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.
Harald HauTeaching & PhD Courses International Finance FIN-610 This is a doctoral level course introducing students to important topics in international finance. It also covers aspects of the recent financial crisis, such as market contagions, regulatory arbitrage and failure, stability issues of a currency union and of the banking system.
Volkan CevherVolkan Cevher received the B.Sc. (valedictorian) in electrical engineering from Bilkent University in Ankara, Turkey, in 1999 and the Ph.D. in electrical and computer engineering from the Georgia Institute of Technology in Atlanta, GA in 2005. He was a Research Scientist with the University of Maryland, College Park from 2006-2007 and also with Rice University in Houston, TX, from 2008-2009. Currently, he is an Associate Professor at the Swiss Federal Institute of Technology Lausanne and a Faculty Fellow in the Electrical and Computer Engineering Department at Rice University. His research interests include machine learning, signal processing theory, optimization theory and methods, and information theory. Dr. Cevher is an ELLIS fellow and was the recipient of the Google Faculty Research award in 2018, the IEEE Signal Processing Society Best Paper Award in 2016, a Best Paper Award at CAMSAP in 2015, a Best Paper Award at SPARS in 2009, and an ERC CG in 2016 as well as an ERC StG in 2011.
Sébastien OttTeaching & PhD Courses Large deviations MATH-533 An introduction to the theory of large deviations, focusing on studying examples and deriving the general theory from the ideas developed in the examples. Probability and statistics (for IC) MATH-232
Jean-Paul Richard KneibExpertise
Cosmology, Gravitational Lensing, Redshift Survey, First Galaxies, Cluster of Galaxies, Fiber-positioner robotic system, Radio Astronomy, Space Sustainibility
Current work
- Former Principal investigator of the SDSS-IV eBOSS project. This is an international project assembling more than 150 participants located mainly in Europe, USA and China. This project will observe 1.5 million galaxy and quasars over 2014-2020 to accurately measure the expansion history of the Universe. * Member of the DESI co
Julien HugonnierExpertise
Asset pricing theory, incomplete markets and financial frictions, general equilibrium theory, decision making under uncertainty
Teaching & PhD PhD Students Luca Pagliuca, Darius Nik Nejad Past EPFL PhD Students Rodolfo Javier Prieto Katunaric, Michael Hasler, Giuliano Antonio Curatola, Julien Cujean, Thomas Antonius Geelen, Nicolas Gauderon, Benoit Vincent Sylvain Cornet Past EPFL PhD Students as codirector Rémy Praz, Cagil Kocyigit, Alexis Marchal Courses Derivatives FIN-404 Thi
Semyon MalamudTeaching & PhD PhD Students Johannes Schwab, Onur Demiray, Giuseppe Matera Past EPFL PhD Students Rémy Praz, Evgeny Petrov, Yuan Zhang, Julien Arsène Blatt, Erik Hapnes, Teng Andrea Xu, Boris Kuznetsov Courses Big Data and Machine Learning for Financial Economics FIN-622 This class is an introduction to Machine Learning and High Dimensional Statistics in Finance. We start with purely empirical approach, focusing first on high dimensional regressions then moving to kernel methods and deep l
Thomas Alois WeberExpertise
- Credit collections - Decision making under risk - Economics (behavioral, environmental, theory) - Engineering economy - Investment criteria - Nonlinear systems - Optimal control - Risk - Sharing economy
Expertise
- Credit collections - Decision making under risk - Economics (behavioral, environmental, theory) - Engineering economy - Investment criteria - Nonlinear systems - Optimal control - Risk - Sharing economy
Teaching & PhD PhD Students Ru Zhang Past EPFL PhD Students Maryam Razeghian Jah
Nikolaos GeroliminisProf. Nikolas Geroliminis is an Associate Professor at EPFL and the head of the Urban Transport Systems Laboratory (LUTS). Before joining EPFL he was an Assistant Professor on the faculty of the Department of Civil Engineering at the University of Minnesota. He has a diploma in Civil Engineering from the National Technical University of Athens (NTUA) and a MSc and Ph.D. in civil engineering from University of California, Berkeley. He is an Associate Editor for Transportation Research part C and he also serves in the editorial board of TR, part B, Transportation Letters, Journal of ITS and of many international conferences. He is a member of the Transportation Research Board's Traffic Flow Theory Committee. His research interests focus primarily on urban transportation systems, traffic flow theory and control, public transportation and logistics, Optimization and Large Scale Networks. He is a recent recipient of the ERC Starting Grant METAFERW: Modeling and controlling traffic congestion and propagation in large-scale urban multimodal networks
Education
Diploma, 2003, Civil Engineering, National Technical University of Athens, Greece
M.S., 2004, Civil and Environmental Engineering, University of California at Berkeley
Ph.D., 2007, Civil and Environmental Engineering, University of California at Berkeley
Gaétan Jean A de RassenfosseGaétan is Assistant Professor Tenure Track in Science & Technology Policy at EPFL. He joined the Institute of Technology and Public Policy at the College of Management of Technology in late 2014. Prior to that, he was a research fellow then a senior research fellow at the University of Melbourne (Australia) from 2010 to 2014. He was affiliated with the Melbourne Institute of Applied Economic and Social Research at the Faculty of Business and Economics. Gaétan obtained a PhD in Economics from the Université libre de Bruxelles (Belgium), Solvay Brussels School of Economics and Management in 2010.
