User:Jbarseneau/Joseph Brant Arseneau
J. Brant Arseneau | |
|---|---|
| File:Brant.JPG Sailing off Newfoundland, 2002 | |
| Born | 3 September 1967 |
| Occupation | Financial, Software, & Electrical Engineer |
| Spouse | Tracey Obenauer |
| Children | Lily & Jack |
Joseph Brant Arseneau (Born September 3rd, 1967) is known for developing the first software reverse engineering tools in 1992 that used computational intelligence for the method of discovery & other computational methods in general. At the University of Aberdeenhe developed, SORT,an application written in C++ that used Kohonen self-organizing feature map neural networks to identify objects in procedural code for the European Space Agency. These applications were extended to identify object-oriented inheritance and multiple inheritance and later were able to generate C++ code form COBOL. Brant has now devoted his time to applying computational intelligence to financial engineering.
Brant has been inspired by a diverse group of people, both in academia and industry, that include, Bernard Widrow,Charles Babbage, Andrew Lo,Robert Carhart Merton, Richard Thaler, Duncan J. Watts, Richard P. Feynman, John von Neumann, Ivan Pavlov, Niels Bohr, and Issac Newton. With these distinguished shoulders Brant endeavors to study and understand the varying ways in which biologically-inspired computing systems are able to learn and adapt and how this computational parallelism (neural networks, evolutionary computing, fuzzy logic, swarm intelligence, intelligent agents and network theory) can be applied and implemented to solve complex financial problems using these varing computational methods.
"Physics is like sex: sure, it may give some practical results, but that's not why we do it." - Richard Feynman
Biography
Brant resides in New York City attempting to unravel the mysteries of computational intelligence, financial engineering and the social network of such a wonderful socity that he lives in. Wall Street has provided Brant with an abundance of esoteric and complex problems to ponder whilst exploring the capabilities of computational intelligence. He straddles a professional career that includes participation in industry and academia simultaneous; on one hand the beautiful light of theory and on the other the satisfaction of application.
Brant's been responsible for the Global Financial Services practice, at Corpus, which is a collective, cohesive number of entities including Corpus BFSI, Corpous BFSI Offshore and recentley acquired Lab49 to name the current key units. The business has been organized into the four lines of business-including; (i) Capital Markets/Investment Banking, (ii) Asset Management, (iii) (Re) Insurance & (iv) Commercial banking. Brant's organization delivers technology related projects to major financial institutions throughout the world. Projects include risk management systems (Credit risk, Market risk and Operational risk), exotic trading systems, FX systems, order management systems, equity program trading, execution systems, (re) insurable risk financing, regulatory loan exposure calculations, and financial derivatives such as; swaps, futures contract & options, weather derivatives, energy derivative, and carbon emissions trading, hybrid derivatives.The consultancy currently has offices in New York, London, Charlotte, Chicago, and India.
Before joing Corpus,Inc, Brant was a Sr. Manager at Bearingpoint,and focused on e-commerce within the financial industry. In 1998, in conjunction with his financial services work, Brant started the first open source practice in a major consultant firm with an initial partnership with Redhat, Inc, and Bob Young former CEO. Brant's background in open source began in 1991 when he was a member of the Electronic Research Groupand recevied one of the first source copies of Linux from Linus Torvalds. Before joing Bearingpoint,Brant was a principle at CAP Geminiand was assigned wholly to JPMorganChase and was one of the first implementers of the Capability Maturity Model (CMM) model within the bank. Subsequently, in 1995 Brant developed one of the first Java Platform-based tools to aid the fixed income business in becoming CMM compliant in several different areas of their organization.
Namesake
Thayendanegea or Joseph Brant (c. 1742 – 24 November 1807) was a Mohawk leader and British military officer during the American Revolutionary War. Brant was perhaps the most well-known North American Indian of his generation. He met many of the most significant people of the age, including George Washington and King George III. The American folk image emphasized the atrocities his forces committed against settlers on the western frontier.
Brant became infamous for the Wyoming Valley "massacre", which it was widely believed he led, although he was not present at the battle. During the war, he was known as the Monster Brant and stories of his massacres and atrocities created a hatred of Indians that soured relations for 50 years. In later years historians have argued that he actually been a force for restraint in the violence that characterized many of the actions in which he was involved.
Financial Work & Research
Brant began his career in academia researching computational intelligence, which he has written several papers on, and then became a career consultant whilst conducting his research. He has a long track record of delivering mission critical projects for majority of the most prestigious clients on Wall Street. He is now concentrated on two things, first delivering the highest quality technology delivery support for financial services, and second researching the applications of computational intelligence to global financial markets including; high frequency finance, time-series analysis, computationally Intensity (computability theory), financial engineering and computational finance.
Business & Professional Affiliations
2006 Acting member on the advisory board of Ticoon;a Wealth Management software company.
2005 Acting member of the Advanced Computing Association(ACM). that use computational intelligence.
2005 Acting board member of Computational Capital; Investment vehicale that applies computational intelligence.
2003 Former board member of Zuna, LLC; provides technology consulting within the financial services industry.
2003 Acting member of the SIA;given guest presentations on neural networks & finance.
1997 Former board member of Active Commerce; provides technology consulting within the financial industry.
1990 Acting member of IEEE Computational Intelligence Society contributed papers on the NNs within Finance.
1986 Acting member of the IEEE;given guest presentations on neural networks.
Books
2006 Michael V. DeSanti & J. Brant Arseneau, Financial Markets & Investment Banking: A Practitioners & Technologist's Handbook. Wiley, 2006 (working Copy).
Papers and Articals
2005 J. Brant Arseneau, A Computational Intelligent Approach to High Frequency Time Series Analysis for Derivative Pricing. IEEE Proceedings of the International Conference on Computational Intelligence, 2006. 1(1): p. 100-120.
1995 J. Brant Arseneau and Tim Spracklen, "Computational intelligence in software reengineering", chapter 4 IEEE Publication, “Reengineering: Practice and Research”.
1994 J. Brant Arseneau and Tim Spracklen, "Reengineering software modularity using artificial neural networks ", in M. Marinaro & P.G. Morasso, eds, Proceedings of the International Conference on Artificial Neural Networks, European Neural Network Society, Sorrento, Italy, Springer-Verlag, London, pp.1384-1388.
1994 J. Brant Arseneau and Tim Spracklen, "An artificial neural network based software reengineering tool for extracting objects", International Conference on Neural Networks, IEEE, 1994 Proceedings, Walt Disney World, Orlando, Florida, USA, pp. 3888-3893
1993 J. Brant Arseneau and Tim Spracklen, "SORT: A software reengineering workbench for evaluating the application of neural networks to reverse engineering and software maintenance", in proceedings of 4th Reengineering Forum, IEEE, pp.67:1-67:7.
1993 J. Brant Arseneau and Tim Spracklen, "Generating object-oriented code through artificial neural networks", Program: The Second Irish Neural Networks Conference, Page 2, Queen’s University Belfast.
1992 J. Brant Arseneau and Tim Spracklen, "Identifying abstract data type hierarchies using artificial neural networks", in G. Orchard, ed., ‘Neural Computing: Research and Applications II: Proceedings of the 3rd Irish Conference on Neural Networks’, Irish Neural Network Association, pp. 175-184.
Education
Ph.D. Conducted research in Electronic Engineering, University of Aberdeen, Scotland. Research topic entitled "The Application of Neural Networks to Software Reengineering". A UNIX based, C++ client-server software reengineering tool, using X Windows as the client, was developed, which mapped structured source code (COBOL) to an Object-Oriented representation (OMT) (N/C).
B.Sc. Received an Electronic Engineering degree from the University of New Brunswick, Canada. Studies concentrated on “Analog VLSI and Neural Networks", where a pattern recognition neural network was implemented in both discrete electronic components (similar to Addaline, by Widrow 1965) and then in 1.3 CMOS VLSI technologies using various tools including Workview & Cadence.
External links
- FIA: Futures Industry Association
- ISDA: Website of International Swaps and Derivatives Association
- OCC - Comptroller of the Currency, Administrator of National Banks
- Bank for International Settlements
- LiveJournal community about reverse engineering
- Program transformation wiki on Reverse Engineering
- Reverse Code Engineering, as entry point for Reverse Code Engineering
- Reengineering forum webpage, with links to conferences such as the Working Conference on Reverse Engineering
- Open Reverse Code Engineering Community website
- Introduction to Reverse Engineering Software, preprint of a book by Mike Perry and Nasko Oskov.
- Reverse Code Engineering Community