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General Information

Full Name Martin Stancsics
Date of Birth 10áµ—Ê° November 1991
Languages Hungarian, English, German (basic)

Education

  • 2019–
    PhD in Economics
    University of Zurich, Zurich
  • 2014–2016
    MA in Economics
    Central European University, Budapest
  • 2014
    Exchange semester
    University of Amsterdam
  • 2011–2014
    BSc in Economics
    Corvinus University of Budapest

Work Experience

  • 2023
    Data science intern
    Quantco, Zürich
    • Worked on improving Quantco's open source Python package for estimating generalized linear models (glum) and its backend (tabmat).
    • Added a formula interface, flexible Wald tests, and other quality-of-life features.
    • Refactored tabmat to have a more consistent interface.
    • My work during this internship forms the basis of the glum v3 and tabmat v4 releases.
  • 2018–2019
    Analyst
    Hungarian National Bank, Directorate Financial Analysis
    • Constructed an IFRS9-compliant model of credit risk for the stress-test of the financial system.
    • Estimated a disequilibrium model of financial constraints.
    • Worked on modeling the effect of EU subsidies on financial constraints.
  • 2016–2018
    Junior Analyst
    Hungarian National Bank, Directorate Financial Analysis
    • Estimated the efficacy and effectiveness of EU subsidies.
    • Estimated and ran satellite models for the stress-test of the financial system.
  • 2014, 2015
    Intern
    Hungarian National Bank, Directorate Financial Analysis
    • Enhanced a survival model for the probability of default of residential loans with estimate for loan recovery.

Teaching

  • 2022–2023
    Programming Practices for Research Students
  • 2021
    Programming Practices for Research Students
  • 2021
    Advanced Microeconomics II (MA)
    • Teaching Assistant, University of Zurich
  • 2020
    Behavioral Finance (BA)
    • Teaching Assistant, University of Zurich
  • 2016–2018
    Introduction to Python
    • Lecturer, Heller Farkas College of Advanced Financial Studies
  • 2015
    Introduction to Matlab
    • Lecturer, Heller Farkas College of Advanced Financial Studies
  • 2012–2013
    Analysis I–II, Algebra I–II (BSc)
    • Teaching Assistant, Corvinus University of Budapest, Department of Mathematics

Conferences

  • 2018
    Identifying credit-constrained firms using a disequilibrium model
    • Financial Stability Christmas Seminar
  • 2018
    Visualizing public transport using Python
    • Budapest BI Forum
  • 2017
    Estimating the effect of EU subsidies on Hungarian SMEs
    • Financial Stability Christmas Seminar

Computer skills

  • Languages I know
    • Programming languages: Python, R, Stata, Matlab, SQL (basics), Rust (basics), Haskell (basics)
    • Markup languages and related tools: Latex, Markdown, Quarto, Jupyter, HTML, CSS (basics)
  • Things I can do
    • Data handling and manipulation: dplyr, data.table, pandas, sqlite
    • Econometrics: Stata, base R, lfe, statsmodels
    • Data visualization: ggplot2, matplotlib, altair, vega-lite, bokeh, datashader
    • Machine learning and NLP (limited experience): sklearn, keras, nltk, spacy, gensim
    • Workflow management: Git, Github, Snakemake, conda, virtualenv, Renv (basics), Docker, Singularity (basics)
    • Using APIs and webscraping: requests, selenium, beautifulsoup4
    • Command line: bash, powershell (basics), cmd (basics), ssh
    • Web development (basics): flask, jekyll, nginx, bokeh server

Selected courses

  • University of Zurich
    • Field Experiments
    • Behavioral Economics
    • Neuroeconomic Foundations of Decision Making
  • ETH Zurich
    • Data Science for Decision-Making
    • NLP for Law and Political Economy
  • Central European University
    • Industrial Organization
    • Network Science
    • Agent-based Models
  • University of Crete
    • Econometrics of Duration Data with Macroeconomic Applications
  • Technical University of Madrid (UPM)
    • Bayesian Inference
    • Support Vector Machines and Regularized Learning

Awards and Scholarships

  • 2019
    UBS Center Scholarship
    • University of Zurich
  • 2016
    Outstanding Academic Achievement Award
    • Central European University
  • 2016
    Outstanding MA Thesis Award
    • Central European University
  • 2015
    Peter Hangartner Fellowship
    • Central European University
  • 2014
    Department’s Award for Outstanding Achievement
    • Corvinus University of Budapest

Academic Interests

  • Industrial Organization
    • Use of cooperative game theory in IO models
    • Bargaining between platforms and users
  • Behavioral Economics
    • Ultimatum games towards groups of players
    • Role of anonimity in peer reviewed processes
  • Machine Learning
    • Natural Language processing

Other Interests and hobbies

  • Science fiction in all forms
  • Lego
  • Space exploration
  • Algorithms
  • American football