{"id":17,"date":"2022-08-30T15:43:59","date_gmt":"2022-08-30T13:43:59","guid":{"rendered":"https:\/\/people.unil.ch\/michaelrockinger\/?page_id=17"},"modified":"2025-08-25T08:14:00","modified_gmt":"2025-08-25T06:14:00","slug":"bienvenue","status":"publish","type":"page","link":"https:\/\/people.unil.ch\/michaelrockinger\/","title":{"rendered":""},"content":{"rendered":"\n<div class=\"wp-block-group alignwide add-remove-bottom-space\"><div class=\"wp-block-group__inner-container is-layout-flow wp-block-group-is-layout-flow\"><div class=\"wp-block-image\">\n<figure class=\"aligncenter size-large is-resized\"><img alt=\"\" loading=\"lazy\" decoding=\"async\" width=\"1024\" height=\"383\" src=\"https:\/\/people.unil.ch\/michaelrockinger\/files\/2022\/08\/banner-1024x383.png\" alt=\"\" class=\"wp-image-48\" style=\"width:768px;height:287px\" srcset=\"https:\/\/people.unil.ch\/michaelrockinger\/files\/2022\/08\/banner-1024x383.png 1024w, https:\/\/people.unil.ch\/michaelrockinger\/files\/2022\/08\/banner-300x112.png 300w, https:\/\/people.unil.ch\/michaelrockinger\/files\/2022\/08\/banner-768x288.png 768w, https:\/\/people.unil.ch\/michaelrockinger\/files\/2022\/08\/banner-1536x575.png 1536w, https:\/\/people.unil.ch\/michaelrockinger\/files\/2022\/08\/banner-540x202.png 540w, https:\/\/people.unil.ch\/michaelrockinger\/files\/2022\/08\/banner-1080x404.png 1080w, https:\/\/people.unil.ch\/michaelrockinger\/files\/2022\/08\/banner.png 1920w\" sizes=\"auto, (max-width: 1024px) 100vw, 1024px\" \/><\/figure>\n<\/div><\/div><\/div>\n\n\n\n<h2 class=\"wp-block-heading\">Welcome to my website<\/h2>\n\n\n\n<div class=\"wp-block-columns alignwide add-remove-bottom-space is-layout-flex wp-container-core-columns-is-layout-9d6595d7 wp-block-columns-is-layout-flex\">\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\" style=\"flex-basis:66.66%\">\n<p>Hello!<br>I am a professor of finance at HEC, the business school of the University of Lausanne. My domain of research could be defined as financial econometrics or computational finance.<br>I like models that work in practice even if their implementation is tedious as opposed to mathematical beauties that have closed-form solutions but that do not work as markets would predict.<br>In 2017 I stated to teach myself Machine Learning. Since then I have written papers on text-analysis dealing with sustainability or risk in banks as well as applications of Neural Network methods to time series analysis and multivariate forecasting such as mortality tables or term structures. <br>This research is particularly relevant for the management of pension funds. In some other research I consider systemic risk.<\/p>\n<\/div>\n\n\n\n<div class=\"wp-block-column is-layout-flow wp-block-column-is-layout-flow\" style=\"flex-basis:33.33%\">\n<p class=\"center\"><em>On this webpage you will find information on my lectures as well as on my research. You may use the buttons on the top to reach the specialized pages.<\/em><\/p>\n<\/div>\n<\/div>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"add-remove-bottom-space\">My email: michael.rockinger@unil.ch<br><\/p>\n\n\n\n<p class=\"add-remove-bottom-space\"><a href=\"https:\/\/people.unil.ch\/michaelrockinger\/files\/2025\/08\/cvrockinger_aug_2025.pdf\">CV (updated August 2025) <\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>Welcome to my website Hello!I am a professor of finance at HEC, the business school of the University of Lausanne. My domain of research could be defined as&hellip;<\/p>\n","protected":false},"author":1001133,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_seopress_robots_primary_cat":"","_seopress_titles_title":"","_seopress_titles_desc":"","_seopress_robots_index":"","footnotes":""},"class_list":["post-17","page","type-page","status-publish","has-post-thumbnail"],"_links":{"self":[{"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/pages\/17","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/users\/1001133"}],"replies":[{"embeddable":true,"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/comments?post=17"}],"version-history":[{"count":5,"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/pages\/17\/revisions"}],"predecessor-version":[{"id":171,"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/pages\/17\/revisions\/171"}],"wp:attachment":[{"href":"https:\/\/people.unil.ch\/michaelrockinger\/wp-json\/wp\/v2\/media?parent=17"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}