Damir FilipovicDamir Filipovic holds the Swissquote Chair in Quantitative Finance and is Swiss Finance Institute Professor at the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland. Prior to this, he was head of the Vienna Institute of Finance and professor at the University of Vienna. He previously held the chair of financial and insurance mathematics at the University of Munich, and he was on the faculty of Princeton University. He received his Ph.D. in mathematics from ETH Zurich in 2000. Damir Filipovic worked as a scientific consultant for the Swiss Federal Office of Private Insurance from 2003 to 2004. There he co-developed the Swiss Solvency Test, which defines the regulatory capital requirement for all Swiss based insurance companies and groups. He is on the editorial board of several academic journals. His research interests include the term structure of interest rates, credit and volatility risk, quantitative methods in risk management, and stochastic processes. His papers have been published in a variety of academic journals including the Journal of Financial Economics, Mathematical Finance, Finance and Stochastics, and the Annals of Applied Probability. He is the author of a textbook titled Term-Structure Models.
Simone DeparisExpertise
Simone Deparis is a professor at EPFL specializing in applied mathematics, numerical analysis, and the didactics of university-level mathematics. His research spans computational modeling for biomedical applications and innovations in mathematics education, with a focus on equity, self-efficacy, and assessment reform in large STEM cohorts.
Mission
Our group conducts research at the intersection of applied mathematics and learning sciences. In applied mathematics, we focus on modeling and simulatio
Laura GrigoriExpertise
Numerical linear algebra, deterministic and randomized algorithmsHigh performance computing for scientific applicationsHigh dimensional problems and tensor computationsApplications in astrophysics, molecular simulations, etcCombinatorial scientific computingMathematical Software
Teaching & PhD PhD Students Israa Fakih, Zhipeng Xue, Andrea Di Antonio, Mariana Graciela Martinez Aguilar, Guifré Sánchez i Serra Courses Numerical analysis and computational mathematics MATH-456 The cou
Guillaume AnciauxResearchResearch Topics My research can be decomposed in three main blocks:First, the main goal of my current research is the physical description of contact interactions. I performed numerous studies of this topic using different models from the continuum scale down to atomistic scale. Since atomic phenomena and macroscopic observations are linked, the physics of contact needs the simultaneous consideration of several scales. For instance, plasticity is a theory defined for the macroscopic scale whereas t
Berend SmitBerend Smit received an MSc in Chemical Engineering in 1987 and an MSc in Physics both from the Technical University in Delft (the Netherlands). He received in 1990 cum laude PhD in Chemistry from Utrecht University (the Netherlands). He was a (senior) Research Physicists at Shell Research from 1988-1997, Professor of Computational Chemistry at the University of Amsterdam (the Netherlands) 1997-2007.
In 2004 Berend Smit was elected Director of the European Center of Atomic and Molecular Computations (CECAM) Lyon France. Since 2007 he is Professor of Chemical Engineering and Chemistry at U.C. Berkeley and Faculty Chemist at Materials Sciences Division, Lawrence Berkeley National Laboratory. Since 2014 he has been director of the Energy Center at EPFL.
Michaël UnserExpertise
Image Processing, Medical Imaging, Biological Imaging, Wavelets, Splines, Multiresolution
Michael Unser is Full Professor with EPFL’s school of Engineering and the academic director of EPFL's Center for Imaging, Lausanne, Switzerland. His primary areas of investigation are signal processing, biomedical imaging and applied functional analysis. He is internationally recognized for his research contributions to sampling theory, wavelets, the use of splines for image processing, stochastic processes,
Nicolas Henri Bernard FlammarionNicolas Flammarion is a tenure-track assistant professor in computer science at EPFL. Prior to that, he was a postdoctoral fellow at UC Berkeley, hosted by Michael I. Jordan. He received his PhD in 2017 from Ecole Normale Superieure in Paris, where he was advised by Alexandre d’Aspremont and Francis Bach. In 2018 he received the prize of the Fondation Mathematique Jacques Hadamard for the best PhD thesis in the field of optimization. His research focuses primarily on learning problems at the interface of machine learning, statistics and optimization.
Emma Elizabeth TolleyI studied the universe at the smallest scales at the Large Hadron Collider, now we're getting ready to study it at the largest scales with the Square Kilometer Array. My research focuses on developing high-performance computing and new data science techniques to image and analyse the radio sky.
Teaching & PhD PhD Students Markus Johan Bredberg, Ashutosh Kumar Mishra Past EPFL PhD Students as codirector Shreyam Parth Krishna Courses General physics : mechanics (english flipped classroom) PHYS-101
