roberthennings / internship_deutschebundesbank Goto Github PK

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.

• M.Sc. Quantitative Finance, Christian-Albrechts-University Kiel (Currently enrolled)

  Courses, material and code I have written

  OpenCampus Summer term 2023 Course "Machine Learning with TensorFlow"

• B.Sc. Business Administration, Energy and Finance, University Duisburg-Essen, Campus Essen

Projects I was staffed on during my internships can be found here:

Deutsche Börse, EUREX AG

Deutsche Bundesbank

Projects I was staffed on during my working student positions can be found here:

Chair of Finance, Prof. Dr. Jacobs, University Duisburg-Essen

Vattenfall Energy Trading

Statista Q

Student Tutor CAU Kiel

• Bachelor thesis: Is liquidity risk still priced in the cross-section of US stocks? (Final Grade: 1.3, 3.7 GPA)

• Seminar paper: Are dividends actually disappearing? - Global evidence (Final Grade: 1.0, 4.0 GPA)

• Seminar paper: Artificial neural networks (ANN) in business and technology (Final Grade: 1.7, 3.3 GPA)

• Seminar paper: (Un)divided attention? Effects of increasing smartphone usage on the human brain (Final Grade: 1.0, 4.0 GPA)

• Main Papers

• Good Overviews of the Topic in General

• Literature

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

• 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