
Timeline
About me
Quant Analyst & Portfolio Manager at GET Capital AG
Education

Universität stuttgart
2017 - 2020Master of science - ms electrical, electronics and communications engineeringResearch 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 - 2014Bachelor of science - bs computer engineeringBachelor Thesis: Design and Implementation of Turing's Unorganized Network
Experience

Bosch brasil
Mar 2013 - Sept 2014Intern- Quality statistics of Robert Bosch Latin America- Automatization of the requests control and deadlines for contracts using VBA

Bosch thermotechnik gmbh
Nov 2014 - Oct 2015Intern- 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 2019PreMaster
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 - nowQuantitative Analyst
Jan 2020 - Jan 2021Quantitative Analyst
Jun 2019 - Dec 2019
Licenses & Certifications
- View certificate

Guided tour of machine learning in finance
New york universityDec 2019 - View certificate

Reinforcement learning in finance
New york universityFeb 2019 - View certificate

Fundamentals of machine learning in finance
New york universityJan 2019 - View certificate

Overview of advanced methods of reinforcement learning in finance
New york universityMar 2019 - View certificate

Machine learning and reinforcement learning in finance specialization
New york universityMar 2019 - View certificate

Improving deep neural networks: hyperparameter tuning, regularization and optimization
Deeplearning.aiJun 2018 - View certificate

Neural networks and deep learning
Deeplearning.aiJun 2018
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