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README.md

README.md

Daniel Michulke

Independent Consultant, Data Scientist, Developer

Summary

I am an experienced programmer and entrepreneur with a strong background in Data Science, Machine Learning and AI. I love solving difficult problems, be it advising companies, developing Machine Learning applications or optimizing existing workflows.

I value simplicity, honesty and clarity in communication.

For development tasks I mostly use clojure, clojurescript, often together with react and postgresql. Other technologies I frequently use are Python with all the ML libraries, git, docker, JS, Java, cassandra, MongoDB, Oracle, ...


Professional Experience

11/2017, Launched cryptoport.net

A light-weight and fast cryptocurrency portfolio tracking site with no cookies, little JS, ...

  • Develop front-end and back-end in Clojurescript (using react) and Clojure
  • Retrieve data from coinmarketcap.com
  • Deploy on Google Compute Platform

07/2017 - present, Quantitative Analyst / Developer @ www.accrue.com

Development of Quantitative Analysis Platform

  • Advise regarding Technical Steps and Related Costs and Business Benefits, Determine Low-Hanging Fruits
  • Implement Financial Statistics (e.g., Sharpe- and Sortino Ratio, alpha/beta, covariances, p-values of asset vs. benchmark hypotheses, ...)
  • Model return distribution using kernel density estimates
  • Improve back-end performance through profiling and algorithmic improvements
  • Testing & Deployment

02/2017 - present, Consultant, EveryAir

Develop MVP Back-End

  • Advisory with Planning & Implementing Minimum Viable Product
  • Set up database (postgres) with 30+ tables
  • Develop RESTful backend for reading/writing to DB
  • Add database bitemporality to reflect aircraft and pilot availability
  • Implement flight search algorithm, matching pilot availability, aircraft availability, airport opening hours, pilot's nearby airports, allowed airports for aircraft, pilot certificates, customer preferences, existing reservations, ...
  • Tech: Clojure, postgresql

01/2018 - 05/2018, Business Consultant and Data Scientist @ SellersFunding

Evaluate alternative funding and business models, solve data-related problems

  • Advise on alternative Business Model / Funding via Token Economy + Coin Offering, draft 1st whitepaper
  • Implement new and improve existing models for Sales Performance and Fraud Risk for sellers at marketplaces, such as Amazon and ebay.
  • Implement explanation algorithm using Linear Regression models and LIME for Classification and Regression Tasks
  • Deploy on Microsoft Azure Machine Learning Studio
  • Tech: Python, scikit-learn, Microsoft Azure

09/2015 - 07/2017, Consulting Algorithm Engineer @ Reliance Jio Payment Systems Ltd., India

Development of a scalable Payment System Alternative to QR Code using plain digits.

  • Design of Security Concept for guaranteeing safe and authentic payments
  • Implementation of complete system (DB, back-end)

Development of scalable Coupon System

  • Set up geo-spatial database + efficient search algorithm (using google S2 geo)
  • Set up flexible recommender system for coupons based on Mahalanobis Distance
  • Design and Implementation of API via a RESTful Webserver + DB
  • Deployment + Demo Front-End on heroku
  • Security Setup and Implementation of Security Policies
  • Tech: Information Retrieval / Recommender Systems, google S2 geo, Clojure, Clojurescript, async HTTP, Apache Lucene, postgresql, oracle 12c, heroku

06/2017 - 07/2017, Market Order Execution Probability Prediction @ German FX Brokerage Company

  • Discuss / Analyze Order Execution Problem
  • Determine required variables and request dataset
  • Develop and optimize a logistic regression algorithm to determine the most important factors for execution or rejection of a FX market order.
  • Delivery of a PDF file outlining impact of given variables for several time windows
  • Tech: Logistic Regression using incanter (Java VM based R Clone)

03/2017 - 04/2017, Customer Churn Prediction @ German Energy B2C Company

  • Discuss / Analyze Company's Business Model + Churn Problem
  • Determine required variables and request dataset
  • Develop and optimize a logistic regression algorithm to determine the most important factors
  • Delivery of a PDF outlining impact of various given and computed variables
  • Tech: Logistic Regression using incanter (Java VM based R Clone)

09/2014 - present, Consultant, Freelance and via Toptal

Toptal Project @ accrue, Financial Startup in NY, US, 3 months

  • Development of a Quantitative Platform, mostly back end
  • Advisory in Infrastructure and Recruitment
  • Connection to data providers, caching data
  • Generation of on-demand representation of data (e.g., candle bars from tick data, spreads, back-adjusting futures)
  • Pattern Mining on Stocks / Forex
  • Efficient Calculation and Representation of Patterns on 10k securities
  • Serving security master data via REST interface
  • Tech: Clojure, cassandra, REST API, IQFeed, csidata, bitstamp, Multi-threading

Freelance Project @ German Start-up, 1 month

  • Developed a recommendation engine that is able to provide trade recommendations in a Tinder-like fashion, depending on crowd behavior and intrinsic properties of the trade
  • Tech: Node, Javascript, Recommendation System

Toptal Project @ US Domain Name Registar, 2 months

  • Delivered an automatic analysis software that generated a PDF report that tracked effectiveness of the registrar in Verisign's daily Domain Name Auctions.
  • Tech: Statistics, Clojure, Charts, Visualization, automated PDF generation

Several minor projects

  • Tech: Portfolio optimization, Work on a Cryptocurrency Exchange, Quantitative Finance

08/2014 - 12/2015, IT Consultant @ Agri-Esprit

  • Development of a modern Farm Management / ERP / Control System
  • Advisory in Infrastructure and Recruitment
  • Design of DB Schema
  • Development of back end
  • Tech: Java, Clojure, postgreSQL, REST API, Multi-threading

07/2012 - present, CTO @ Michulke & Ringsdorf Investmenttechnologies Sarl, Luxembourg

  • Development of a Time Series Forecasting System for Energy Prices (EEX Futures)
  • Automatic Data Retrieval (Bloomberg, a Weather API)
  • Time Series Preprocessing (back-adjusting, z-scoring, outlier detection)
  • Automatic Model Generation (Neural Networks, Least Squares, Decision Trees) and Automatic Back-testing
  • Automatic Optimization for self-improving models
  • Forecast Aggregation of Different Models
  • Portfolio Generation via Markowitz / Black Litterman
  • Delivery via daily eMail of an Excel Spreadsheet and Web Service
  • Tech: Clojure, Incanter (R clone for JVM), MongoDB, encog, Ensemble Methods, Evolutionary Algorithms, Particle Swarm Optimization, Multi-threading

08/2011 - 06/2012, Researcher @ Neoway Ltda., Florianopolis, Brazil

  • Set up of an on-line CAPTCHA Breaking System
  • Design and Development of Retrieval, Segmentation and Image Recognition processes
  • Implementation of a variety of Mathematical Image Transformation and Clustering Algorithms
  • Implementation of Automatic Text Classification System
  • Technologies: Java, Eclipse, Support Vector Machines, Bayesian Networks, Web crawler, Multi-threading

04/2010 - 10/2012, Researcher @ SAP Research, Dresden, Germany

  • Development of AMC (Graph matching tool to help in DB migration)
  • Product Owner / Lead Developer
  • Architectural overhaul of prior system and partial re-implementation, decreasing memory footprint and run time by an order of magnitude
  • Integration in SAP Netweaver Studio
  • Tech: Java, Eclipse, Graph Metrics, SAP Netweaver, Multi-threading

10/2007 - 06/2008, Research Assistant @ Dept. of Computational Logic, Dresden University of Technology, Dresden, Germany

  • Supervision of Diploma theses on Monte-Carlo based poker and trading agents
  • Reviews of International Computer Science conference submissions

10/2005 - 04/2006, Trainee @ Modula Software Ltda, Florianopolis, Brazil

  • Business Software development
  • Development of a classical Business software solution
  • Development of Stored Procedures and Windows Hooks for Testing
  • Tech: Delphi, postgreSQL, Windows

2001-2004, Student Worker / Freelancer @ Oehme EDV, Chemnitz, Germany and others

  • VB and VBA Development
  • Development of SPS Control program in VB
  • Development of Business software in VBA + MS Access
  • Development of helper modules for Excel in VBA
  • Tech: VB, VBA, MS Excel, MS Access

Academic Experience

Degrees

04/2007 - 06/2012, PhD Candidate@ Dresden, University of Technology, Germany

Thesis: "Evaluation Functions in General Game Playing"

  • Development of an agent that learns automatically to play games (Chess, Checkers, Connect Four, ...) without human assistance (General Game Playing)
  • Advisor: Michael Thielscher
  • Tech: Agent Progamming, Prolog, Java, Neural Networks, Monte-Carlo methods, Game tree search algorithms, Game Theory

2001 - 2007, Diploma student @ Chemnitz, University of Technology, Germany

Studies of Applied Computer Science

  • Networks & Distributed Systems
  • Artificial Intelligence
  • Business Administration

Skills

Area of Expertise

  • Fundamental Setup of a Company (Programming Languages, Data Storage, Infrastructure, Software Architecture, Recruitment)
  • Developing / Launching MVP, Marketing, Customer Interaction, Setting Priorities
  • Artificial Intelligence, Machine Learning, Data Science, Statistics
  • Full Stack Engineering

Tools

  • Languages: 10 programming languages of all flavors (functional, object-oriented, declarative)
  • Language Focus: Clojure, Clojurescript
  • Other: Delphi, Javascript, PHP, plSQL, Java, Prolog, Visual Basic
  • Databases: postgreSQL, oracle, MongoDB, cassandra, ...
  • Tools: bash, ssh, awk, emacs, git, Excel, Eclipse, leiningen
  • OS: Linux (Ubuntu, Mint, debian), Windows

Languages

  • German (native)
  • English (fluent)
  • Portuguese (fluent)
  • French (intermediate)

Others

Awards

  • Finalist for Best In Big Data Award, Germany, 2013
  • 4th in General Game Playing World Championship 2011 (PhD project)
  • German National Merit Foundation, PhD Scholarship (2007-2010)
  • German National Merit Foundation, Graduate Scholarship (2004-2007)

Publications (among others)

Interests

  • Financial Markets, Economics, Politics, Game Theory
  • Libertarian and Austrian Economics / Rights
  • Quantitative Finance
  • Languages, Traveling
  • Meeting Friends, Games

Other links