MathInf GmbH
In 2018 I founded a MathInf GmbH for my professional activities. I mostly do PyTorch and Machine Learning Research and Development consulting and training these days, but if you ask nicely, I might also help with actuarial topics.
Book
The book I co-authored with Eli Stevens and Luca Antiga, Deep Learning with PyTorch, Manning. For the first half year after publication, it was available as a free download on the PyTorch website, so it may well be the most-read PyTorch book.
Current Open Source Activity
- somewhat retired PyTorch core developer
- Apache TVM reviewer
- author of LOTranslate, an AI-based machine translation office plugin
- I organize a meetup series around PyTorch in Munich.
You can contract MathInf GmbH for specific open source work or sponsor me personally through GitHub sponsors.
Public talks and articles
I keep a blog on machine learning and PyTorch topics at https://lernapparat.de/ And there is the book (see above).
- Bridging PyTorch and TVM, TVM blog, July 2020.
- invited PyTorch Tutorial at Advanced Course on Data Science and Machine Learning, Certosa di Pontignano, Siena, July 2020.
- Sanyam Bhutani interviewed Eli, Luca and me on his Chai Time Data Science podcast, May 2020.
- LibreOffice Translate, Hacking Machine Learning Meetup, November 2019.
- Neural Machine Translation for LibreOffice, LibOCon, Almería, Spain, September 2019
- Der KI auf die Finger geschaut, Berufenachmittag Actuarial Data Science, Mathematisches Institut der Universität Göttingen, May 2019
- PyTorch, JIT, Android. Munich Applied ML and PyTorch Meetup, December 2018
- Learning from the classics: Graves' Handwriting generation with RNNs, Hacking Machine Learning Meetup, June 2018.
- Szenarien, Wünsche, Wirklichkeit, Talk at the max.99 conference of the DAV, September 2017.
- Simultaneous calibration of an interest model to multiple valuation dates, 21st International Insurance Congress on Insurance: Mathematics and Economics, Vienna, July 2017.
- Negative Zinsen und hohe Volatilität – Herausforderungen für die Kapitalmarkmodellierung, DAV vor Ort Munich, December 2015, with E. Fink.
- Negative Zinsen und hohe Volatilität – Herausforderungen für die Kapitalmarkmodellierung, Actuarial Modelling Club at the TU Vienna, June 2015, with A. Rauter.
- Your scenario set passed all the tests. Is it good?, 2nd Conference of the European Actuarial Journal, Vienna, September 2014.
- Webinar Kreditrisikomodelle und -modellierung of the Deutsche Aktuar-Akademie, May 2014, with C. Schmerling.
- Substantial contribution to Ergebnisbericht Kreditrisikomodelle und -modellierung of the Investment committee of the DAV. Excerpt published in Der Aktuar 1/2014, Verlag Versicherungswirtschaft.
- Herausforderungen der Kapitalmarktmodellierung für die Bewertung von Lebensversicherungsbeständen, DGVFM-Workshop, Risk Management Reloaded conference, Technische Universität München, September 2013.
- Lecturer in the seminar Risikoaggregation im Kontext von Solvency II, Deutsche Aktuar-Akademie, May 2012.
- Least Squares Monte Carlo zur SCR-Berechnung, Der Aktuar 4/2011, Verlag Versicherungswirtschaft.
- Domain branching in uniaxial ferromagnets: asymptotic behavior of the energy, Calculus of variations and partial differential equations, 38(1/2):135-181, 2010, with F. Otto.
- Uniaxial Ferromagnets, Bonner Mathematische Schriften, 2009.
Actuarial
I worked as a qualified actuary with the German Actuarial Society (DAV) and consult in economic risk management modelling on request. Before launching my own company, I was an Actuarial consultant / Senior Manager with B&W Deloitte GmbH, Munich.
I taught courses in advanced risk management for the European and German Actuarial Academies Certified Enterprise Risk Actuary (CERA) program 2015-2020.
Education
Dr. rer. nat. (Ph.D.) in Mathematics, University of Bonn.
Thesis: Uniaxial Ferromagnets, a mathematical study the structure of minimizers of a singular, nonconvex energy functional.
Diplom-Mathematiker, University of Bonn.
During both my Diplom and Ph.D. studies I have been supported by the Studienstiftung des deutschen Volkes (German National Academic Foundation).