Concept
Risk aversion
Personnes associées (33)
Damir Filipovic
Damir 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.
Jacques Fellay
Jacques Fellay is a medical scientist with expertise in infectious diseases and human genomics. He obtained his MD from the University of Lausanne in 2002 and his PhD from University of Utrecht. After a clinical training in infectious diseases in Switzerland and a 4-years postdoctoral fellowship at Duke University, he joined the EPFL in April 2011 with an SNF Professorship.
On top of his EPFL affiliation, Jacques is also Head of Precision Medicine at the University Hospital (CHUV) in Lausanne, Group Leader at the Swiss Institute of Bioinformatics, and Co-director of the Health2030 Genome Center at Campus Biotech in Geneva.
Michel Bierlaire
Born in 1967, Michel Bierlaire holds a PhD in Mathematical Sciences from the Facultés Universitaires Notre-Dame de la Paix, Namur, Belgium (University of Namur). Between 1995 and 1998, he was research associate and project manager at the Intelligent Transportation Systems Program of the Massachusetts Institute of Technology (Cambridge, Ma, USA). Between 1998 and 2006, he was a junior faculty in the Operations Research group ROSO within the Institute of Mathematics at EPFL. In 2006, he was appointed associate professor in the School of Architecture, Civil and Environmental Engineering at EPFL, where he became the director of the Transport and Mobility laboratory. Since 2009, he is the director of TraCE, the Transportation Center. From 2009 to 2017, he was the director of Doctoral Program in Civil and Environmental Engineering at EPFL. In 2012, he was appointed full professor at EPFL. Since September 2017, he is the head of the Civil Engineering Institute at EPFL. His main expertise is in the design, development and applications of models and algorithms for the design, analysis and management of transportation systems. Namely, he has been active in demand modeling (discrete choice models, estimation of origin-destination matrices), operations research (scheduling, assignment, etc.) and Dynamic Traffic Management Systems. As of August 2021, he has published 136 papers in international journals, 4 books, 41 book chapters, 193 articles in conference proceedings, 182 technical reports, and has given 195 scientific seminars. His Google Scholar h-index is 68. He is the founder, organizer and lecturer of the EPFL Advanced Continuing Education Course "Discrete Choice Analysis: Predicting Demand and Market Shares". He is the founder of hEART: the European Association for Research in Transportation. He was the founding Editor-in-Chief of the EURO Journal on Transportation and Logistics, from 2011 to 2019. He is an Associate Editor of Operations Research. He is the editor of two special issues for the journal Transportation Research Part C. He has been member of the Editorial Advisory Board (EAB) of Transportation Research Part B since 1995, of Transportation Research Part C since January 1, 2006.
Ali H. Sayed
Ali H. Sayed est doyen de la Faculté des sciences et techniques de l’ingénieur (STI) de l'EPFL, en Suisse, où il dirige également le laboratoire de systèmes adaptatifs. Il a également été professeur émérite et président du département d'ingénierie électrique de l'UCLA. Il est reconnu comme un chercheur hautement cité et est membre de la US National Academy of Engineering. Il est également membre de l'Académie mondiale des sciences et a été président de l'IEEE Signal Processing Society en 2018 et 2019.
Le professeur Sayed est auteur et co-auteur de plus de 570 publications et de six monographies. Ses recherches portent sur plusieurs domaines, dont les théories d'adaptation et d'apprentissage, les sciences des données et des réseaux, l'inférence statistique et les systèmes multi-agents, entre autres.
Ses travaux ont été récompensés par plusieurs prix importants, notamment le prix Fourier de l'IEEE (2022), le prix de la société Norbert Wiener (2020) et le prix de l'éducation (2015) de la société de traitement des signaux de l'IEEE, le prix Papoulis (2014) de l'Association européenne de traitement des signaux, le Meritorious Service Award (2013) et le prix de la réalisation technique (2012) de la société de traitement des signaux de l'IEEE, le prix Terman (2005) de la société américaine de formation des ingénieurs, le prix de conférencier émérite (2005) de la société de traitement des signaux de l'IEEE, le prix Koweït (2003) et le prix Donald G. Fink (1996) de l'IEEE. Ses publications ont été récompensées par plusieurs prix du meilleur article de l'IEEE (2002, 2005, 2012, 2014) et de l'EURASIP (2015). Pour finir, Ali H. Sayed est aussi membre de l'IEEE, d'EURASIP et de l'American Association for the Advancement of Science (AAAS), l'éditeur de la revue Science.
Erwan Morellec
ERWAN MORELLEC is Swiss Finance Institute Professor and Professor of Finance at the Ecole Polytechnique Fédérale de Lausanne (EPFL), Switzerland. He is also the Head of the SFI Léman Centre, the Head of the SFI nation-wide PhD Program, and a CEPR Research Fellow. Formerly on the faculties of the Simon School of Business of the University of Rochester (USA) and HEC Lausanne (Switzerland), he holds a Ph.D. in Finance from HEC Paris.
Professor Morellec is most active in the areas of corporate finance and banking and has taught several courses on these subjects to undergraduate, MBA, and doctoral students. His recent research examines the effects of prudential regulation on banks' insolvency risk or the effects of financial market imperfections on corporate investment, financing, and risk management decisions. His research has been presented at major academic conferences and seminar series around the world and is published in top rated academic journals such as the Journal of Finance, the Journal of Financial Economics, the Review of Financial Studies, and the Journal of Economic Theory. He has received several research and teaching awards.
Maria del Carmen Sandi Perez
ACADEMIC POSITION:
Professor, Director of the Laboratory of Behavioral Genetics, Brain Mind Institute, Ecole Polytechnique Federale de Lausanne (EPFL), Switzerland.
EDUCATION:
BS MS Salamanca, Spain, 1984
PhD Cajal Institute, CSIC, and University Autonoma of Madrid, Spain, 1988
PROFESSIONAL EXPERIENCE:
Postdoc at INSERM, Bordeaux, France, and Cajal Institute Madrid, Spain, 1989-1990
Postdoc at the Open University, UK, 1991-1992, 1996
Research Associate, Cajal Institute, CSIC, Madrid, 1993-1995
Associate Professor Tenured, UNED University, Madrid, 1996-2003
Sabbatical Professor, University of Bern, Switzerland, 2002-2003
Assistant Professor Tenure-Track, EPFL, 2003-2007
Associate Professor Tenured, EPFL, 2007-2012
Full Professor, EPFL, 2012-
Director, Brain Mind Institute, EPFL, 2012-
PRINCIPAL BOARDS:
President, European Brain and Behavior Society (EBBS), 2009-2012
Editor-in-Chief Frontiers in Behavioral Neuroscience
Member of Scientific Advisory Panel, European College Neuropsychopharmacology (ECNP)
Member of the European Dana Alliance for the Brain (EDAB)
Associate Editor Frontiers in Neuroscience
Editorial Board Member Neurobiology of Learning and Memory
Editorial Board Member Journal of Psychiatry Research
Editorial Board Member Stress
Editorial Board Member Biology of Mood and Anxiety Disorders
Editorial Board Member Neuroscience and Biobehavioral Reviews