Daniel Kuhn
Nationality: Swiss
EPFL CDM MTEI RAO
ODY 1 04 (Odyssea)
Station 5
1015 Lausanne
+41 21 693 01 22
+41 21 693 00 46
Office: ODY 1 04
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Expertise
- Decision-making under uncertainty
- Stochastic programming and robust optimization
- Data-driven optimization
- Stochastic programming and robust optimization
- Data-driven optimization
Daniel Kuhn is Professor of Operations Research at the College of Management of Technology at EPFL, where he holds the Chair of Risk Analytics and Optimization (RAO). His current research interests are focused on data-driven optimization, the development of efficient computational methods for the solution of stochastic and robust optimization problems and the design of approximation schemes that ensure their computational tractability. This work is primarily application-driven, the main application areas being engineered systems, machine learning, business analytics and finance.
Before joining EPFL, Daniel Kuhn was a faculty member in the Department of Computing at Imperial College London (2007-2013) and a postdoctoral research associate in the Department of Management Science and Engineering at Stanford University (2005-2006). He holds a PhD degree in Economics from University of St. Gallen and an MSc degree in Theoretical Physics from ETH Zurich. He is the editor-in-chief of Mathematical Programming.
Before joining EPFL, Daniel Kuhn was a faculty member in the Department of Computing at Imperial College London (2007-2013) and a postdoctoral research associate in the Department of Management Science and Engineering at Stanford University (2005-2006). He holds a PhD degree in Economics from University of St. Gallen and an MSc degree in Theoretical Physics from ETH Zurich. He is the editor-in-chief of Mathematical Programming.
Publications
2025
Optimality of Linear Policies in Distributionally Robust Linear Quadratic Control
2025Distributionally Robust Optimization
Acta Numerica. 2025. DOI : 10.1017/S0962492924000084.Global Group Fairness in Federated Learning via Function Tracking
Proceedings of the 28th International Conference on Artificial Intelligence and Statistics (AISTATS) [Forthcoming publication]. 2025. 28th International Conference on Artificial Intelligence and Statistics (AISTATS 2025), Mai Khao, Thailand, 2025-05-03 - 2025-05-05. DOI : 10.48550/arXiv.2503.15163.Towards Optimal Offline Reinforcement Learning
2025Distributionally Robust Optimal Allocation with Costly Verification
Operations Research. 2025. DOI : 10.1287/opre.2022.0662.Machine Learning in Decision-Making Systems: Fairness, Robustness, and Data Bias
Lausanne, EPFL, 2025. DOI : 10.5075/epfl-thesis-11191.Nash Equilibria, Regularization and Computation in Optimal Transport-Based Distributionally Robust Optimization
Operations Research. 2025. DOI : 10.48550/arXiv.2303.03900.Policy Gradient Algorithms for Robust MDPs with Non-Rectangular Uncertainty Sets
SIAM Journal On Optimization. 2025. DOI : 10.48550/arXiv.2305.19004.2024
Optimism in the Face of Ambiguity Principle for Multi-Armed Bandits
2024Frequency Regulation with Storage: On Losses and Profits
European Journal of Operational Research. 2024. DOI : 10.1016/j.ejor.2024.03.022.Wasserstein Distributionally Robust Optimization with Heterogeneous Data Sources
2024Regret Minimization and Separation in Multi-Bidder Multi-Item Auctions
INFORMS Journal on Computing. 2024. DOI : 10.1287/ijoc.2022.0275.A Pareto Dominance Principle for Data-Driven Optimization
Operations Research. 2024. DOI : 10.1287/opre.2021.0609.Reliable Frequency Regulation through Vehicle-to-Grid: Encoding Legislation with Robust Constraints
Manufacturing & Service Operations Management. 2024. DOI : 10.1287/msom.2022.0154.A Planner-Trader Decomposition for Multi-Market Hydro Scheduling
Operations Research. 2024. DOI : 10.1287/opre.2023.2456.Data-Driven Chance Constrained Programs over Wasserstein Balls
Operations Research. 2024. DOI : 10.1287/opre.2022.2330.Reliable data-driven decision-making through optimal transport
Lausanne, EPFL, 2024. DOI : 10.5075/epfl-thesis-10134.A Large Deviations Perspective on Policy Gradient Algorithms
2024. 6th Annual Learning for Dynamics & Control Conference, Oxford, UK, 2024-07-15 - 2024-07-17.Stability: a search for structure
Lausanne, EPFL, 2024. DOI : 10.5075/epfl-thesis-10550.A Geometric Unification of Distributionally Robust Covariance Estimators: Shrinking the Spectrum by Inflating the Ambiguity Set
2024Small Errors in Random Zeroth-Order Optimization are Imaginary
SIAM Journal on Optimization. 2024. DOI : 10.1137/22M1510261.2023
Bridging Bayesian and Minimax Mean Square Error Estimation via Wasserstein Distributionally Robust Optimization
Mathematics of Operations Research. 2023. DOI : 10.1287/moor.2021.1176.End-to-End Learning for Stochastic Optimization: A Bayesian Perspective
2023. 40th International Conference on Machine Learning, Honolulu, Hawaii, USA, July 23-29 2023. DOI : 10.48550/arXiv.2306.04174.A Unified Theory of Robust and Distributionally Robust Optimization via the Primal-Worst-Equals-Dual-Best Principle
Operations Research. 2023. DOI : 10.1287/opre.2021.0268.On Approximations of Data-Driven Chance Constrained Programs over Wasserstein Balls
Operations Research Letters. 2023. DOI : 10.1016/j.orl.2023.02.008.Discrete Optimal Transport with Independent Marginals is #P-Hard
SIAM Journal on Optimization. 2023. DOI : 10.1137/22M1482044.Contextual Stochastic Bilevel Optimization
2023. 37th Conference on Neural Information Processing Systems (NeurIPS), New Orleans, December 10-16, 2023. DOI : 10.48550/arXiv.2310.18535.Stability Verification of Neural Network Controllers using Mixed-Integer Programming
IEEE Transactions on Automatic Control. 2023. DOI : 10.1109/TAC.2023.3283213.Distributionally Robust Linear Quadratic Control
2023. 37th Conference on Neural Information Processing Systems (NeurIPS), New Orleans, December 10-16, 2023. DOI : 10.48550/arXiv.2305.17037.Efficient Learning of a Linear Dynamical System with Stability Guarantees
IEEE Transactions on Automatic Control. 2023. DOI : 10.1109/TAC.2022.3213770.Semi-Discrete Optimal Transport: Hardness, Regularization and Numerical Solution
Mathematical Programming. 2023. DOI : 10.1007/s10107-022-01856-x.PIQP: A Proximal Interior-Point Quadratic Programming Solver
2023 62Nd Ieee Conference On Decision And Control, Cdc. 2023. 62nd IEEE Conference on Decision and Control (CDC), Singapore, SINGAPORE, DEC 13-15, 2023. p. 1088 - 1093. DOI : 10.1109/CDC49753.2023.10383915.2022
Topological Linear System Identification via Moderate Deviations Theory
IEEE Control Systems Letters. 2022. DOI : 10.1109/LCSYS.2021.3072814.Robust Multidimensional Pricing: Separation without Regret
Mathematical Programming. 2022. DOI : 10.1007/s10107-021-01615-4.On Linear Optimization over Wasserstein Balls
Mathematical Programming. 2022. DOI : 10.1007/s10107-021-01673-8.Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator
Operations Research. 2022. DOI : 10.1287/opre.2020.2076.Metrizing Fairness
2022Vehicle-to-Grid for Reliable Frequency Regulation
Lausanne, EPFL, 2022. DOI : 10.5075/epfl-thesis-8542.Scenario Reduction Revisited: Fundamental Limits and Guarantees
Mathematical Programming. 2022. DOI : 10.1007/s10107-018-1269-1.2021
From Data to Decisions: Distributionally Robust Optimization is Optimal
Management Science. 2021. DOI : 10.1287/mnsc.2020.3678.Energy and Reserve Dispatch with Distributionally Robust Joint Chance Constraints
Operations Research Letters. 2021. DOI : 10.1016/j.orl.2021.01.012.Robust Generalization despite Distribution Shift via Minimum Discriminating Information
2021. 35th Conference on Neural Information Processing Systems (NeurIPS), Virtual, December 7-10, 2021.Mean-Covariance Robust Risk Measurement
2021A Statistical Test for Probabilistic Fairness
2021. ACM Conference on Fairness, Accountability, and Transparency, March 3-10, 2021. DOI : 10.1145/3442188.3445927.On Topological Equivalence in Linear Quadratic Optimal Control
2021 European Control Conference (ECC). 2021. 2021 European Control Conference (ECC), Rotterdam, Netherlands, June 29 - July 2, 2021. p. 2002 - 2007. DOI : 10.23919/ECC54610.2021.9654863.Sequential Domain Adaptation by Synthesizing Distributionally Robust Experts
International Conference On Machine Learning. 2021. 38th International Conference on Machine Learning (ICML 2021), Virtual, July 18-24, 2021. p. 7168 - 7179.Distributionally Robust Optimization with Markovian Data
Proceedings of the 38th International Conference on Machine Learning. 2021. 38th International Conference on Machine Learning, Virtual, July 18-24, 2021. p. 6493 - 6503.2020
Distributional Robustness in Mechanism Design
Lausanne, EPFL, 2020. DOI : 10.5075/epfl-thesis-7442.Distributionally Robust Optimization with Polynomial Densities: Theory, Models and Algorithms
Mathematical Programming. 2020. DOI : 10.1007/s10107-019-01429-5.Wasserstein Distributionally Robust Learning
Lausanne, EPFL, 2020. DOI : 10.5075/epfl-thesis-10012.Distributionally Robust Mechanism Design
Management Science. 2020. DOI : 10.1287/mnsc.2018.3219.Scalable Stochastic Optimization: Scenario Reduction with Guarantees
Lausanne, EPFL, 2020. DOI : 10.5075/epfl-thesis-10298.2019
The Decision Rule Approach to Optimisation under Uncertainty: Methodology and Applications
Computational Management Science. 2019. DOI : 10.1007/s10287-018-0338-5.Size Matters: Cardinality-Constrained Clustering and Outlier Detection via Conic Optimization
SIAM Journal on Optimization. 2019. DOI : 10.1137/17M1150670.Wasserstein Distributionally Robust Optimization: Theory and Applications in Machine Learning
Operations Research & Management Science in the Age of Analytics; 2019. p. 130 - 166.DOI : 10.1287/educ.2019.0198.
Adversarial Analytics
Lausanne, EPFL, 2019. DOI : 10.5075/epfl-thesis-9731.Regularization via Mass Transportation
Journal of Machine Learning Research. 2019."Dice"-sion Making under Uncertainty: When Can a Random Decision Reduce Risk?
Management Science. 2019. DOI : 10.1287/mnsc.2018.3108.Optimistic Distributionally Robust Optimization for Nonparametric Likelihood Approximation
Advances In Neural Information Processing Systems 32 (Nips 2019), 32. 2019. 33rd Conference on Neural Information Processing Systems (NeurIPS), Vancouver, Canada, December 8-14, 2019.Calculating Optimistic Likelihoods Using (Geodesically) Convex Optimization
Advances In Neural Information Processing Systems 32 (Nips 2019). 2019. Neural Information Processing Systems, Vancouver, Canada, December 8-14, 2019.2018
Decision Rule Bounds for Two-Stage Stochastic Bilevel Programs
SIAM Journal on Optimization. 2018. DOI : 10.1137/16M1098486.Wasserstein Distributionally Robust Kalman Filtering
NIPS Proceedings. 2018. Neural Information Processing Systems, Montréal, Canada, December 2-8, 2018.From Infinite to Finite Programs: Explicit Error Bounds with Applications to Approximate Dynamic Programming
SIAM Journal on Optimization. 2018. DOI : 10.1137/17M1133087.On Risk Reduction in Kelly Betting Using the Conservative Expected Value
2018 IEEE Conference on Decision and Control (CDC). 2018. 57th IEEE Conference on Decision and Control, Miami Beach, Florida, USA, December 17-19, 2018. p. 5801 - 5806. DOI : 10.1109/CDC.2018.8619186.Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations
Mathematical Programming. 2018. DOI : 10.1007/s10107-017-1172-1.Conic Programming Reformulations of Two-Stage Distributionally Robust Linear Programs over Wasserstein Balls
Operations Research. 2018. DOI : 10.1287/opre.2017.1698.Data-Driven Inverse Optimization with Incomplete Information
Mathematical Programming. 2018. DOI : 10.1007/s10107-017-1216-6.Chebyshev Inequalities for Products of Random Variables
Mathematics of Operations Research. 2018. DOI : 10.1287/moor.2017.0888.2017
Ambiguous Joint Chance Constraints under Mean and Dispersion Information
Operations Research. 2017. DOI : 10.1287/opre.2016.1583.Optimal Financial Decision Making Under Uncertainty
Optimal Financial Decision Making under Uncertainty; Springer International Publishing, 2017. p. 255 - 290.DOI : 10.1007/978-3-319-41613-7_11.
2016
A Comment on “Computational Complexity of Stochastic Programming Problems”
Mathematical Programming. 2016. DOI : 10.1007/s10107-015-0958-2.Robust Growth-Optimal Portfolios
Management Science. 2016. DOI : 10.1287/mnsc.2015.2228.Dimensionality Reduction in Dynamic Optimization under Uncertainty
Lausanne, EPFL, 2016. DOI : 10.5075/epfl-thesis-7235.Generalized Gauss Inequalities via Semidefinite Programming
Mathematical Programming. 2016. DOI : 10.1007/s10107-015-0878-1.Distributionally Robust Control of Constrained Stochastic Systems
IEEE Transactions on Automatic Control. 2016. DOI : 10.1109/TAC.2015.2444134.A linear programming approach to the optimization of residential energy systems
Journal of Energy Storage. 2016. DOI : 10.1016/j.est.2016.04.009.K-Adaptability in Two-Stage Distributionally Robust Binary Programming
Operations Research Letters. 2016. DOI : 10.1016/j.orl.2015.10.006.2015
Generalized Decision Rule Approximations for Stochastic Programming via Liftings
Mathematical Programming. 2015. DOI : 10.1007/s10107-014-0789-6.Interdiction Games on Markovian PERT Networks
Management Science. 2015. DOI : 10.1287/mnsc.2014.1973.Financial Optimization: Optimization Paradigms and Financial Planning under Uncertainty
OR Spectrum. 2015. DOI : 10.1007/s00291-015-0406-y.The Stochastic Time-Constrained Net Present Value Problem
Handbook on Project Management and Scheduling Vol. 2; Springer International Publishing, 2015. p. 753 - 780.DOI : 10.1007/978-3-319-05915-0_5.
A Distributionally Robust Perspective on Uncertainty Quantification and Chance Constrained Programming
Mathematical Programming. 2015. DOI : 10.1007/s10107-015-0896-z.Distributionally Robust Multi-Item Newsvendor Problems with Multimodal Demand Distributions
Mathematical Programming. 2015. DOI : 10.1007/s10107-014-0776-y.K-Adaptability in Two-Stage Robust Binary Programming
Operations Research. 2015. DOI : 10.1287/opre.2015.1392.Distributionally Robust Logistic Regression
NIPS Proceedings. 2015. Neural Information Processing Systems, Montréal, Canada, December 7-12, 2015.2014
Distributionally Robust Convex Optimization
Operations Research. 2014. DOI : 10.1287/opre.2014.1314.2013
Robust Data-Driven Dynamic Programming
NIPS Proceedings 26. 2013. Neural Information Processing Systems, Lake Tahoe, USA, December 2013.Robust Markov Decision Processes
Mathematics of Operations Research. 2013. DOI : 10.1287/moor.1120.0566.Distributionally Robust Joint Chance Constraints with Second-Order Moment Information
Mathematical Programming. 2013. DOI : 10.1007/s10107-011-0494-7.Worst-Case Value at Risk of Nonlinear Portfolios
Management Science. 2013. DOI : 10.1287/mnsc.1120.1615.A Polynomial-Time Solution Scheme for Quadratic Stochastic Programs
Journal of Optimization Theory and Applications. 2013. DOI : 10.1007/s10957-012-0264-6.2012
Robust Software Partitioning with Multiple Instantiation
INFORMS Journal on Computing. 2012. DOI : 10.1287/ijoc.1110.0467.Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules
European Journal of Operational Research. 2012. DOI : 10.1016/j.ejor.2011.08.001.Guest Editorial: Special Issue on Optimal Decision Making under Uncertainty
Computational Management Science. 2012. DOI : 10.1007/s10287-011-0136-9.Multi-resource allocation in stochastic project scheduling
Annals of Operations Research. 2012. DOI : 10.1007/s10479-008-0486-z.Risk-averse shortest path problems
2012 IEEE 51st IEEE Conference on Decision and Control (CDC). 2012. 2012 IEEE 51st Annual Conference on Decision and Control (CDC), Maui, HI, USA, December 10-13, 2012. p. 2533 - 2538. DOI : 10.1109/CDC.2012.6426188.Polynomial Approximations for Continuous Linear Programs
SIAM Journal on Optimization. 2012. DOI : 10.1137/110822992.Robust resource allocations in temporal networks
Mathematical Programming. 2012. DOI : 10.1007/s10107-011-0478-7.A constraint sampling approach for multi-stage robust optimization
Automatica. 2012. DOI : 10.1016/j.automatica.2011.12.002.2011
Guest Editorial: Special Issue on Computational Finance
Computational Management Science. 2011. DOI : 10.1007/s10287-009-0112-9.Robust portfolio optimization with derivative insurance guarantees
European Journal of Operational Research. 2011. DOI : 10.1016/j.ejor.2010.09.027.Hedging Electricity Swing Options in Incomplete Markets
Proceedings of the 18th IFAC World Congress. 2011. 18th IFAC World Congress, Università Cattolica del Sacro Cuore, Milano, Italy, August 2011. p. 846 - 853. DOI : 10.3182/20110828-6-IT-1002.03528.Welfare-Maximizing Correlated Equilibria with an Application to Wireless Communication
Proceedings of the 18th IFAC World Congress. 2011. 18th IFAC World Congress, Università Cattolica del Sacro Cuore, Milano, Italy, August 2011. p. 8920 - 8925. DOI : 10.3182/20110828-6-IT-1002.02982.A scenario approach for estimating the suboptimality of linear decision rules in two-stage robust optimization
IEEE Conference on Decision and Control and European Control Conference. 2011. 2011 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC 2011), Orlando, FL, USA, 12-15 December 2011. p. 7386 - 7391. DOI : 10.1109/CDC.2011.6161342.Decision rules for information discovery in multi-stage stochastic programming
IEEE Conference on Decision and Control and European Control Conference. 2011. 2011 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC 2011), Orlando, FL, USA, December 12-15, 2011. p. 7368 - 7373. DOI : 10.1109/CDC.2011.6161382.Barycentric Bounds in Stochastic Programming: Theory and Application
Stochastic Programming: The State of the Art, In Honor of George B. Dantzig; New York, NY: Springer New York, 2011. p. 67 - 96.DOI : 10.1007/978-1-4419-1642-6_5.
SQPR: Stream query planning with reuse
2011 IEEE 27th International Conference on Data Engineering. 2011. 2011 IEEE International Conference on Data Engineering (ICDE 2011), Hannover, Germany, 11-16 04 2011. p. 840 - 851. DOI : 10.1109/ICDE.2011.5767851.Primal and dual linear decision rules in stochastic and robust optimization
Mathematical Programming. 2011. DOI : 10.1007/s10107-009-0331-4.An Efficient Method to Estimate the Suboptimality of Affine Controllers
IEEE Transactions on Automatic Control. 2011. DOI : 10.1109/TAC.2011.2139390.Scenario-free stochastic programming with polynomial decision rules
IEEE Conference on Decision and Control and European Control Conference. 2011. 2011 50th IEEE Conference on Decision and Control and European Control Conference (CDC-ECC 2011), Orlando, FL, USA, December 12-15, 2011. p. 7806 - 7812. DOI : 10.1109/CDC.2011.6161150.2010
Linearly Adjustable International Portfolios
AIP Conference Proceedings. 2010. ICNAAM 2010: International Conference of Numerical Analysis and Applied Mathematics, Rhodes, Greece, September 19–25, 2010. p. 338 - 341. DOI : 10.1063/1.3498469.Analysis of the rebalancing frequency in log-optimal portfolio selection
Quantitative Finance. 2010. DOI : 10.1080/14697680802629400.A cutting-plane method for Mixed-Logical Semidefinite Programs with an application to multi-vehicle robust path planning
49th IEEE Conference on Decision and Control (CDC). 2010. 2010 49th IEEE Conference on Decision and Control (CDC), Atlanta, GA, USA, December 15-17, 2010. p. 1360 - 1365. DOI : 10.1109/CDC.2010.5717988.Maximizing the net present value of a project under uncertainty
European Journal of Operational Research. 2010. DOI : 10.1016/j.ejor.2009.05.045.2009
Valuation of electricity swing options by multistage stochastic programming
Automatica. 2009. DOI : 10.1016/j.automatica.2008.11.022.Dynamic Mean-Variance Portfolio Analysis under Model Risk
Journal of Computational Finance. 2009. DOI : 10.21314/JCF.2009.202.Rapid Design Space visualisation through hardware/software partitioning
2009 5th Southern Conference on Programmable Logic (SPL). 2009. 2009 5th Southern Conference on Programmable Logic (SPL), São Carlos, Brazil, 1-3 04 2009. p. 159 - 164. DOI : 10.1109/SPL.2009.4914913.Convergent Bounds for Stochastic Programs with Expected Value Constraints
Journal of Optimization Theory and Applications. 2009. DOI : 10.1007/s10957-008-9476-1.An Information-Based Approximation Scheme for Stochastic Optimization Problems in Continuous Time
Mathematics of Operations Research. 2009. DOI : 10.1287/moor.1080.0369.2008
Bound-based decision rules in multistage stochastic programming
Kybernetika. 2008.Aggregation and discretization in multistage stochastic programming
Mathematical Programming. 2008. DOI : 10.1007/s10107-006-0048-6.A Stochastic Programming Approach for QoS-Aware Service Composition
2008 Eighth IEEE International Symposium on Cluster Computing and the Grid (CCGRID). 2008. 2008 8th IEEE International Symposium on Cluster Computing and the Grid (CCGrid), Lyon, France, 19-22 05 2008. p. 226 - 233. DOI : 10.1109/CCGRID.2008.40.Threshold Accepting Approach to Improve Bound-based Approximations for Portfolio Optimization
Computational Methods in Financial Engineering; Berlin: Springer Verlag, 2008. p. 3 - 26.DOI : 10.1007/978-3-540-77958-2_1.
Stochastic Optimization of Investment Planning Problems in the Electric Power Industry
Energy Systems Engineering; Weinheim: Wiley-VCH, 2008. p. 215 - 230.DOI : 10.1002/9783527631292.ch7.
2005
Numerical Methods to Increase the Value Added
2005. Energy Talks Ossiach '05, Ossiach, Austria, April 13-15, 2005.Swing-Optionen im Elektrizitätsmarkt – Bewertung und optimale Ausübungsstrategien komplexer Stromderivate
2005Stochastische Optimierung im Energiehandel: Entscheidungsunterstützung und Bewertung für das Portfoliomanagement
2005Generalized Bounds for Convex Multistage Stochastic Programs
Berlin: Springer-Verlag, 2005.DOI : 10.1007/b138260.
2003
A Software Tool for the Valuation and Optimal Exercise of Swing Options
2003Energy Business and Finance Policy - Parallels in Methodology and Duties
Forschung im Verbund, Schriftenreihe Band 85. 2003. 4. Internationales Energiesymposium, Fuschl, Salzburger Land, Austria, September 25, 2003. p. 124 - 137.Teaching & PhD
Current Phd
Lukas Looser, Ehsan Sharifian, Philipp Schneider, Buse Sen, Tianshu Yang, Jakob Nylöf, Roland Schwan, Mengmeng Li
Past Phd As Director
Napat Rujeerapaiboon, Viet Anh Nguyen, Soroosh Shafieezadeh Abadeh, Cagil Kocyigit, Kilian Schindler, Dirk Lauinger, Bahar Taskesen, Wouter Jongeneel, Rychener Yves
Past Phd As Codirector
Courses
Convex optimization
This course introduces the theory and application of modern convex optimization from an engineering perspective.
Optimal decision making
This course introduces the theory and applications of optimization. We develop tools and concepts of optimization and decision analysis that enable managers in manufacturing, service operations, marketing, transportation and finance to transform data into insights for making better decisions.