Short CV

PhD in Mathematics, EPFL, Switzerland, and Lancaster University, UK

Developing new models for the statistical risk assessment of rare and damaging events (floods, heavy rains, drought waves, financial crises) using computer-intensive methods.

MSc in Mathematical Engineering, EPFL

Advanced courses in Statistics and Probability, Biostatistics, Numerical Analysis, Financial Mathematics; Master’s thesis at Lancaster University.

BSc in Mathematics, EPFL

Strong basis in pure and applied mathematics and computing alongside with research projects.

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Identification of infrastructure-related risks using big data

Swiss-scale project involving experts from multiple disciplines. Results — identification of risk scenarios, risk evaluation, predictions — will be used as a support for future risk policies.

Semiparametric Bayesian risk estimation for complex extremes (thesis)

New approach to statistically efficient estimation of functionals for clusters of extreme events, typically for the estimation of flood risk; reliable assessment of statistical uncertainty using a hierarchical Bayes scheme. Modelling of a broad class of structures of extremal dependence using information from non-extreme events to allow consideration of high-dimensional problems. Development and optimisation of computer intensive MCMC techniques to deal with complex data problems.

Other projects with financial and environmental applications

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[September 2017] STOR-i Forum, Lancaster, UK — Talk

"Modelling time series extremes using a conditional tail approach"

[February 2017] Extreme Value Analysis, Delft, Netherlands — Talk

"Modelling extremes of Markov chains"

[February 2017] EPFL Extremes Workshop, Lausanne, Switzerland — Talk

"Modelling extremes of Markov chains"

[July 2016] STOR-i Extremes Workshop, Lancaster, UK — Talk

"A new approach to multivariate extremes" (cancelled)

[June 2016] International Society for Bayesian Analysis, Forte Village, Italy — Invited talk

"Uncertainty in time series extremes modelling" (cancelled)

[July 2015] 60th World Statistics Congress (ISI), Rio, Brazil — Invited talk

"Modelling the clustering of extreme river flows for hydrological risk assessment"

[June 2015] Extreme Value Analysis, Ann Arbor, MI, USA — Poster

"Uncertainty in extremal dependence"

[August 2014] 21st International Conference on Computational Statistics, Geneva, Switzerland — Talk

"Bayesian semiparametrics for modelling the clustering of extreme values"

[August 2014] Joint Statistical Meeting, Boston, MA, USA — Invited talk

"Bayesian semiparametrics for modelling the clustering of extreme values"

[July 2014] High-dimensional and Multivariate Extremes, Bristol, UK — Poster

"Bayesian semiparametrics for modelling the clustering of extreme values"

[June 2014] Young Researchers' Conference, Geneva, Switzerland — Talk

"Introduction to Bayesian statistics"

[May 2014] Extremes Reading Group, Skipton, UK — Talk

"Automatic declustering of rare events"

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Français

langue maternelle — études de grec et latin

English

fully proficient — 1.5+ years in the UK

Deutsch

fließend — B2-C1 Kurse; 1 Monat Intensivkurs in Berlin

Shqip

diskutim jo teknik

Scientific

R, Matlab

Programming

C++, C, Python, MySQL

Office, BI

Tableau, Office suite, LaTeX

Web

HTML, CSS, SASS, PHP

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