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.
Roberto CastelloRoberto Castello is a senior scientist and group leader at the EPFL Laboratory of Solar Energy and Building Physics. Physicist by training, he has extensive experience in collecting, classifying and interpreting large datasets using advanced data mining techniques and statistical methods. He received his MSc (2007) in Particle Physics and PhD (2010) in Physics and Astrophysics from the University of Torino. He worked as a postdoctoral researcher at the Belgian National Research Fund (2011-2014) and at the CERN Experimental Physics Department (2015-2017) as a research fellow and data scientist. He is primary author of more than 20 peer-reviewed publications and he presented at major international conferences in the high energy physics domain.
In 2018 he joined the Solar Energy and Building Physics Laboratory (LESO-PB) to work on data mining and Machine Learning techniques for the built environment and renewable energy. His main research interests are: spatio-temporal modeling of renewable energy potential, energy consumption forecasting techniques, anomaly detection, and computer vision techniques for automated classification in the built environment.
He leads the group of Urban Data Mining, Intelligence and Simulation at LESO-PB and he is a member of the NRP75 Big Data project (HyEnergy) of the Swiss National Science Foundation. He is a member of the Swiss Competence Centre for Energy Research (SCCER) and deputy leader of the working group on Leveraging Ubiquitous Energy Data. He has served as a scientific committee member, workshop organizer and speaker at international conferences (ICAE 2020, Applied Machine Learning Days 2019 and 2020, CISBAT 2019 and 2021 and SDS2020).
Since 2017 he is member of the Geneva 2030 Ecosystem network, promoting the United Nations agenda towards the realization of the Sustainable Development Goals (SDGs).
