmer Humor @PR0GRAMMERHUM0R]

Some book recommendations for software engineers https://t.co/J5PcwlNM1J

[Malte S. Kurz @MalteKurz]

📚🥳 Happy to announce that our article Risk Assessment and Spurious Seasonality, co-authored with Stefan Mittnik, got accepted for publication at Econometrics and Statistics https://t.co/epTkoHg3l1

@TU_Muenchen @LMU_Muenchen @ScalableCapDACH

[Royal Economic Society @RoyalEconSoc]

📖FREE TO VIEW – Have a look at the Econometrics Journal paper on causal mediation analysis with double machine learning.

Author: Helmut Farbmacher, @CausalHuber, @lukaslaffers, Henrika Langen & @MartinSpindler5
Read here👉https://t.co/ejoKffo46t

#EconTwitter #AcademicTwitter

[Journal of Machine Learning Research @JmlrOrg]

"DoubleML - An Object-Oriented Implementation of Double Machine Learning in Python", by Philipp Bach, Victor Chernozhukov, Malte S. Kurz, Martin Spindler. https://t.co/uqKws9zMam