Beatrice Acciaio: inaugural lecture
On 31 March, Professor Beatrice Acciaio gave her inaugural lecture entitled: "Adapted Wasserstein distance for robust stochastic optimization". She has been professor at the Department since August 2020.
Excerpt from the laudatory speech
by Robert Weismantel, Head of Department
Dear Vice Rector, colleagues, students and family
Inaugural lectures are always a very nice event as it shows that the Department was successful with hirings. So today we officially welcome two of our new faculty: Beatrice Acciaio and Dylan Possamai, who will jointly with Joseph Teichmann, Martin Schweizer, Patrick Cheridito and Mario Wüthrich complement the Insurance Mathematics and Stochastic Finance group at our Department.
Let me begin with a very short introduction of Beatrice, who will be the first speaker. Beatrice studied mathematics in Perugia, Italy, and graduated with a doctoral degree in 2006. She then went to Vienna for a post-doctoral period before becoming an assistant professor in Perugia in 2009. After four years, she moved to the London School of Economics, where she was finally promoted to the rank of a full professor in 2020. This was also the year she decided to join the ETH and to move from rainy Britain to sunny Switzerland.
Beatrices main area of research is domestic analysis and applications in finance, insurance and economics. In the past few years, Beatrice has been combining tools from stochastic analysis, optimal transport theory and machine learning to tackle several problems in finance and economics. This includes in particular the application of optimal transport to develop a new framework for model independent finance as well as the development of new adapted distances on path spaces suitable for robust stochastic optimization.
Welcome Beatrice! It's a great pleasure!