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

Portfolio

Experience

Location

Esch-sur-Alzette, Luxembourg

Availability

Part-time

Preferred Environment

Eclipse, Jupyter, Leiningen, Git, Emacs, Linux

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: PostgreSQL, Clojure
  • 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: Quantitative Finance, React, PostgreSQL, Cassandra, Clojure
  • 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: Recommendation Systems, Google S2, Heroku, PostgreSQL, ClojureScript, Clojure
  • 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: JBoss, Predictive Analytics, Node.js, PostgreSQL, Hibernate, Clojure, Java
  • 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: Multithreading, REST API, Cassandra, Statistics, Clojure
  • 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: Microsoft Excel, Multithreading, Particle Swarm Optimization, Evolutionary Algorithms, Ensemble Methods, MongoDB, Statistics, Incanter, Clojure
  • 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: Bayesian Inference & Modeling, Image Recognition, Clojure, Java
  • 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: Multithreading, XML Schema, Eclipse, Java
  • 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: Microsoft Excel, Microsoft Access, Excel VBA

Experience

Skills

  • Languages

    Python, Java, Clojure, JavaScript, SQL, Prolog, Excel VBA, Visual Basic, R
  • Libraries/APIs

    Scikit-learn, Incanter, NumPy, REST API, React, 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, Eclipse, JBoss, Heroku, Windows
  • Storage

    PostgreSQL, Database Modeling, MongoDB, XML Schema, 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, Multithreading, Ensemble Methods, Evolutionary Algorithms, Particle Swarm Optimization, Image Recognition, Bayesian Inference & Modeling, Predictive Analytics, Google S2, Quantitative Finance
  • Frameworks

    ClojureScript, Hibernate, Re-frame
  • Tools

    Microsoft Excel, Git, Emacs, Microsoft Access, Leiningen, 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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