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Daniel Michulke, Machine Learning Developer in Esch-sur-Alzette, Luxembourg
Daniel Michulke

Machine Learning Developer in 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
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Portfolio

Experience

Location

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, JavaScript, SQL, Prolog, Visual Basic, R

  • Libraries/APIs

    Scikit-learn, Incanter, NumPy, OpenCV, Node.js, jQuery

  • Paradigms

    Data Science, REST, Database Design, Object-oriented Programming (OOP), ETL, Logic Programming, Functional Programming, Clean Code, KISS, Unit Testing

  • Platforms

    Linux, Salesforce, Jupyter Notebook, Windows

  • Storage

    PostgreSQL, Database Modeling, MongoDB, Cassandra, NoSQL

  • Other

    Statistical Analysis, Classification Algorithms, Linear Regression, Machine Learning, Neural Networks, Fraud Prevention, Recommendation Systems, Bayesian Statistics, Mathematics, Statistics, Scientific Computing, Big Data, Bitcoin, Applied Mathematics

  • Frameworks

    ClojureScript, Re-frame

  • Tools

    Microsoft Excel, Git, Emacs, 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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