Education

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

Research Visits

• Visiting Student Researcher hosted by Markus Pelger at AFTLabs, Stanford University, California, USA; Sept 2025 - Dec 2025.

Professional Experience

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

Publications and Preprints

• E. Luzzi, P. Schneider, R. Sen, Learning the stochastic discount factor via nonparametric option portfolios; Working paper, Oct 2025.

• R. Sen, Kernel-based nonparametric tests for shape constraints; Working paper, Oct 2025.

• L. Pernigo, R. Sen, D. Baroli, Probabilistic energy forecasting through quantile regression in reproducing kernel Hilbert spaces; ACM SIGENERGY Energy Informatics Review, Oct 2024.

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

• 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.

Conferences and Contributed Talks

• 2nd IAS-SBM Joint Workshop on Financial Econometrics in the Big Data Era, Hong Kong University of Science and Technology, Hong Kong; Aug 2025. slides

• 17th Annual SoFiE (Society for Financial Econometrics) Conference, ESSEC Business School, France; June 2025.

• 18th International Joint Conference CFE-CMStatistics 2024, London, UK; Dec 2024.

• FinEML (Financial Econometrics Meets Machine Learning) Conference, USI Lugano, Switzerland; Nov 2024.

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

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

• 15th Annual SoFiE (Society for Financial Econometrics) Conference, Seoul, South Korea; June 2023; Fast empirical scenarios. slides

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

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

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

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

Professional Training and Workshops

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

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

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