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, Python programming, and developing software to automate processes.

On this website, you will find an overview of my research and projects.

My academic background is in business administration. Since completing my bachelor’s degree, I have continued to build strong expertise in machine learning, programming, and software development. I have developed a strong willingness to learn, high motivation, and goal orientation, which enable me to solve complex problems.

During my university studies, especially during my PhD, I became fascinated by problems in applied machine learning. I have worked on several projects, including simulation methods in financial risk management, pricing weather derivatives using weather data, and forecasting company sales.

When working on such problems, I emphasize a systematic and comprehensive approach - that is, developing a deep understanding of the use case and the data in order to build appropriate machine learning models and define meaningful evaluation criteria. This approach proved particularly 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 as I believe that different perspectives on a problem lead to especially innovative solutions.