
Daniel Boros
Principal CFO

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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 - 2022Master's degree Actuarial and Financial Mathematics Financial MathematicsActivities 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 - 2017Bachelor's degree Civil Engineering
Experience

GetPro Kft.
Sept 2012 - Aug 2018Principal CFOThe 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 2016Trainee
GymPiper Ltd.
Sept 2018 - nowChief Technology OfficerI 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 - nowResearcher- 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 - nowSenior 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
- View certificate

Learn Python Programming Masterclass
UdemyApr 2021 - View certificate

Understanding TypeScript 2022 Edition
UdemyFeb 2022 - View certificate

The Complete React Developer Course (w/ Hooks and Redux)
UdemyNov 2019 - View certificate

The Modern Javascript Bootcamp (2019)
UdemyNov 2019 - View certificate

React, Redux and Firestore
UdemyApr 2020 - View certificate

Beginning C++ Programming - From Beginner to Beylond
UdemyFeb 2022 - View certificate

The Complete Node.js Developer
UdemyOct 2019 - View certificate

The Modern GraphQL Bootcamp (with Node.js and Apollo)
UdemyNov 2019 - View certificate

GraphQL with React: The Complete Developers Guide
UdemyJan 2020 - View certificate

Google Cloud Functions with Python
UdemyApr 2021
Honors & Awards
- Awarded to Daniel BorosCertificate 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
Languages
- enEnglish
- deDeutsch
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