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 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
Andreas PautzEnseignement et PhD Doctorant·es actuel·les Sofia Portolan, Michel Saliba, Bishal Torrente, Alexis Paul Boris Claude Dupont-Bembinoff, Cynthia Camila Güttlein A dirigé les thèses EPFL de 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, Lubom
Fabrizio SossanExpertise
Mathematical Modelling, Forecasting and Optimization for Power System Applications
Enseignement et PhD Doctorant·es actuel·les Keyu Jia A co-dirigé les thèses EPFL de Yihui Zuo, Mohsen Kalantar Neyestanaki, Rahul Kumar Gupta Cours Energy storage systems EE-466 Ce cours présente les principales technologies de stockage d'énergie, leurs attributs, leurs modèles mathématiques et leurs applications (stationnaires et mobiles), de la conception à l'exploitation et au contrôle, avec un
Hannes Markus PeterEnseignement et PhD Doctorant·es actuel·les Zhe Liu, Aleksei Dukat, Martin Boutroux, Jingyi Hou, Léa Francomme, Stefan Eckensperger, Lisa Theis A co-dirigé les thèses EPFL de David Scheidweiler, Anna Depetris, Jade Brandani, David Touchette Cours Hidden rivers PENS-219 Hidden Rivers vise à répondre au besoin d'une compréhension interdisciplinaire des problématiques liées aux cours d'eau urbains, à travers les relations écologiques, hydrologiques et spatiales que l'on retrouve dans les pays
Stefano Francesco BurzioExpertise
Analyse et modélisation des phénomènes naturels non linéaires. équations aux différentielles partielles hyperboliques. Méthodes des éléments finis.
Enseignement et PhD Cours Dynamic finite element analysis of structures ME-473 Le cours présente l'analyse numérique des structures en trois dimensions en utilisant la méthode des éléments finis dans le cadre de l'élasticité linéaire. Les étudiants acquerront une maîtrise des techniques numériques les plus couramment utilisées en dynami
Emmanuel Pierre Jean RavaletExpertise
Etudes UrbainesEconomie des territoiresSociologiemobilités quotidiennességrégations urbainesAmérique Latine / Afrique de l'Ouest
Titulaire d'un doctorat en Economie des Transports de l'Université de Lyon et d'un PhD en Etudes Urbaines de l'INRS-UCS, Montréal, Emmanuel Ravalet est chercheur sénior au Laboratoire de Sociologie Urbaine (LaSUR), à l'Ecole Polytechnique Fédérale de Lausanne. Son travail de thèse a porté sur l'approche croisée de la ségrégation résidentielle et des comportements de mobi
Sébastien OttEnseignement et PhD Cours Large deviations MATH-533 Un cours d'introduction à la théorie des grandes déviations, basé sur le développement de la théorie général à partir de principes tirés d'exemples spécifiques. Probability and statistics (for IC) MATH-232
Harald HauEnseignement et PhD Cours International Finance FIN-610 The course familiarizes students with research topics in international finance.
Julien HugonnierEnseignement et PhD Doctorant·es actuel·les Luca Pagliuca, Darius Nik Nejad A dirigé les thèses EPFL de Rodolfo Javier Prieto Katunaric, Michael Hasler, Giuliano Antonio Curatola, Julien Cujean, Thomas Antonius Geelen, Nicolas Gauderon, Benoit Vincent Sylvain Cornet A co-dirigé les thèses EPFL de Rémy Praz, Cagil Kocyigit, Alexis Marchal Cours Derivatives FIN-404 Le but de ce cours est de donner une description détaillée des modèles standard d'évaluation et de couverture des produits dériv
Thomas Alois WeberEnseignement et PhD Doctorant·es actuel·les Ru Zhang A dirigé les thèses EPFL de Maryam Razeghian Jahromi, Michael Mark, Han Jun A co-dirigé les thèses EPFL de Raphaël Klein Cours Information: strategy & economics MGT-431 Introduction à l'économie de l'information et ses ramifications stratégiques. Les principaux objectifs sont d'utiliser la théorie économique pour comprendre les interactions stratégiques en présence d'incertitude, estimer la valeur de l'information et analyser la stratégi
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
