Welcome to my website!

My name is Thomas R. Holy, and I am a postdoctoral researcher. I am passionate about research, especially in machine learning and finance, programming with Python, and developing software to automate processes. On this website, you will get an overview of my research and projects.

My academic background is in business administration, but since graduating with a bachelor's degree, I have continued to gain experience in machine learning, programming, and software development. Through my work, I have developed a strong willingness to learn, motivation, and goal orientation that enable me to solve complex problems.

During my university studies, especially during my PhD, I was fascinated by problems in applied machine learning. I have worked on several projects during my studies. These include implementing simulation methods in financial risk management, pricing weather derivatives using weather data, and conducting project work such as forecasting company sales.

When working on such problems, I emphasize a systematic and comprehensive approach — i.e., a deep understanding of the use case and the data to develop adequate machine learning models and define evaluation criteria. This approach has recently proven successful in my PhD on financial index tracking, for which I was awarded the doctoral prize of the Faculty of Economics at the University of Jena.

My research areas include in particular..

• energy load prediction,
• feature selection,
• financial index tracking, portfolio optimization, and exchange-traded funds (ETFs).

I value interdisciplinary dialogue (e.g., over coffee :)). Different perspectives on a problem can lead to particularly innovative solutions.

In addition to my work, I appreciate the balance that mountain biking brings to my life.