Julie Bjørner SøeTeaching & PhD Courses Interest rate and credit risk models FIN-416 This course gives an introduction to the modeling of interest rates and credit risk. Such models are used for the valuation of interest rate securities with and without credit risk, the management and hedging of bond portfolios and the valuation and usage of interest rate and credit derivatives.
Pascal FrossardTeaching & PhD PhD Students Yiming Qin, Alba Carballo Castro, Elisa Messori, Ke Wang, Sevda Ögüt, Tuna Alikasifoglu, William Cappelletti, Manuel Madeira, Mahdi Amiri, Ortal Yona Senouf, Vasiliki Rizou, Cem Bilaloglu, Abdellah Rahmani, Amel Abdelraheem, Jérémy Jean Philippe Baffou, Adam Hazimeh, Vincent Jung, Yike Zhao Past EPFL PhD Students Dan Jurca, Jean-Paul Wagner, Ivana Radulovic, Ivana Tosic, Effrosyni Kokiopoulou, Zafer Arican, Vijayaraghavan Thirumalai, Tamara Tosic, Eirina Bourtsoulatze, Elif Vur
François MaréchalPh D. in engineering Chemical process engineer
Researcher and lecturer in the field of computer aided process and energy systems engineering.
Lecturer in the mechanical engineering, electrical engineering and environmental sciences engineering in EPFL.
I'm responsible for the Minor in Energy of EPFL and I'm involved in 3 projects of the Competence Center in Energy and Mobility (2nd generation biofuel, Wood SOFC, and gas turbine development with CO2 mitigation) in which i'm contributing to the energy conversion system design and optimisation.
Short summary of my scientific carrer
After a graduation in chemical engineering from the University of Liège, I have obtained a Ph. D. from the University of Liège in the LASSC laboratory of Prof. Kalitventzeff (former president of the European working party on computer aided process engineering). This laboratory was one of the pioneering laboratory in the field of Computer Aided Process Engineering.
In the group of Professor Kalitventzeff, I have worked on the development and the applications of data reconciliation, process modelling and optimisation techniques in the chemical process industry, my experience ranges from nuclear power stations to chemical plants. In the LASSC, I have been responsible from the developments in the field of rational use of energy in the industry. My first research topic has been the methodological development of process integration techniques, combining the use of pinch based methods and of mathematical programming: e.g. for the design of multiperiod heat exchanger networks or Mixed integer non linear programming techniques for the optimal management of utility systems. Fronted with applications in the industry, my work then mainly concentrated on the optimal integration of utility systems considering not only the energy requirements but the cost of the energy requirements and the energy conversion systems. I developed methods for analysing and integrating the utility system, the steam networks, combustion (including waste fuel), gas turbines or other advanced energy conversion systems (cogeneration, refrigeration and heat). The techniques applied uses operation research tools like mixed integer linear programming and exergy analysis. In order to evaluate the results of the utility integration, a new graphical method for representing the integration of the utility systems has been developed. By the use of MILP techniques, the method developed for the utility integration has been extended to handled site scale problems, to incorporate environmental constraints and reduce the water usage. This method (the Effect Modelling and Optimisation method) has been successfully applied to the chemical plants industry, the pulp and paper industry and the power plant. Instead of focusing on academic problems, I mainly developed my research based on industrial applications that lead to valuable and applicable patented results. Recently the methods developed have been extended to realise the thermoeconomic optimisation of integrated systems like fuel cells. My present R&D work concerns the application of multi-objective optimisation strategies in the design of processes and integrated energy conversion systems.
Since 2001, Im working in the Industrial Energy Systems Laboratory (LENI) of Ecole Polytechnique fédérale de Lausanne (EPFL) where Im leading the R&D activities in the field of Computer Aided Analysis and Design of Industrial Energy Systems with a major focus on sustainable energy conversion system development using thermo-economic optimisation methodologies. A part from the application and the development of process integration techniques, that remains my major field of expertise, the applications concern :
Rational use of water and energy in Industrial processes and industrial production sites : projects with NESTLE, EDF, VEOLIA and Borregaard (pulp and paper).Energy conversion and process design : biofuels from waste biomass (with GASNAT, EGO and PSI), water dessalination and waste water treatment plant (VEOLIA), power plant design (ALSTOM), Energy conversion from geothermal sources (BFE). Integrated energy systems in urban areas : together with SCANE and SIG (GE) and IEA annexe 42 for micro-cogeneration systems.
I as well contributed to the definition of the 2000 Watt society and to studies concerning the emergence of green technologies on the market in the frame of the Alliance for Global Sustainability.
Touradj EbrahimiTouradj EBRAHIMI received his M.Sc. and Ph.D., both in Electrical Engineering, from the Swiss Federal Institute of Technology (EPFL), Lausanne, Switzerland, in 1989 and 1992 respectively. In 1993, he was a research engineer at the Corporate Research Laboratories of Sony Corporation in Tokyo, where he conducted research on advanced video compression techniques for storage applications. In 1994, he served as a research consultant at AT&T Bell Laboratories working on very low bitrate video coding. He is currently Professor at EPFL heading its Multimedia Signal Processing Group. He is also the Convenor of JPEG standardization Committee. He was also adjunct Professor with the Center of Quantifiable Quality of Service at Norwegian University of Science and Technology (NTNU)from 2008 to 2012.
Prof. Ebrahimi has been the recipient of various distinctions and awards, such as the IEEE and Swiss national ASE award, the SNF-PROFILE grant for advanced researchers, Four ISO-Certificates for key contributions to MPEG-4 and JPEG 2000, and the best paper award of IEEE Trans. on Consumer Electronics . He became a Fellow of the international society for optical engineering (SPIE) in 2003. Prof. Ebrahimi has initiated more than two dozen National, European and International cooperation projects with leading companies and research institutes around the world. He is a co-founder of Genista SA, a high-tech start-up company in the field of multimedia quality metrics. In 2002, he founded Emitall SA, start-up active in the area of media security and surveillance. In 2005, he founded EMITALL Surveillance SA, a start-up active in the field of privacy and protection. He is or has been associate Editor with various IEEE, SPIE, and EURASIP journals, such as IEEE Signal Processing Magazine, IEEE Trans. on Image Processing, IEEE Trans. on Multimedia, EURASIP Image Communication Journal, EURASIP Journal of Applied Signal Processing, SPIE Optical Engineering Magazine. Prof. Ebrahimi is a member of Scientific Advisory Board of various start-up and established companies in the general field of Information Technology. He has served as Scientific Expert and Evaluator for Research Funding Agencies such as those of European Commission, The Greek Ministry of Development, The Austrian National Foundation for Scientific Research, The Portuguese Science Foundation, as well as a number of Venture Capital Companies active in the field of Information Technologies and Communication Systems. His research interests include still, moving, and 3D image processing and coding, visual information security (rights protection, watermarking, authentication, data integrity, steganography), new media, and human computer interfaces (smart vision, brain computer interface).
He is the author or the co-author of more than 200 research publications, and holds 14 patents. Prof. Ebrahimi is a member of IEEE, SPIE, ACM and IS&T.
See the URL below for more details:
http://mmspl.epfl.ch Philippe ThalmannPhilippe Thalmann was born in Lausanne in 1963. He graduated in Economics from the University of Lausanne in 1984, where he earned a postgraduate diploma in Economics in 1986. Mr. Thalmann entered the doctoral program in Economics of Harvard University (Cambridge, U.S.A.) in 1986, which he completed with a Ph.D. in 1990. His dissertation is entitled: "Essays in the Economics of Government Revenues and Spending". Returning to Switzerland, he was hired as an assistant professor first at the University of Geneva (teachings in Public Economics), then at the University of Lausanne (teachings in Econometrics and Introductory Economics). Since 1994, Mr. Thalmann is associate professor of Economics as the Swiss Federal Institute of Technology at Lausanne.
Patrick ThiranPatrick Thiran is a full professor in network and systems theory at the School of Computer and Communication Sciences at EPFL. He holds an electrical engineering degree from the Université Catholique de Louvain, Louvain-la-Neuve, Belgium, an M.Sc. degree in electrical engineering from the University of California at Berkeley, USA, and he received the PhD degree from EPFL, in 1996. He became an adjunct professor in 1998, an assistant professor in 2002, an associate professor in 2006 and a full professor in 2011. He was with Sprint Advanced Technology Labs in Burlingame, California, in 2000-01.
His research interests are in communication and social networks, performance analysis and stochastic models. He is currently active in the analysis and design of wireless and PLC networks (scaling laws, medium access control), in network monitoring (network tomography, multi-layer networks), and data-driven network science. He also contributed to network calculus and to the theory of locally coupled neural networks and self-organizing maps.
He served as an associate editor for the IEEE Transactions on Circuits and Systems in 1997-99 and for the IEEE/ACM Transactions on Networking in 2006-10. He is currently on the editorial board of the IEEE Journal on Selected Areas in Communication. He is/was on the program committee of different conferences in networking, including ACM Sigcomm, Sigmetrics, IMC, CoNext and IEEE Infocom. He was TPC chair of AMC IMC 2011 and CoNext 2012. He is a Fellow of the Belgian American Educational Foundation and of the IEEE. He received the 1996 EPFL Doctoral Prize and the 2008 Crédit Suisse Teaching Award.
Kai RenKai Ren received his Bachelor's degree in Electrical Engineering from the University of Victoria, and his Master's degree in Electrical and Computer Engineering from the University of British Columbia, Canada. His research interest is the safe motion planning of autonomous systems in uncertain and dynamic environments. His master's thesis investigated a safe and risk-aware Model Predictive Control framework under multimodal environmental uncertainties. Education M.ASc | Electrical and Computer Enginee
Sandrine GerberSandrine Gerber studied chemistry at the "Ecole Nationale Supérieure de Chimie de Paris" in France, where she obtained a diploma of chemical engineer in 1993. The same year she obtained a DEA (Master degree) of organic chemistry at the University Pierre et Marie Curie (Paris VI, France). From 1993 to 1996 she did a PhD in organic chemistry under the supervision of Prof. Jean-Pierre Genêt at the Ecole Nationale Supérieure de Chimie de Paris. In 1996, she moved to University of Lausanne for a post-doctoral stay under the supervision of Prof. Pierre Vogel. In 1998, she was appointed Maître-Assistante at the Institute of Organic Chemistry in the University of Lausanne. In 2003, she obtained the habilitation to direct research from the University Pierre et Marie Curie (Paris VI, France). The same year, she was appointed scientific adjunct at the EPFL and senior scientist (Maître d'Enseignement et de Recherche) in 2006. In December 2014, she was promoted to titular professor. Since September 2007, Sandrine Gerber is deputy to the director of the Institute of Chemical Sciences and Engineering (ISIC). She is also member of the Board of Directors of the Swiss Chemical Society. Since 2007, Sandrine Gerber is part-time lecturer at the university of Fribourg. She was awarded the Prize Eugene Schueller in 1997, the Prize Dufour for prospective organic chemistry in 2005 and the Werner Prize 2010. She also received a special mention in recognition of exceptional quality of pedagogic competencies in the teaching of basic sciences, given by the Direction of the School of Biology and Medicine from the University of Lausanne, in 2013. In October 2018, she will receive the Prize for Excellence in Teaching from the section of Chemistry and Chemical Engineering.
Auke IjspeertAuke Ijspeert is a full professor at the EPFL, and head of the Biorobotics Laboratory (BioRob). He has a B.Sc./M.Sc. in physics from the EPFL (1995), and a PhD in artificial intelligence from the University of Edinburgh (1999). He carried out postdocs at IDSIA and EPFL, and at the University of Southern California (USC). He then became a research assistant professor at USC, and an external collaborator at ATR (Advanced Telecommunications Research institute) in Japan. In 2002, he came back to the EPFL as an SNF assistant professor. He was promoted to associate professor in October 2009 and to full professor in April 2016. His primary affiliation is with the Institute of Bioengineering, and secondary affiliation with the Institute of Mechanical Engineering. His research interests are at the intersection between robotics, computational neuroscience, nonlinear dynamical systems, and machine learning. He is interested in using numerical simulations and robots to get a better understanding of sensorimotor coordination in animals, and in using inspiration from biology to design novel types of robots and adaptive controllers. (see for instance Ijspeert et al Science 2007, Ijspeert Science 2014, and Nyakatura et al Nature 2019). He is also investigating how to assist people with limited mobility using exoskeletons and assistive furniture. He is regularly invited to give talks on these topics (e.g. TED talk given at TED Global Geneva, Dec 8 2015). With his colleagues, he has received paper awards at ICRA2002, CLAWAR2005, IEEE Humanoids 2007, IEEE ROMAN 2014, CLAWAR 2015, SAB2018, and CLAWAR 2019. He is an IEEE Fellow, member of the Board of Reviewing Editors of Science magazine, and associate editor for the IEEE Transactions on Medical Robotics and Bionics and for the International Journal of Humanoid Robotics. He has acted as an associate editor for the IEEE Transactions on Robotics (2009-2013) and for Soft Robotics (2018-2021). He was a guest editor for the Proceedings of IEEE, IEEE Transactions on Biomedical Engineering, Autonomous Robots, IEEE Robotics and Automation Magazine, and Biological Cybernetics. He has been the organizer of 7 international conferences (BioADIT2004, SAB2004, AMAM2005, BioADIT2006, LATSIS2006, SSRR2016, AMAM2019), and a program committee member of over 50 conferences.
Andreas FusterAndreas Fuster is an Associate Professor of Finance at Swiss Finance Institute @ EPFL and a Research Fellow at the CEPR. Previously, he worked at the Federal Reserve Bank of New York and the Swiss National Bank. Andreas's main research interests are in empirical finance, macroeconomics, and behavioral economics. His recent work has focused in particular on the effects of technological advances on household credit markets. Andreas’s research has been published in academic journals such as the Quarterly Journal of Economics, the Review of Economic Studies, the Journal of Finance, and the Review of Financial Studies. Andreas obtained his Ph.D. from Harvard University and also holds an M.Phil. from Oxford University and a B.A. from the University of Lausanne (Switzerland), all in economics.
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