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Lionel Coulot
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Doctoral Program in Computer, Communication and Information Sciences
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PhD student
birth date: 28.06.1984
nationality: Swiss
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office(s):
BC343
phone(s): [+41 21 69] 35125
private phone: +41 (0) 78 739 72 60
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MISSION
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I am currently a PhD candidate at EPFL School of Computer and Communications Sciences. My research interest is in the area of signal processing applied to finance.
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BIOGRAPHY
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> Since September 2008: PhD student in Computer and Communication Science, EPFL & LGT Capital Management AG , Pfäffikon (SZ), Switzerland. Thesis director: Prof. Martin Vetterli . Co-thesis director: Prof. Peter Bossaerts.
> January 2008 - August 2008: Quantitative Analyst Trainee, Investment Management Equity, LGT Capital Management AG
> April 2007 - October 2007: Visiting Student, Web Search and Mining Group, Microsoft Research Asia , Beijing, PRC. Mentor Jing Feng, Academic advisor Prof. Martin Vetterli
> August 2006: Intern, IT Marketing, Lombard Odier Darier Hentsch and Co , Geneva, Switzerland
> October 2005 - October 2007: Master student in Communication Systems, Track in Information and Internet Security, EPFL
> May 2005 - August 2005: Research assistant, Department of Electrical and Computer Engineering, Carnegie Mellon University , Pittsburgh PA, Advisor: Prof. José M. F. Moura
> August 2004 - May 2005: Exchange undergraduate student, Carnegie Mellon University (CMU) , Pittsburgh PA, USA
> October 2002 - July 2004: Undergraduate student in Communication Systems, EPFL
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ACADEMIC PROJECTS
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> February 2009 - July 2009: Implied Volatility for Barrier Options, Advisor: Dr. Olivier Lévêque (EPFL)
> September 2008 - February 2009: Detection of Insider Trading, Advisor: Prof. Martin Vetterli (EPFL) and Prof. Peter Bossaerts (EPFL)
> August 2006 - May 2007: Sampling signals with finite rate of innovation in the presence of noise, Advisor: Prof. Martin Vetterli (EPFL), Prof. Pier Luigi Dragotti (Imperial College, London) and Dr. Thierry Blu (EPFL)
> March 2005 - March 2006: Segmentation of multicellular immofluorescence microscopy images, Advisor: Prof. Jelena Kovacevic (CMU), Prof. José M. F. Moura (CMU) and Prof. Robert F. Murphy (CMU)
> January 2005 - May 2005: Study and simulation (Java) of small-world effect in networks, Advisor: Prof. José. M. F. Moura (CMU)
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STUDENT ASSOCIATION
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> February 2006 - March 2007 : Forum EPFL , Public Relations and Consultant
> January 2004 - April 2004: Sysmic, Responsible for catering
> October 2003 - July 2004: Coach of first year undergraduates
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MAIN PUBLICATIONS
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Sparse Sampling of Signal Innovation: Algorithms and Performance Bound, Thierry Blu, Pier Luigi Dragotti, Martin Vetterli, Pina Marziliano and Lionel Coulot, IEEE Signal Processing Magazine, Special Issue on Compressed Sampling, vol. 25, no. 2, p. 31-40, March 2008
Topology preserving STACS segmentation of protein subcellular location images, J. Kovačević, G. Srinivasa, A. Chebira, L. Coulot, H. Kirschner, J.M.F. Moura, E.G. Osuna and R.F. Murphy, Proc Int. Congr. of the Int. Soc. for Analyt. Cytology Image Anal. and Recogn., Quebec, Canada, May 2006
Topology Preserving STACS Segmentation of Protein Subcellular Location Images, Lionel Coulot, Heather Kirschner, Amina Chebira, José M. F. Moura, Jelena Kovacevic, Elvira Garcia Osuna and Robert Murphy, Proceeding of the IEEE International Symposium on Biomedical Imaging, Arlington, VA, April 2006
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Student