Daniel Boros

Daniel Boros

Principal CFO

Followers of Daniel Boros549 followers
location of Daniel BorosHungary

Connect with Daniel Boros to Send Message

Connect

Connect with Daniel Boros to Send Message

Connect
  • Timeline

  • About me

    Senior Software Engineer | Researcher | Financial Mathematics Specialist

  • Education

    • Nationalitätengymnasium Budapest

      2004 - 2009
    • Eötvös Loránd University

      2022 -
      Doctor of Philosophy - PhD Computational and Applied Mathematics
    • Corvinus University of Budapest

      2019 - 2022
      Master's degree Actuarial and Financial Mathematics Financial Mathematics

      Activities and Societies: 2021: ELTE, Presentation: Deep Learning for Correlation Risk Assessment 2022: ELTE, Presentation: Parameter Estimation of Fractal Noise Driven Stochastic Processes

    • Budapest University of Technology and Economics

      2009 - 2017
      Bachelor's degree Civil Engineering
  • Experience

    • GetPro Kft.

      Sept 2012 - Aug 2018
      Principal CFO

      The main profile of the company was education. As CFO was my job to take care of the financial stability and I was responsible for accounting. When I had time for it, then I taught advanced mathematics and mechanics classes to engineering students.

    • Geological and Geophysical Institute of Hungary

      Jun 2016 - Aug 2016
      Trainee
    • GymPiper Ltd.

      Sept 2018 - now
      Chief Technology Officer

      I am responsible for the whole software development department, including the mobile and web apps, and the backend. My job is to plan a scalable system behind our services that gives our customers the best user experience. In this process, I have to cooperate with everybody whose working on this project and lead the new developers to join the project as easy as possible. This project requires the following stack:- backend in Rust (Tokio, Axum, Tower, Actix)- advanced typescript- Hasura, Graphql- Google Cloud Platform- deep knowledge of React and React-Native infrastructure- python programming and AI skills like keras/tensorflow Show less

    • AI Research Group @ Eötvös Loránd University, Institute of Mathematics

      Jun 2021 - now
      Researcher

      - AI development in Rust (Candle-rs)- Maintain of stochastic-rs Research topics- Deep learning the Hurst parameter of linear fractional processes and assessing its reliability (https://onlinelibrary.wiley.com/doi/10.1002/qre.3641)- Parameter estimation of the rough stochastic correlation process described with a fractional Ornstein-Uhlenbeck process. Comparing the results from the existing statistical tools with results from AI simulations.- Generate fractional stochastic processes efficiently to provide synthetic data to train deep neural networks. (stochastic-rs)- Applying the SCP in the Heston model, where the basic approach is that the correlation between the price and the volatility processes is time-independent and constant.- Parameter estimation of the Heston and the rough Heston model in the case of the SCP. Show less

    • Kadasolutions

      Dec 2022 - now
      Senior Software Engineer

      - Backend development is Rust (Tokio, Axum, Tower, Actix, Rumqtt, Rayon)- AI development in Rust (Candle, OpenCV-Rust, Ort (Onnx), Tch-rs, Mistral-rs, Ndarray, Rayon, Similari-rs)- Data preprocessing in Rust (GeoRust)

  • Licenses & Certifications

  • Honors & Awards

    • Awarded to Daniel Boros
      Certificate of Best Presentation Award World Academic of Science, Engineering and Technology Honored to receive the award for Outstanding Work Presentation at the XVII. International Conference on Mathematical Finance and Economics (ICMFE 2023) in New York. This recognition was for our presentation on “Fast Estimation of Fractional Process Parameters in Rough Financial Models Using Artificial Intelligence”. It’s a privilege to contribute to the field alongside my esteemed co-authors, and this accolade underscores our commitment to innovative research at the nexus of finance… Show more Honored to receive the award for Outstanding Work Presentation at the XVII. International Conference on Mathematical Finance and Economics (ICMFE 2023) in New York. This recognition was for our presentation on “Fast Estimation of Fractional Process Parameters in Rough Financial Models Using Artificial Intelligence”. It’s a privilege to contribute to the field alongside my esteemed co-authors, and this accolade underscores our commitment to innovative research at the nexus of finance, mathematics, and AI. Show less