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Daniel Michulke

Daniel Michulke

Esch-sur-Alzette, Luxembourg
Member since June 27, 2014
After finishing his PhD in artificial intelligence (general game play) at the University of Dresden, Germany, Daniel founded a company in Luxembourg for automatic timeseries forecasts. Since 2014, he's been working as an independent consultant. His projects are mostly applications of data science with the occasional development of a company's MVP. Daniel has a strong background in math and statistics.
Daniel is now available for hire
Portfolio
Experience
  • PostgreSQL, 12 years
  • Data Science, 10 years
  • Java, 8 years
  • Machine Learning, 7 years
  • Linear Regression, 6 years
  • Statistical Analysis, 6 years
  • Clojure, 4 years
  • Python, 1 year
Esch-sur-Alzette, Luxembourg
Availability
Part-time
Preferred Environment
Linux, Emacs, Git, Leiningen, Jupyter, Eclipse
The most amazing...
...thing I've developed is a timeseries forecasting tool that outperforms human-built models in applications such as energy load forecasting.
Employment
  • Lead Developer
    2017 - PRESENT
    Everyair GmbH, Frankfurt, Germany
    • Gathered requirements from the CEO.
    • Implemented the MVP back-end for charter flight search, including smart search and simple booking.
    • Deployed and maintained products.
    • Advised on technological risks and opportunities.
    Technologies: Clojure, Postgres
  • Consulting Lead Data Scientist (Remote)
    2017 - PRESENT
    Accrue, Inc., Hong Kong
    • Developed the quantitative finance back-end.
    • Implemented various statistics.
    • Sped up calculation to make the experience smooth.
    Technologies: Clojure, Cassandra, PostgreSQL, React, Quant Finance
  • Consulting Algorithm Engineer (Remote)
    2015 - 2016
    Reliance JioMoney, India
    • Set up a geospatial database + efficient search algorithm (using Google S2) to find shops near customers in real time.
    • Set up a flexible recommender system for coupons based on Mahalanobis Distance. The system is able to explain its recommendations and can deal with missing data.
    • Implemented and deployed a demo front-end on Heroku.
    • Designed and implemented various security measures for payment and coupon platform. Provided mathematical proofs for payment PIN collisions.
    Technologies: Clojure, ClojureScript, PostgreSQL, Google S2, Heroku, Recommender System, Payment Systems
  • Consulting Developer & Data Scientist
    2014 - 2015
    Agri-Esprit, Strasbourg, France
    • 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 (Remote)
    2014 - 2014
    Financial Startup (via Toptal)
    • 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, Multithreading
  • CTO
    2012 - 2014
    M & R Investment Technologies, Luxembourg
    • 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, Multithreading
  • Researcher
    2011 - 2012
    Neoway, Florianópolis, Brazil
    • 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
    2010 - 2010
    SAP Research, Dresden, Germany
    • 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
    2000 - 2004
    Oehme EDV, Chemnitz, Germany
    • 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
    Python, Java, Clojure, Prolog, SQL, JavaScript, Visual Basic, R
  • Frameworks
    Machine Learning, ClojureScript, Re-frame
  • Libraries/APIs
    Scikit-learn, Incanter, NumPy, Node.js, jQuery, OpenCV
  • Paradigms
    Database Design, Data Science, REST, Object-oriented Programming (OOP), ETL, Functional Programming, KISS, Logic programming, Clean Code, Unit Testing
  • Platforms
    Linux, Jupyter Notebook, Windows
  • Storage
    Database Modeling, PostgreSQL, MongoDB, Cassandra, NoSQL
  • Other
    Neural Networks, Linear Regression, Statistical Analysis, Classification Algorithms, Fraud Prevention, Recommendation Systems, Bayesian statistics, Mathematics, Bitcoin, Applied Mathematics, Big Data, Scientific Computing, Statistics
  • Tools
    Microsoft Excel, Emacs, Git, Reagent, Jupyter
Education
  • PhD ("Dr. rer. nat.") degree in Computer Science / Artificial Intelligence
    2007 - 2012
    Dresden University of Technology - Dresden, Germany
  • Master's degree in Computer Science
    2001 - 2007
    Chemnitz University of Technology - Chemnitz, Germany
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