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.
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.
Jan Sickmann HesthavenProf. Hesthaven received an M.Sc. in computational physics from the Technical University of Denmark (DTU) in August 1991. During the studies, the last 6 months of 1989 was spend at JET, the european fusion laboratory in Culham, UK. Following graduation, he was awarded a 3 year fellowship to begin work towards a Ph.D. at Riso National Laboratory in the Department of Optics and Fluid Dynamics. During the 3 years of study, the academic year of 1993-1994 was spend in the Division of Applied Mathematics at Brown University and three 3 months during the summer of 1994 in Department of Mathematics and Statistics at University of New Mexico. In August 1995, he recieved a Ph.D. in Numerical Analysis from the Institute of Mathematical Modelling (DTU). Following graduation in August 1995, he was awarded an NSF Postdoctoral Fellowship in Advanced Scientific Computing and was approinted Visiting Assistant Professor in the Division of Applied Mathematics at Brown University. In December of 1996, he was appointed consultant to the Institute of Computer Applications in Science and Engineering(ICASE) at NASA Langley Research Center (NASA LaRC). As of July 1999, he was appointed Assistant Professor of Applied Mathematics, in September 2000 he was awarded an Alfred P. Sloan Fellowship, as of July 2001 he was awarded a Manning Assistant Professorship, and in March 2002, he was awarded an NSF Career Award. In January 2003, he was promoted to Associate Professor of Applied Mathematics with tenure and in May 2004 he was awarded Philip J. Bray Award for Excellence in Teaching in the Sciences (the highest award given for teaching excellence in all sciences at Brown University). He was promoted to Professor of Applied Mathematics as of July 2005. From October 2006 to June 2013, he was the Founding Director of the Center for Computation and Visualization (CCV) at Brown University. As of October 2007, he holds the (honorary) title of Professor (Adjunct) at the Technical University of Denmark. In November 2009, he successfully defended his dr.techn thesis at the Technical University of Denmark and was rewarded the degree of Doctor Technices -- the highest academic distinction awarded based on ... substantial and lasting contributions that has helped to move the research area forward and penetrated into applications. As grant Co-PI he served from Aug 2010 to June 2013 as Deputy Director of the Institute of Computational and Experimental Research in Mathematics (ICERM), the newest NSF Mathematical Sciences Research Institute. After having spend his entire academic career at Brown University, Prof Hesthaven decided to pursue new challenges and joined the Mathematics Institute of Computational Science and Engineering (MATHICSE) at Ecole Polytechnique Fédérale de Lausanne (EPFL) in Switzerland in July 2013. In March 2014 he was elected SIAM Fellow for contributions to high-order methods for partial differential equations.
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
Andreas PautzTeaching & PhD PhD Students Sofia Portolan, Michel Saliba, Bishal Torrente, Alexis Paul Boris Claude Dupont-Bembinoff, Cynthia Camila Güttlein Past EPFL PhD Students Ting Zhu, Vladimir Vladimirov Brankov, Boris Aviv Hombourger, Damar Canggih Wicaksono, Petra Mala, Adolfo Rais, Valentyn Bykov, Daniel Jerôme Siefman, Evgeny Nikitin, Dionysios Chionis, Oskari Ville Pakari, Friederike Bostelmann, Jiani Gao, Efstathios Vlassopoulos, Alessandro Scolaro, Stefan Radman, Alexander Aures, Lubomír Bures, Ahmed Salah
Fabrizio SossanExpertise
Mathematical Modelling, Forecasting and Optimization for Power System Applications
Current work
He is currently working on (i) forecasting of the electrical load in application to real-time control of micro-grids and (ii) planning and development of the power system infrastructure under an increased penetration of distributed generation.
Fabrizio is an Italian citizen and was born in Genova on 9th April 1985. He got his B.Sc. and M.Sc. in Computer Engineering from the University of Genova in 2007
Hannes Markus PeterCurrent work
I am a microbial ecologist and mainly interested in factors shaping bacterial communities and functioning in freshwater ecosystems. I use combinations of field observations, experiments and molecular techniques to test hypotheses regarding the assembly of microbial communities, the influence of environmental variability and relationships between diversity and funcioning. I enjoy working in alpine environments, which are sensitive to climate change and represent excellent model systems.
Teaching
Stefano Francesco BurzioExpertise
Analysis and modeling of nonlinear phenomena occurring in mathematical physics. Hyperbolic partial differential equations. Finite element method.
Education Mathematics | Mathematics 2015 – 2020 EPFL Directed by Joachim Krieger MAS / Diplôme d'enseignement pour le degré secondaire 2 | Pedagogy 2019 – 2020 HEP Vaud Master of Science | Mathematics 2011 – 2014 University of Turin Directed by Susanna
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