Dr. Apostolos Fertis

 

I was Researcher at RiskLab Switzerland and the Institute for Operations Research (IFOR) belonging to the Mathematics Department (D-MATH) of the Eidgenössische Technische Hochschule Zürich (ETH Zürich) between 2009-2012, working under the guidance of Professor Paul Embrechts, Professor Hans-Jakob Lüthi, and Professor Robert Weismantel. Prior to that, I received my PhD and MSc from the Electrical Engineering and Computer Science Department of the Massachusetts Institute of Technology (MIT) and my Diploma from the School of Electrical and Computer Engineering of the National Technical University of Athens (NTUA).

My research interests lie in the areas of Financial Engineering, Risk Management, Data Management, Operations Management, Optimization, Control Theory, Applied Probability, and Statistics. I develop and evaluate algorithms that optimize decision making in management systems. I have been involved in the following streams of research:

• Multistage risk minimization in portfolio management under regime switching models
• Robust risk management
• Dynamic pricing for cloud computing services
• Mixed integer linear factor models in quantitative risk management
• Wholesale-oriented supply chain management
• Robust mobile network estimation

Research interests

Financial Engineering, Risk Management, Data Management, Operations Management, Optimization, Control Theory, Applied Probability, Statistics

Former students

Stefan Wörner
Lukas Abegg
Maria-Lovisa Amundadottir
Nadja Ulrich
Patrick Wyss
Edgars Jakobsons (supervised together with Prof. Paul Embrechts)

Teaching

• Convex Optimization, Spring 2012
• Robust Optimization, Spring 2011

Personal homepage: http://alum.mit.edu/www/afertis/.