[Dr. Thomas R. Holy]

Postdoctoral Researcher | Applied Research | Data Science / Machine Learning | Finance |

📧 E-Mail: thomas.robert.holy[at]gmail.com | 🌐 Social Media: LinkedIn | 📍 Location: Jena, Germany |

Skills

Machine Learning & AI: Scikit-learn, XGBoost, Optuna, PyTorch
Data Science & Analytics: Pandas, NumPy, statsmodels, mlxtend, Matplotlib, Seaborn, Plotly, Jupyter
Optimization & Modeling: CVXPY, Gurobi, CPLEX, ECOS (convex optimization, portfolio construction)
Software Development & DevOps:
- Object-oriented & functional programming (Python, R, MATLAB)
- Version control: Git, GitLab CI/CD pipelines
- Code quality: ruff
- Web frameworks: FastAPI, Streamlit
- Vector databases: Qdrant
- Local LLMs: Ollama, Flowise
- Containerization: Docker, Singularity
Development Methodologies: CRISP-DM, MLOps
High-Performance Computing & Infrastructure:
- HPC environments: Slurm, Bash scripting
- Virtualization: Proxmox VE

2024 Doctoral Prize for outstanding results in doctoral studies, Friedrich-Schiller-University Jena

Ernst-Abbe-Hochschule Jena
October 2023 – Present

Center for Applied Artificial Intelligence (ZAKI)

Friedrich-Schiller-University Jena
April 2021 – September 2023

Chair of Business Administration, especially Finance

Friedrich-Schiller-University Jena
April 2021 – November 2023

Dissertation: "Financial Index Tracking with Machine Learning: An Approach to Replicating Equity Indices via Optimized Sampling"

Friedrich-Schiller-University Jena
October 2018 – March 2021

Thesis: Smart Indexing with Data-Driven Methods: Theoretical Foundations and Empirical Findings

Friedrich-Schiller-University Jena
October 2015 – September 2018

Thesis: Management of Weather Risks with Weather Derivatives: Economic Relevance, Construction, and Evaluation