Alex A. C. Gomes

Alex A. C. Gomes

Intern

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location of Alex A. C. GomesMönchengladbach, North Rhine-Westphalia, Germany

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  • Timeline

  • About me

    Quant Analyst & Portfolio Manager at GET Capital AG

  • Education

    • Universität Stuttgart

      2017 - 2020
      Master of Science - MS Electrical, Electronics and Communications Engineering

      Research Thesis: Autoencoder-Based Communication Systems with Deep Reinforcement LearningIn this research thesis I used deep RL to enable training of communication systems with an unknown channel model. It was shown that with this approach is possible to build, train and run a communication system OTA and reach the same performance as QPSK (benchmark).Master Thesis: Optimizing the Learning-Behavior of an Artificial Intelligence for Nonlinear Optical CommunicationsIn this work I… Show more Research Thesis: Autoencoder-Based Communication Systems with Deep Reinforcement LearningIn this research thesis I used deep RL to enable training of communication systems with an unknown channel model. It was shown that with this approach is possible to build, train and run a communication system OTA and reach the same performance as QPSK (benchmark).Master Thesis: Optimizing the Learning-Behavior of an Artificial Intelligence for Nonlinear Optical CommunicationsIn this work I first dealt with hyper-parameters optimization for an autoencoder model for coherent and nonlinear optical communication using Bayesian optimization. The result was improved in about 25% when comparing to a basic grid search to tune the hyper-parameters. Later, the supervised manner was compared with a RL approach. The final result proved that the model could be trained without any knowledge of the channel distribution besides the Kerr-nonlinearity and chromatic dispersion in the fiber. Show less

    • Universidade Estadual de Campinas

      2009 - 2014
      Bachelor of Science - BS Computer Engineering

      Bachelor Thesis: Design and Implementation of Turing's Unorganized Network

  • Experience

    • Bosch Brasil

      Mar 2013 - Sept 2014
      Intern

      - Quality statistics of Robert Bosch Latin America- Automatization of the requests control and deadlines for contracts using VBA

    • Bosch Thermotechnik GmbH

      Nov 2014 - Oct 2015
      Intern

      - Data analysis in endurance tests using VBA- Support on the development of wireframe documents for controllers and HMIs- Responsible for testing solar sensors with Wi-Fi communication- Development of video training for Enterprise Architect (UML)

    • Bosch Thermotechniek

      May 2016 - Mar 2019

      - XCP protocol implementation- CAN-bus communication in microcontrollers- Real-time calibration of control systems (ECUs) using software DiagraX - Responsible for integrating an air quality sensor (BM680) into a room controller- Implementation of sensor’s API, SPI and I²C communication- Use of agile methodology

      • Working Student

        Apr 2017 - Mar 2019
      • PreMaster

        May 2016 - Mar 2017
    • GET Capital AG

      Jun 2019 - now

      - Further developing the project started in the internship to American markets (S&P500, DJIA, Nasdaq) and Asian markets (Topix, Nikkei).- Add new technical features and perform feature selection to increase the final performance and trading stability- Implement Bayesian optimization for hyper-parameters tuning to further improve the annualized cumulative return and Sharpe ratio - Modeling and development of new machine learning models using Deep Reinforcement Learning for financial markets in Python and Tensorflow- Convolutional neural networks used to parametrize the policy- Using only daily closing price for European markets we were able to improve the annualized cumulative return in about 5%.

      • Quantitative Analyst & Portfolio Manager

        Feb 2021 - now
      • Quantitative Analyst

        Jan 2020 - Jan 2021
      • Quantitative Analyst

        Jun 2019 - Dec 2019
  • Licenses & Certifications

    • Guided Tour of Machine Learning in Finance

      New York University
      Dec 2019
      View certificate certificate
    • Reinforcement Learning in Finance

      New York University
      Feb 2019
      View certificate certificate
    • Fundamentals of Machine Learning in Finance

      New York University
      Jan 2019
      View certificate certificate
    • Overview of Advanced Methods of Reinforcement Learning in Finance

      New York University
      Mar 2019
      View certificate certificate
    • Machine Learning and Reinforcement Learning in Finance Specialization

      New York University
      Mar 2019
      View certificate certificate
    • Improving Deep Neural Networks: Hyperparameter tuning, Regularization and Optimization

      Deeplearning.ai
      Jun 2018
      View certificate certificate
    • Neural Networks and Deep Learning

      Deeplearning.ai
      Jun 2018
      View certificate certificate