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.

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Portfolio

Reliance JioMoney
Clojure, ClojureScript, PostgreSQL, Google S2, Heroku, Recommender System...
Agri-Esprit, Strasbourg, France
Java, Clojure, Hibernate, postgresql, Node.js, Predictive Analytics...
Financial Start-up (via Toptal)
Clojure, Statistics, Cassandra, REST API, IQFeed, Csidata, Bitstamp...

Experience

Java, 8 years
Machine Learning, 7 years
PostgreSQL, 6 years
Git, 4 years
Statistics, 4 years
Clojure, 4 years
Incanter, 4 years
Data Mining, 3 years

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

Matt bei Vier Gewinnt (Other amazing things)
https://www.heise.de/artikel-archiv/ct/2009/01/174_Matt-bei-Vier-gewinnt
Article on General Game Playing in c't, one of the biggest German technology magazines.
Neural Networks for State Evaluation in General Game Playing (Other amazing things)
http://link.springer.com/chapter/10.1007/978-3-642-04174-7_7
Research Submission accepted at the European Conference on Machine Learning (ECML09).
Distance Features for General Game Playing Agents (Other amazing things)
http://www.icaart.org/Abstracts/2012/ICAART_2012_Abstracts.htm
Research Submission accepted at the International Conference on Agents and Artificial Intelligence (ICAART12).

Skills

Languages
Java, Clojure, Prolog, SQL, JavaScript, Visual Basic for Applications (VBA), HTML, Python, R, Visual Basic
Frameworks
Machine Learning, Eclipse Modelling Framework (EMF), JUnit, ClojureScript
Paradigms
Functional Programming, Concurrent Programming, Parallel & Distributed Computing, Object-oriented Programming (OOP), ETL, Database Design, Scalable Application, KISS, Logic programming, Clean Code, Unit Testing, REST
Storage
PostgreSQL, JSON, Database Modeling, MongoDB, NoSQL, Cassandra
Other
Neural Networks, Evolutionary Algorithms, Multithreading, Genetic algorithms, Financial Engineering, Bitcoin, Data Analysis, SSH, CSV, Applied Mathematics, Math, Data Mining, Scientific Computing, Statistics, Mathematics, Big Data, Prototyping, AJAX, Bayesian statistics, Recommendation Systems
Libraries/APIs
Incanter, Quartz, jQuery, Node.js
Tools
Microsoft Excel, Microsoft Access, Emacs, Git, CVS, Tmux, Subversion (SVN)
Platforms
J2SE, Windows, Linux, Ubuntu

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

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