DR.
TILMAN DRERUP
DATA SCIENTIST / ECONOMIST




Welcome!

I am a PhD economist with a strong data science focus. I currently work as a Senior Economist with WeWork in Palo Alto, California.

This website contains a short overview of who I am and what I do. You can contact me through tilman.drerup[at]me.com or LinkedIn.


Updates:

August 2019: Exciting news! I have accepted a position with WeWork. I will be working as a Senior Economist at the office in Palo Alto, CA.

May 2019: My paper "Eliciting Subjective Expectations for Bivariate Outcomes" will be published in the Journal of Behavioral and Experimental Finance. Check it out!





01 RESEARCH BACKGROUND


I have worked as a postdoctoral researcher in economics at Stanford University under the supervision of Prof. Susan Athey and as a postdoctoral researcher at the Bonn Institute for Applied Microeconomics.

My research interests include econometrics, machine learning, applied microeconomics, and behavioral finance. Recently, I have been working on user heterogeneity / dimension reduction techniques in multinomial choice models with a particular focus on the estimation of price elasticities. I'm also interested in the role of beliefs and non-standard choice behavior in financial decision making. Below is a list of selected current and past projects.


SELECTED PAPERS

00000111
Apophenia and Machine Learning in Finance

00000101 || 2019 || Link
Eliciting Subjective Expectations for Bivariate Outcomes
Journal of Behavioral and Experimental Finance, In Press

00000100 || 2018 || Link
Skewness Expectations and Portfolio Choice
Joint work with Matthias Wibral (Maastricht)

00000011 || 2017 || Link
The Precision of Subjective Data and the Explanatory Power of Economic Models
Joint work with Benjamin Enke (Harvard) and Hans-Martin von Gaudecker (Bonn)
Journal of Econometrics, Volume 200, Issue 2, October 2017, Pages 378-389.

00000010 || 2015 || Link
Diurnal Rhythms in Investor Sentiment
Journal of Behavioral and Experimental Finance, Volume 7, September 2015, Pages 71-81.

00000001 || 2014 || Link
Recommendation Revisions and Differences in the Interpretation of Earnings

00000000 || 2014 || Link
Long-Term Effects of Hedge Fund Activism in Germany


02 CODING


I have more than 10 years of coding experience in both research and corporate settings. I work in a variety of coding environments, including Python, R, Stata, JavaScript (NodeJs, React Native), Solidity, as well as basic bash and SQL.​

I maintain the following open source repositories:​​


ELLIPTIC CURVE SOLIDITY



A Javascript / Solidity implementation of elliptic curve math. Parameterised to enable ECDSA signature verification for curve secp256r1 / prime256v1 / p256 on the Ethereum blockchain.


BINARY CHOICE DOUBLE INDEX


A Python implementation of the semiparametric double-index estimator of Klein and Vella (2009).





03 CV

2019 - current

WeWork

Senior Economist


2018 - 2019

STARTUP

Economist / Data Scientist

San Mateo, CA. Development of crypto-economic incentive systems and code base for a startup in stealth mode.


2016 - 2017

STANFORD UNIVERSITY

Postdoctoral Researcher in Economics

Research under the supervision of Prof. Susan Athey. Focus on modelling user heterogeneity / dimension reduction techniques to improve predictions of standard multinomial choice models with a particular focus on estimation of price elasticities.


2013 - 2016

BONN UNIVERSITY

(Postdoctoral) Researcher in Economics

Research on empirical analysis of individual and collective decision making in financial markets. Teaching courses / lectures in mathematics, econometrics, corporate finance, and programming.


2003 - 2015

BONN UNIVERSITY / BONN GRADUATE SCHOOL OF ECONOMICS

Diploma & PhD / Doctoral Research in Economics

PhD program at the Bonn Graduate School of Economics. Research focus on applied microeconometrics and the role of expectations in financial decision making.


2002 - 2006

GAMECONOMY GMBH

Founder / CEO

Platform for the sale of virtual goods in online role-playing games. Responsibilities included overall strategy, personnel, customer retention, advertising, and pricing. Received coverage on national TV and radio while I was CEO.