Philipp Schiele

Welcome to my website! I am a PhD student at the Chair of Statistics and Econometrics at LMU Munich, supervised by Prof. Stefan Mittnik. My research focuses on portfolio optimization and financial econometrics more broadly, including time series analysis, machine learning, and risk modeling. Previously, I visited Prof. Stephen Boyd at Stanford University, where I worked on software for convex optimization, with a focus on financial applications. Closely related, I am a passionate contributor and maintainer of CVXPY, an open-source Python package for convex optimization. I lead the quant team at Scalable Capital, where we work on the portfolio optimization engine, as well as other machine learning and engineering topics. As you might have guessed by now, I am enthusiastic about finance, optimization, and technology.