Swiss Finance Institute

The Swiss Finance Institute @ EPFL has been created to foster research in finance and to develop a strong offering of programs in finance and financial engineering at the Ecole Polytechnique Fédérale de Lausanne. The focus is on the areas within finance that have a natural interaction with mathematics, statistics, engineering, and science, namely, mathematical finance, financial econometrics, and entrepreneurial finance.

SFI teaching programs

The Swiss Finance Institute @ EPFL participates in serveral teaching programs:

Fields of Competences

  • Asset pricing
  • Corporate finance and governance
  • Financial engineering
  • Financial technology
  • International finance
  • Risk management
  • Sustainable finance

Support

The Swiss Finance Institute @ EPFL benefits from the institutional support of the Swiss Finance Institute, a private foundation created in 2006 by Switzerland’s banking and finance community in cooperation with leading Swiss universities, and from Swissquote, who endowed the Swissquote Chair in Quantitative Finance.

UPCOMING EVENTS

RECENT PUBLICATIONS

Risk reduced sparse index tracking portfolio: A topological data analysis approach

A. Goel; P. Pasricha; J. Kanniainen 

Omega (United Kingdom). 2026. Vol. 138, p. 103432. DOI : 10.1016/j.omega.2025.103432.

Perpetual Futures Pricing

D. Ackerer; J. Hugonnier; U. Jermann 

Mathematical Finance. 2025. DOI : 10.1111/mafi.70018.

Solar Forecasting with Causality: A Graph-Transformer Approach to Spatiotemporal Dependencies

Y. Niu; D. Psaltis; C. Moser; L. Lambertini 

2025. CIKM ’25: The 34th ACM International Conference on Information and Knowledge Management, Seoul, Republic of Korea, 2025-11-10 – 2025-11-14. p. 5058 – 5062. DOI : 10.1145/3746252.3760905.

Cbdc as Imperfect Substitute to Bank Deposits: a Macroeconomic Perspective

P. Bacchetta; E. Perazzi 

JOURNAL OF MONEY CREDIT AND BANKING. 2025. DOI : 10.1111/jmcb.13268.

Sparse portfolio selection via topological data analysis based clustering

A. Goel; D. Filipović; P. Pasricha 

Quantitative Finance. 2025.  p. 1 – 31. DOI : 10.1080/14697688.2025.2544762.