Claudio Semadeni
Office hours
Please contact me by email for an appointment.Biography
After graduating from the École Polytechnique Fédérale de Lausanne (EPFL) in 2002, Claudio Semadeni spent a year in the Chair of Statistics at EPFL where he worked on wavelet based statistical inference, and supervised learning methods applied to crime scene investigation. He then switched to the capital markets industry, and worked for eight years as quantitative analyst at several companies in London and Geneva. Since 2011, he is a PhD candidate in statistics and a teaching assistant at EPFL, working on the modeling of extreme values in financial markets.
Teaching - Assistantships
2016
- Probabilities and statistics, bachelor course for IN and SC by Prof. A Davison.
2015
- Probabilities and statistics, bachelor course for IN and SC by Prof. A Davison.
- Probabilités et statistique, bachelor course for GM, CGC, and PS (Unil) by Dr. J.-M. Helbling.
2014
- Quantitative risk management, master course for IF by Dr. D. Morton de Lachapelle.
- Probabilités et statistique, bachelor course for GM, CGC, and PS (Unil) by Dr. J.-M. Helbling.
2013
- Quantitative risk management, master course for MA and IF by Dr. M.-O. Boldi.
- Probabilités et statistique, bachelor course for GC, GM, CGC, and PS (Unil) by Dr. J.-M. Helbling.
2012
- Quantitative risk management, master course for MA and IF by Dr. M. de Carvalho.
- Probabilités et statistique, bachelor course for GC, GM, CGC, and PS (Unil) by Dr. J.-M. Helbling.
2011
- Probabilités et statistique, bachelor course for GC, GM, CGC, and PS (Unil) by Dr. J.-M. Helbling.
Parcours professionnel
| PhD Student and Teaching Assistant | Chair of Statistics | EPFL | Sep-11 to present |
| Quantitative Research Analyst - Senior Vice President | Hedge Funds | Unigestion | Apr-11 to Aug-11 |
| Quantitative Research Analyst - Vice President | Hedge Funds | Unigestion | Jan-07 to Mar-11 |
| Head of Quantitative Analysis | SGFC SA | Jul-05 to Dec-06 | |
| Quantitative Analyst | The Finance Development Centre Ltd (TFDC) | Nov-03 to Jun-05 | |
| Junior Quantitative Analyst | Credit Lyonnais Securities | Apr-03 to Oct-03 | |
| Research Assistant | Chair of Statistics | EPFL | May-02 to Mar-03 |
Education
| PhD | Statistics | EPFL | Sep-11 to present |
| MSc | Applied Mathematics | EPFL | 2002 |
| BSc | Mathematics | EPFL | 1998 |
Publications
Infoscience
A. Biedermann; F. Taroni; O. Delemont; C. Semadeni; A. C. Davison : The evaluation of evidence in the forensic investigation of fire incidents (Part II): Practical examples of the use of Bayesian networks; Forensic Science International. 2005.
A. Biedermann; F. Taroni; O. Delemont; C. Semadeni; A. C. Davison : The evaluation of evidence in the forensic investigation of fire incidents (Part I): An approach using Bayesian networks; Forensic Science International. 2005.
C. Semadeni; A. C. Davison; D. V. Hinkley : Posterior probability intervals in Bayesian wavelet estimation; Biometrika. 2004. DOI : 10.1093/biomet/91.2.497.
A. C. Davison; C. Semadeni : Discussion of Wakefield, J. (2004) Ecological inference for 2x2 tables; Journal of the Royal Statistical Society series A. 2003.
