Stefan Voigt
Assistant Professor Of Finance (tenure Track) at Danish Finance Institute (DFI)
Copenhagen, Capital Region of Denmark
Summary
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Senior🎓
Top SchoolStefan Voigt is an assistant professor of finance (tenure-track) at the University of Copenhagen with a decade of experience at the intersection of market microstructure, asset pricing and financial econometrics. He develops and applies machine learning and big-data methods to asset pricing problems, combining high-frequency trading insights from his earlier trading and research assistant roles with rigorous econometric modeling from his PhD training. A research fellow at the Danish Finance Institute and visiting scholar at leading institutions, he is also active in the tidy-finance community, translating reproducible tools into practical research workflows. Fluent in quantitative programming (Python, Matlab) and experienced across international research environments, he brings both hands-on implementation experience and theoretical depth to data-driven finance questions.
10 years of coding experience
5 years of employment as a software developer
Bachelor of Science (B.Sc.) Mathematical Finance, Mathematical Finance, Bachelor of Science (B.Sc.) Mathematical Finance, Mathematical Finance at University of KonstanzM. Sc. Mathematical Finance, Mathematical Finance, M. Sc. Mathematical Finance, Mathematical Finance at Universität KonstanzSemester abroad, Russian, Semester abroad, Russian at Российский Экономический Университет им. Г.В. ПлехановаSemester abroad, Japanese, Semester abroad, Japanese at 関西大学Kellogg School of Management
German, English, Spanish, Danish
Stackoverflow
209reputation
23kreached
1answer
8questions
Github Skills (31)
textbook10
sqlite10
sec10
finance10
pandas10
machine-learning10
tidyverse10
hosts10
numpy10
tidy10
tsne10
plotnine10
dplyr10
r7
bookdown7
Programming languages (3)
Github contributions (5)
tidy-finance/website
Nov 2021 - Jan 2023
This repository hosts the source code for the website tidy-finance.org
Contributions:52 reviews, 394 commits, 22 PRs in 1 year 1 month
ggplot2asset-pricinghoststextbooksec
voigtstefan/lobster
Jan 2023 - May 2023
Contributions:37 commits, 84 pushes, 1 branch in 4 months
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