Amir Khalilzadeh
Machine Learning Course Instructor
Course Instructor at Extension SchoolEPFL > VPA-AVP-PGE > AVP-PGE-EXTS > DEXTS-GE
Web site: Web site: https://www.epfl.ch/education/continuing-education/
EHE > FOND-PART > FOND-SUBVENT > FCUE
Biography
I work for the EPFL Extension School as a machine learning course instructor and content developer since August 2020. Before joining the Extension School I spent 2 years at the Swissquote Chair in Quantitative Finance of EPFL where I did research on the boundary of machine learning and finance.I obtained my PhD at HEC Lausanne where I developed theoretical and empirical models that predict the collapse of large financial institutions. I was also a visiting scholar at New York University and the Volatility Institute in New York City, and hold masters degrees in Statistics and Financial Mathematics and worked in multiple industries before my postgraduate studies.Publications
Selected publications
with Eric Jondeau Journal of Financial Stability, 2017 |
Collateralization, Leverage & Stressed Expected Loss |
with Eric Jondeau Journal of Banking & Finance, 2021 |
Predicting the Stressed Expected Loss of Large U.S. Banks |
with Damir Filipović Swiss Finance Institute Research Paper No. 21-95, 2021 |
Machine Learning for Predicting Stock Return Volatility |