[Quantlib-dev] GSoc Request _ Harry Raymond Joseph

[Raymond J. <ray...@gm...>]

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
ray...@gm...

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