Dr. Apostolos Fertis

Postal address Dr. Apostolos Fertis Institut für Operations Research HG G 21.3 Rämistrasse 101 8092 Zürich Switzerland More information Phone   +41 44 632 4031 Fax   +41 44 632 1025 E-Mail   Homepage   http://www.ifor.math.ethz.ch/~afertis

 

I am a researcher at the Institute for Operations Research (IFOR) belonging to the Mathematics Department (D-MATH) of the Eidgenössische Technische Hochschule Zürich (ETH Zürich). Prior to that, I earned my PhD at the Electrical Engineering and Computer Science Department of the Massachusetts Institute of Technology (MIT).

I cooperate with Professors Robert Weismantel and Paul Embrechts in the Swiss National Science Foundation funded project "A Mixed Integer Optimization Approach to Quantitative Risk Management". I am currently involved in the following streams of research:

• Dynamic pricing for cloud computing services.
• Robust risk management.
• Rare event modeling in robust risk management.
• A mixed integer optimization approach to quantitative risk management.
• Portfolio regularization and robust risk management.
• Wholesale-oriented supply chain management.

Current students

Nadja Ulrich

Former students

Stefan Wörner
Lukas Abegg
Maria-Lovisa Amundadottir
Patrick Wyss

Research interests

Operations Management, Finance, Optimization, Applied Probability.

Personal homepage: http://n.ethz.ch/~afertis.