Daniel Michulke

Daniel Michulke

Esch-sur-Alzette, Luxembourg
Hire Daniel
Scroll To View More
Daniel Michulke

Daniel Michulke

Esch-sur-Alzette, Luxembourg
Member since June 27, 2014
An accomplished developer, entrepreneur, and researcher with a background in mathematics and science, Daniel develops large and flexible applications with the broad vision of an architect and the risk-taking of an entrepreneur.
Daniel is now available for hire
Portfolio
Experience
  • Java, 8 years
  • Clojure, 4 years
  • PostgreSQL, 6 years
  • Machine Learning, 7 years
  • Incanter, 4 years
  • Git, 4 years
  • Statistics, 4 years
  • Data Mining, 3 years
Esch-sur-Alzette, Luxembourg
Availability
Part-time
Preferred Environment
Linux, Emacs, Git, Leiningen, Eclipse
The most amazing...
...thing I've developed is a time series forecasting tool that outperforms human-built models in applications such as energy load forecasting.
Employment
  • Consulting Algorithm Engineer
    Reliance JioMoney
    2015 - PRESENT
    • Designed security concepts for payment and coupon platform.
    • Implemented a fully scalable full-payment system.
    • Set up a geo-spatial database + efficient search algorithm (using google S2 geo library).
    • Set up a flexible recommender system for coupons based on Mahalanobis Distance.
    • Deployed and demonstrated a front-end on Heroku.
    Technologies: Clojure, ClojureScript, PostgreSQL, Google S2, Heroku, Recommender System, Payment Systems
  • Remote Developer & Data Science Consultant
    Agri-Esprit, Strasbourg, France
    2014 - 2015
    • Advised on infrastructure, recruitment, and feature development.
    • Designed and Implemented the server side and DB.
    • Developed statistical models for analysis and forecasting (e.g., what fertilizers to use).
    • Aggregated and Visualized business and regulatory data.
    Technologies: Java, Clojure, Hibernate, postgresql, Node.js, Predictive Analytics, Bayesian Classification, JBoss
  • Solutions Architect
    Financial Start-up (via Toptal)
    2014 - 2014
    • Developed a quantitative platform.
    • Advised on infrastructure and recruitment.
    • Connected to financial data providers and caching data.
    • Generated on-demand representation of data (e.g., candle bars from tick data, spreads, back-adjusting futures, and building generic contracts).
    • Built pattern mining on Stocks/Forex.
    • Conducted statistical risk analysis of patterns (volatility, Sharpe-ratio, etc.).
    • Built efficient calculation and representation of approx. 5 million patterns for 10k stocks and stock/commodity/FX futures.
    • Served security master data via REST interface.
    Technologies: Clojure, Statistics, Cassandra, REST API, IQFeed, Csidata, Bitstamp, Multi-threading
  • CTO
    Michulke & Ringsdorf Investmenttechnologies Sàrl
    2012 - 2014
    • Developed a timeseries forecasting system for energy prices (EEX Futures).
    • Built automatic data retrieval (Bloomberg, CSIdata, Weather API).
    • Calculated generic contracts for futures and back-adjusting.
    • Preprocessed timeseries information (normalization, z-scoring, outlier detection).
    • Generated automatic models (neural networks, least squares, decision trees) and automatic back-testing.
    • Conducted statistical analysis of models (R-squared, Variance, Bias, MAE/RMSE, etc.).
    • Built automatic optimization for self-improving models.
    • Created forecast aggregation of different models (Ensemble).
    • Generated portfolios via Markowitz/Black Litterman.
    • Built statistical risk analysis of portfolios (Sharpe-ratio, tracking errors, maximum drawdown, etc.).
    • Delivered via daily email with an Excel spreadsheet via web services.
    Technologies: Clojure, Incanter (R clone for JVM), Statistics, Excel, MongoDB, encog, Ensemble Methods, Evolutionary Algorithms, Particle Swarm Optimization, Multi-threading
  • Researcher
    Neoway Florianópolis, Brazil
    2011 - 2012
    • Designed and developed a framework for breaking CAPTCHAs in a fully configurable way.
    • Applied several clustering, categorization, and image recognition algorithms with partially strong mathematical requirements.
    • Generalized the image recognition to have a one-fits-all configurable CAPTCHA-breaking tool box.
    • Developed a system for automatically classifying OCR-ed hand-written clinic records, saving approximately 6k EUR per month.
    Technologies: Java, Clojure, Image Recognition Techniques, Bayesian Networks
  • Researcher
    SAP Research Dresden
    2010 - 2010
    • Rewrote a prototype for database schema matching used to assist in DB migration.
    • Parallelized the system and made it faster and more memory efficient by an order of magnitude.
    • Led development as product owner and main developer.
    • Implemented and generalized matching components that identify similarities in two different databases.
    • Integrated the product in SAP NetWeaver.
    Technologies: Java, Eclipse, XML Schema, Multithreading
  • Student Worker
    Oehme EDV Chemnitz
    2000 - 2004
    • Designed and created an MS Access Database.
    • Created a full user interface.
    • Created VBA macros for automatically constructing technical designs based on product numbers.
    • Created a process control application in VB that communicates with an SPS system.
    Technologies: VBA, MS Access, Excel
Experience
Skills
  • Languages
    Java, Clojure, SQL, Prolog, JavaScript, Python, R, Visual Basic, VBA, HTML
  • Paradigms
    Parallel programming, Functional programming, Concurrent Programming, KISS, Scalable Application, Object-oriented Programming (OOP), Clean Code, Logic programming, AJAX, Prototyping, Unit Testing, REST
  • Storage
    PostgreSQL, MongoDB, Database Modeling, NoSQL, Cassandra
  • Misc
    Neural Networks, Multithreading, Machine Learning, Genetic algorithms, Evolutionary Algorithms, Bitcoin, Data Analysis, SSH, CSV, JSON, Database Design, Applied Mathematics, Math, Data Mining, Financial Engineering, Scientific Computing, Statistics, Recommendation engine, Bayesian statistics, Mathematics, Big Data
  • Frameworks
    Eclipse Modelling Framework (EMF), JUnit
  • Libraries/APIs
    Incanter, Node.js, Quartz, jQuery
  • Tools
    ETL, Microsoft Access, Emacs, Git, Microsoft Excel, ClojureScript, Tmux, SVN, CVS
  • Platforms
    Ubuntu, J2SE, Windows, Linux
Education
  • PhD ("Dr. rer. nat.") degree in Computer Science / Artificial Intelligence
    Dresden University of Technology - Dresden, Germany
    2007 - 2012
  • Master's degree in Computer Science
    Chemnitz University of Technology - Chemnitz, Germany
    2001 - 2007
I really like this profile
Share it with others