GSoc Request _ Harry Raymond Joseph

[Raymond Joseph]

Hi there!

I am Harry Raymond Joseph a Master's student in Computer Science with a minor in Operations Research. I'm looking for an opportunity to work on developing QuantLib within the aegis of the Google Summer of Code 2014. My research areas include Data Mining, Stochastic Modeling, Quantitative Finance and Relational Algebra.

To tell more about myself and my motivations in looking particularly at QuantLib - I believe such an opportunity supports my field of research, interest and long term goals. As a student specializing in Computer Science, I first looked at Quantitative Finance, Risk Analytics and several other aspects in the interface of corporate finance and quantitative risk analytics on a funded research grant in Canada, at the UBC. 

Followed by that, I worked at the French startup Tilkee as their Data Analytics Associate in Lyon. I developed several Machine Learning algorithms that forecast probabilistic prospects of a client deal, which included SQL scripting and development. I was instrumental, as part of their team in helping Tilkee win several awards.

More recently, I have been awarded the IBM SFSP Research Award for my study on Business Process Modeling - Representing Business Artifacts combined with a stochastic framework. The work includes extensive API programming, with MySQL Workbench and Java. In addition I have worked on several stochastic modeling problems of several social sciences/humanities problems.

As part of my course Computational Methods in Physics, I developed several non-trivial simulations that had to do with monte-carlo methods and molecular dynamics. I ended up topping the course, and publishing a conference paper on this, which is yet to be indexed.

On a first perusal of QuantLib , I saw strong potential in it for the inclusion of data mining techniques, and several other aspects such as new quantitative tools. I would be very willing to work on such a project, if it's possible to jointly develop a proposal to send to Google online, before the 14th of Feb, or if you already have something to work on.

For me, QuantLib  is very appropriate since, contributing to an open source project with great utility is something I have always looked forward to. This is a very special opportunity for me, especially when I can receive a stipend from Google while contributing to your project that would help me pay fees at the University and support my board and lodging partially.

Look forward to hearing from you, please let me know.

Raymond Joseph

[hidden email]

Publications: 'GDP Forecasting through Data Mining of Seaport Export-Import Records', DMIN'13.

'Quantum Game theory, Monte-Carlo methods and Evolutionary Scenario Analysis: An Application to Indo-China Relations', ICMSquare'13.

http://fr.linkedin.com/in/raymondjoseph7

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