Joseph Brant Arseneau

Joseph Brant Arseneau (born 3 September 1967) is mainly known in finance for his ability aid banks in the development of trading and risk systems. He was also involved in the development of the Renewable Energy Derivative, which is a structured product that securitizes renewable energy into property-based debt obligations backed by the cash flows of excess energy. Thus providing a responsible use of the environment to finance properties in third world countries. He was also the first to produce software reverse engineering tools in 1992 that used computational intelligence for the method of general computationals . At the University of Aberdeen he developed, [http://www.uni-koblenz.de/~ist/Reengineering/reengineering-forum-94.txt 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.

That same year, 1992, Brant and colleague, Dr. Iain Millar (expert on fault tolerant local area networks using Learning Automata and also known for having one of the first copies of Linux for his research into the TCP/IP stack in 1991) developed one of the first known web-based commercial prototype applications for Shell Oil in the United Kingdom. Brant has now devoted his time to applying computational intelligence to the financial markets including work in the following areas: [http://jbarseneau.wordpress.com/ Electronic Market Microstructure,] [http://jbrantarseneau.wordpress.com/ Computational Intelligence within Finance,] [http://arseneau.wordpress.com/ Advance Technology and Methods within Finance,] & [http://josephbrantarseneau.wordpress.com/ Global Finance: A Chaotic or Structured Network.]

Brant is also currently working on developing a new microfinancing method for lower income housing in developing countries that disregards credit risk and is based on the securitization of cash flows that are generated by the new houses. His organization plans to underwrite the cost of the houses until the cash flow can be claimed by the banks. The new method includes operational risk transfer and mitigation through insurance, weather derivatives and "world class" preventative maintenance programs. More will be published after patents are secured.

Biography

Brant is a scientist, practitioner, and entrepreneur combined, and endeavors to explore, advance, and apply new sciences to industry. In particular, he is interested in the financial services industry where he provides world class expertise and advice on the application and use of advance technology to investment strategies including the areas of econometrics and financial engineering. His primary areas of expertise is in biologically-inspired systems called computational intelligence, which include; neural networks, genetic algorithms, fuzzy logic, swarm intelligence, and intelligent agents. He also keeps his eyes on upcoming advances in science and technology; currently this includes quantum computing, network science, complexity, quantum gravity, and nanotechnology. As the financial markets continually change, so does the need for the underlying computational methods (some current comments can be found on the [http://jbrantarseneau.wordpress.com/ Computational Intelligence within Finance blog)] .

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 Red Hat, Inc, and Bob Young former CEO. Brant's background in open source began in 1991 when he was a member of the [http://www.erg.abdn.ac.uk/ Electronic Research Group] and received one of the first source copies of Linux from Linus Torvalds.

elected papers and articles

* 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): pp.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, p.2, Queen's University Belfast, Northern Ireland.
* 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.

External links

* [http://josephbrantarseneau.wordpress.com/ Blog: Global Finance: A Chaotic or Structured Network ]
* [http://brantarseneau.wordpress.com/ Blog: Advanced Financing Techniques & Technology]
* [http://jbrantarseneau.wordpress.com/ Blog: Computational Intelligence within Finance]
* [http://jbarseneau.wordpress.com/ Blog: Electronic Market Microstructure]
* [http://arseneau.wordpress.com/ Blog: Advanced Technology & Methods in Finance]
* [http://www.arseneau.org J. Brant Arseneau's homepage (last updated May, 2006)]
* [http://www.program-transformation.org/Main/BrantArseneau J. Brant Arseneau's Reverse Engineering web page]
* [http://www.erg.abdn.ac.uk/users/former/brant/ J. Brant Arseneau's homepage at the University of Aberdeen (1991)]