Education

Degree	Field of study	University	Year
PhD	Econometrics and Statistics, supervised by Prof. Dr. Paul Schneider and co-supervised by Prof. Dr. Michael Multerer	Università della Svizzera italiana, Lugano, Switzerland	present 2021
Master	Mathematics and Computing, supervised by Dr. Subhamay Saha	Indian Institute of Technology, Guwahati, India	2019 2017
Bachelor	Mathematics major with Statistics and Computer Science	Ramakrishna Mission Vidyamandira, Belur, India	2017 2014

Professional Experience

• Worked as Senior Software Engineer at HCL Technologies, Bangalore, India; 2019 - 2020

Publications

• V. Ghidini, M. Multerer, J. Quizi, R. Sen, Observation-specific explanations through scattered data approximation; Proceedings of the Second World Conference on Explainable Artificial Intelligence, 2024, July.

• M. Multerer, P. Schneider, R. Sen, Fast empirical scenarios, Journal of Computational Mathematics and Data Science, 2024, September.

Working Papers

• L. Pernigo, R. Sen, D. Baroli, Probabilistic energy forecasting through quantile regression in reproducing kernel Hilbert spaces, arXiv preprint arXiv:2408.04405 (under review).

Conferences and Contributed Talks

• Conference on Probability and Stochastic Processes, Indian Statistical Institute, Kolkata, India; 2022, March.

• SFI (Swiss Finance Institute) Research Days, Gerzensee, Switzerland; 2022, June.

• The Second Conference of Young Applied Mathematicians, Arenzano, Italy; 2022, September; Kernel-based method for large empirical truncated moment problem. slides

• Conference on Stochastic optimal control in Economics, Finance, and Learning theory, ETH Zürich, Switzerland; 2023, June.

• Fifteenth Annual SoFiE (Society for Financial Econometrics) Conference, Seoul, South Korea; 2023, June; Fast empirical scenarios. slides

• FinEML (Financial Econometrics Meets Machine Learning) Conference, Erasmus University, Rotterdam, Netherlands; 2023, November; Fast empirical scenarios. slides

• The Second World Conference on eXplainable Artificial Intelligence, Valetta, Malta; 2024, July.

Other Activities

• Swiss Program for Beginning Doctoral Students in Economics, Gerzensee, Switzerland; 2020, September to 2021, September.

• Workshop on Introduction to Decision Making and Uncertainty, Institute for Mathematical and Statistical Innovation, held online; 2021, July.

• Workshop on Advanced C++, CSCS Swiss National Supercomputing Centre, Switzerland; 2023, October.