Damien ChalletEnseignement et PhD Cours Financial big data FIN-525 La première partie du cours introduit des méthodes modernes pour acquérir, nettoyer et analyser de grandes quantités de données financières de façon efficace. La deuxième partie applique ces techniques à l'analyse financière, en particulier aux données intraday et aux stratégies d'investissement
Federica ZeniEnseignement et PhD Cours Sustainable Finance FIN-400 Le cours de Finance Durable est un programme interdisciplinaire destiné aux étudiants en master qui souhaitent comprendre comment le changement climatique transforment les marchés financiers, et comment les marchés financiers peuvent être mobilisés pour relever le défi climatique. Sustainable Management and Finance HUM-289 Ce cours introduit les bases de la gestion et de la finance durables : défaillances de marché, extern
Guillaume Alexandre C OlikierExpertise
Optimisation continue, analyse numérique
Guillaume Olikier est chercheur postdoctoral (Instructeur Bernoulli) au sein de l'Institut de Mathématiques à l'EPFL. Il a obtenu un master d'ingénieur en mathématiques appliquées (2017) et un doctorat en sciences de l'ingénieur et technologie (2023) de l'UCLouvain, Louvain-la-Neuve, Belgique. De 2023 à 2025, il était chercheur postdoctoral (Starting Research Position) au centre Inria d'Université Côte d’Azur, Sophia Antipolis, France . Son principal domain
Luisa LambertiniLuisa Lambertini is Full Professor at the Ecole Polytechnique Federale de Lausanne (EPFL), where she holds the Chair of International Finance. She received her Ph.D. in Economics from the University of California at Berkeley in 1995, her Master of Science in Economics from Warwick University in 1989 and a Laurea cum Laude from the Universita' degli Studi di Bologna in 1987. Prior to coming to EPFL, Professor Lambertini was Associate Professor at Claremont McKenna College 2005-06, Associate Professor at Boston College 2003-06 and Assistant Professor at the University of California at Los Angeles 1995-03. Professor Lambertini's research is in international finance, open-economy macroeconomics and political economy. She studies how monetary and fiscal policies affect the economy, how they interact and how they can be used to achieve good economic outcomes and improve social welfare. Professor Lambertini's research focuses on how monetary and fiscal institutions should be designed to successfully mitigate the impact of unexpected shocks while pursuing long-run goals consistent with price stability and fiscal sustainability. These issues are even more important for small open economies in an interdependent world and for countries that adopt a common currency. Professor Lambertini has published articles in the American Economic Review, the Review of Economic Studies, the European Economic Review, the Journal of International Economics and the Economic Journal, among others. She was a Consultant in the Fiscal Policies Division of the European Central Bank and she has organized several international conferences. More details on my CV
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.
Jean-Paul Richard KneibEnseignement et PhD Doctorant·es actuel·les Oliver Pineda Suarez, Robert Daniel Kincaid, Ethan Daniel Tregidga, Belén Yu Irureta-Goyena Chang, Elisabeth Andréa Cécile Rachith, Shengyu He, Aurélien Thomas Mathieu Verdier, Timour Jestin A dirigé les thèses EPFL de Markus Rexroth, Luzius Gregor Kronig, Christoph Ernst René Schäfer, Vasileios Angelopoulos, Michaël Juillard, Amélie Tamone, Andrei Variu, Yoan Rappaz, Anne-Marlene Rüede, Jiaxi Yu, Daniel Felipe Forero Sanchez, Beauchesne Benjamin Emmanuel Nicola
Mathieu SalzmannI am a Senior Researcher at EPFL-CVLab, and, since May 2020, an Artificial Intelligence Engineer at ClearSpace (50%). Previously, I was a Senior Researcher and Research Leader in NICTA's computer vision research group. Prior to this, from Sept. 2010 to Jan 2012, I was a Research Assistant Professor at TTI-Chicago, and, from Feb. 2009 to Aug. 2010, a postdoctoral fellow at ICSI and EECS at UC Berkeley under the supervision of Prof. Trevor Darrell. I obtained my PhD in Jan. 2009 from EPFL under the supervision of Prof. Pascal Fua.
Christophe BallifChristophe Ballif is director of the Phototovoltaics and Thin Film Electronics Laboratoryb) (PV-Lab at the institute of microengineering (IMT) in Neuchâtel (part of the EPFL since 2009). The lab focus is on the science and technology of high efficiency heterojunction crystalline cells,so-called passivating contacts for solar cells, multi-junction solar cells include novel generation Perovskite on innovative optical high speed detector and on various macroelectronics application. It also deals with energy management with a focus on integration of solar electricity into the energy system. The PV-Lab has strongly contributed to technology transfer and industrialization of novel devices and full technology with numerous companies. Christophe Ballif graduated as a physicist from the EPFL in 1994, where he also obtained in 1998 his Phd degree working on novel PV materials. He accomplished his postdoctoral research at NREL (Golden, US) on compound semiconductor solar cells (CIGS and CdTe). He worked then at the Fraunhofer ISE (Ge) on crystalline silicon photovoltaics (monocrystalline and multi-crystalline) until 2003 and then at the EMPA in Thun (CH) before becoming full professor at the University of Neuchâtel IMT in 2004, taking over the chair of Prof. A. Shah. Since 2013, C.Ballif is also the director of the new CSEM PV-Center, also located in Neuchâtel. The CSEM PV-Center is focussing more on industrialisation and technology transfer in the field of solar energy, including solar electricity management and storage. At the core of the CSEM PV-center activities lies several "pilot lines" for various kinds of solar cells manufacturing, with a focus coating technologies, wet chemistry processes for crystalline silicon, metalisation techniques for solar cells, and a platform for developing "ideal packaging solutions and polymers" for PV modules. In addition, joined facitilites between CSEM and EPFL of over 800 m2 are available for modules manufacturing, measuring and accelerated aging. CSEM PV-center has also full team dedicated to storage and energy systems and operates a joined center with BFH in Biel for research on electrochemical storage. He (co-) authored over 500 journal and technical papers, as well as several patents. He is an elected member of the SATW, member of the scientific council of the Swiss AEE, and member of the board of the EPFL Energy center. In 2016, he recieved the Becquerel prize for his contributions to the field of high efficiency photovoltaics.
