Welcome to Matthias Kauer’s lab.

With a child’s enthusiasm for investing and computers, I learned numerical analysis, researched real-time control systems, and developed trading software. Today, I am most interested in quantitative finance, data science, and ‘better’ programming.
Below, you find the tea- or coffee-fueled writing of a crazy scientist. A more concise presentation of my work is in the menu above.

Flatex PDF Report Parser (2013/07/01) 2017-11-12: Flatex offers some csv downloads by now so I haven’t needed this project in while. I might become more interested again though because there is still some information that Flatex only publishes via pdf. Ok, I am writing this in English, but it’s... Read more
Tiny Tiny RSS (since google reader will leave us soon) (2013/04/20) The news that google will scrap google reader came as quite of a shock to me (and many others probably). There have been lots of other services advertised that supposedly deliver the same or even better service. I will first try the open source route however b/c that... Read more
Why I don't like language classes (2013/03/23) I do like learning languages and when this comes up I often get questions from friends about how I think they should approach learning a new language. Since this has come up quite a bit, I’ll try to summarize how I think language learning should be approached and... Read more
ASP-DAC 2013: My first conference (2013/03/03) I just came back from my first technical conference, the Asia and South Pacific Design Automation Conference (ASP-DAC 2013) in Yokohama. The paper I presented there should be on IEEEXplore soon. It treats a model-checking approach for distributed control applications... Read more
Zivot’s Intro to Computational Finance - Wrapping Up (2013/03/03) Following up on my two previous posts: Mid-Term and Initial I participated in Zivot’s Computational Finance course on Coursera and kept track of my progress here. Now the class is over and yesterday I finished the final exam. Overall, I’d still recommend the... Read more
Control in Python - Update for SDP / LMI (2013/02/03) Good news. I found a better way to declare linear matrix inequalities (LMI) and semi-definite programs (SDP) than the direct interface of cvxopt that I mentioned before”). Picos makes this much easier and it interfaces to other solvers as well. So far, I have only... Read more
Zivot's Intro to Computational Finance - Mid Term (2013/02/03) As I had written before I am participating in Zivot’s Computational Finance class that he’s currently holding via Coursera. Since there won’t be a certificate for this class, I am using my blog to update and publish my progress. The exercises so far... Read more
Zivot's Intro to Computational Finance on Coursera Part1 (2013/01/18) I have participated in a couple of Coursera courses over the last year, or since this online education initiative began (in May 2012 or so, right?). I really like the way these courses are structured. Now, of course, some courses I participated in where better than... Read more
Python Continuous Integration (CI) with Jenkins and Mercurial (2012/12/15) Since my Python projects are growing more and more, I’d like to start having them automatically tested. I remembered that at my last student’s job we had a Bamboo server to manage builds and tests. For my current task this kind of financial outlay was out of... Read more
Control Libraries for Python: A bleak situation (fortunately with a workardound) (2012/12/15) In a continuation of my recent work on verification of control systems, I now want to integrate the model checker and the controller design more closely. I have therefore started a parametrized Python tool that creates the input files for the model checking tool SAL. To... Read more
TUM Alumni Event Singapore (2012/12/08) Kind of a random post, but here’s a picture of me with TU Munich’s president at the TUM Alumni Event in Singapore. Thank you TUM Asia for organizing this! Read more
Exporting from MATLAB to PDF (via inkscape & pdflatex) (2012/10/31) [Update: 2013-12-04: I was made aware that I forgot to add the source code for this, so I did. Sorry for that] In the past, getting MATLAB plots into a pdf LaTeX Document was usually a pain for me without access to expensive software. This morning I took another look at... Read more