Research Interests: Kernel Methods, Statistical Learning, Econometrics, Explainability
Google Scholar
LinkedIn
rohan.sen@usi.ch
Github
Download CV in .pdf
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 |
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, July, 2024.
M. Multerer, P. Schneider, R. Sen, Fast empirical scenarios; Journal of Computational Mathematics and Data Science, September, 2024.
L. Pernigo, R. Sen, D. Baroli, Probabilistic energy forecasting through quantile regression in reproducing kernel Hilbert spaces; ACM SIGENERGY Energy Informatics Review, October, 2024.
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.
FinEML (Financial Econometrics Meets Machine Learning) Conference, USI Lugano, Lugano, Switzerland; 2024, November.
18th International Joint Conference CFE-CMStatistics 2024, London, UK; 2024, December.
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.