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 est professeur à l’EPFL, spécialisé en mathématiques appliquées, analyse numérique et didactique des mathématiques à l’université. Ses recherches portent à la fois sur la modélisation computationnelle pour les applications biomédicales et sur l’innovation pédagogique, avec un accent sur l’équité, l’auto-efficacité et la réforme de l’évaluation dans les grands cursus scientifiques.
Mission
Mes recherches portent sur les mathématiques appliquées et les sciences de l’apprentissage. En
Laura GrigoriExpertise
Numerical linear algebra, deterministic and randomized algorithmsHigh performance computing for scientific applicationsHigh dimensional problems and tensor computationsCombinatorial scientific computingMathematical Software
Enseignement et PhD Doctorant·es actuel·les Israa Fakih, Zhipeng Xue, Andrea Di Antonio, Mariana Graciela Martinez Aguilar, Guifré Sánchez i Serra Cours Numerical analysis and computational mathematics MATH-456 Ce cours offre une introduction au calcul scienti
Guillaume AnciauxEnseignement et PhD Doctorant·es actuel·les Parissasadat Alavi, Thibault Ghesquière-Diérickx A co-dirigé les thèses EPFL de Srinivasa Babu Ramisetti, Jaehyun Cho, Lucas Frérot, Mohit Pundir, Manon Eugénie Voisin--Leprince Cours Modélisation numérique des solides et structures CIVIL-321 La modélisation numérique des solides est abordée à travers la méthode des éléments finis. Les aspects purement analytiques sont d'abord présentés, puis les moyens d'interpolation, d'intégration et de résolu
Berend SmitEnseignement et PhD Doctorant·es actuel·les Anastasia Blokhina, Raluca-Ana Kessler, Seyed Amirmohammad Elahi, Juliette Veronique Schleicher, Yutao Li, Xin Jin, Sara Bassetta, Beatriz Bueno Mouriño A dirigé les thèses EPFL de Samantha Lynn Anderson, Daniele Ongari, Andrzej Gladysiak, Seyedmohamad Moosavi, Arunraj Chidambaram, Bardiya Valizadeh, Stavroula Kampouri, Fatmah Ebrahim, Fatma Pelin Uran, Andres Adolfo Ortega Guerrero, Kevin Maik Jablonka, Elias Moubarak, Sauradeep Majumdar, Miriam Jasmin Pougin,
Michaël UnserExpertise
Image Processing Medical Imaging Biological Imaging Wavelets Splines Multiresolution
Enseignement et PhD Doctorant·es actuel·les Youssef Haouchat, Vincent Patrick Lawrence Guillemet, Bassam El Rawas, Stanislas Ducotterd, Mehrsa Pourya, Zhiyuan Hu A dirigé les thèses EPFL de Stefan Horbelt, Jan Kybic, Maria Arrate Munoz Barrutia, Manuela Feilner, Slavica Jonic, Mathews Jacob, Michael Liebling, Michael Sühling, Muthuvel Arigovindan, François Aguet, Cédric Vonesch, Ildar Khalidov, Sathish Ramani, F
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.
Enseignement et PhD Doctorant·es actuel·les Markus Johan Bredberg, Ashutosh Kumar Mishra A co-dirigé les thèses EPFL de Shreyam Parth Krishna Cours Physique générale : mécanique (classe inversée en anglais)
