Since September 2018, Jakob is a Ph.D. student advised by Prof. Sven Seuken in the Computation and Economics Research Group at the Department of Informatics of the University of Zurich. Jakob received a B.Sc. (2015) and a M.Sc. (2018) in Financial and Actuarial Mathematics from the Technical University of Vienna. Additionally he received a M.Sc. (2018) in Quantitative Finance from the Vienna University of Economics and Business. Besides his studies, Jakob worked as a junior Data Scientist for RBI's Advanced Analytics Team.
Market Design, Machine Learning, Statistical Learning Theory, Financial Mathematics, Auction Theory
- Variable importance measures in classification and regression methods.
Jakob Weissteiner. Master's Thesis. Vienna University of Economics and Business, Austria, Sep 2018. pdf (PDF, 1156 KB)
- Über die Orderbuchmodellierung mit Markovschen Ketten in stetiger Zeit.
Jakob Weissteiner. Master's Thesis. Technical University of Vienna, Austria, Jan 2018. pdf (PDF, 2136 KB)
- Spring 2019: Head Teaching Assistant for Seminar: Advanced Topics in Economics and Computation
- Fall 2018: Teaching Assistant for Lecture Economics and Computation