Scholar
Oleg Szehr
Google Scholar ID: Yiie6xUAAAAJ
Research Scientist, Swiss AI Lab IDSIA
Citations & Impact
Citations
757
H-index
8
i10-index
6
Publications
20
Co-authors
19
list available
Contact
Publications
Resume (English only)
Research Experience
- 2024–present: Researcher and Scientific Manager at IDSIA, leading the AI in Finance research group and serving as scientific lead of IDSIA-UBS collaboration, reporting directly to Scientific Director M. Zaffalon
- 2023: Qualified as 'Professeur des universités' by the French Ministry of Higher Education and Research
- 2019–2024: Research Scientist at the Swiss AI Lab IDSIA
- 2017–2018: Postdoctoral researcher in Mathematical Finance in the group of W. Schachermayer at the University of Vienna, Austria
- 2014–2015: Postdoctoral researcher in Quantum Computation in the group of R. Jozsa at DAMTP, University of Cambridge, UK
- 2015–2017: Quantitative analyst (Quant) in investment banking at Credit Suisse
- Since 2017: Providing expert consulting services for industry projects
Background
- Research background in pure and applied mathematics, quantitative finance, and artificial intelligence
- Specializes in developing advanced mathematical models and intelligent systems
- Currently serves as scientific lead for IDSIA's research collaboration with UBS AG
- Oversees seven joint AI research projects between UBS and IDSIA
- Scientific interests lie at the intersection of mathematics, algorithms, and intelligent systems, with current focus on theoretical and applied deep reinforcement learning, quantum computing, and kernel methods, emphasizing robustness and performance guarantees
