Daniel Kuhn is a Full Professor at the Swiss Federal Institute of Technology Lausanne (EPFL), where he holds the Chair of Risk Analytics and Optimization in the College of Management of Technology. His research focuses on developing computational methods for data-driven decision-making under uncertainty, with applications in engineered systems, machine learning, and finance. Previously, he held positions at Imperial College London and Stanford University. Education includes: PhD in Economics, University of St. Gallen MSc in Theoretical Physics, ETH Zurich Research interests span data-driven optimization , stochastic programming , and robust decision-making frameworks . His work develops computationally tractable methods for uncertainty quantification in complex systems, bridging operations research with statistical learning. Current investigations focus on distributionally robust optimization using Wasserstein metrics and applications in energy markets and fair machine learning. Publication analysis reveals three primary trends: 1) Fundamental advances in distributionally robust optimization theory, 2) Machine learning applications with uncertainty guarantees, and 3) Energy system optimization under regulatory constraints. His methodological work consistently emphasizes computational tractability and practical applicability. As lab director of the Risk Analytics and Optimization group, he leads research on: Stochastic control systems Data-driven decision frameworks Robust machine learning Current PhD students include researchers working on federated learning fairness, optimal power flow, and reinforcement learning theory. Past graduates have made significant contributions to Wasserstein distributionally robust optimization and vehicle-to-grid frequency regulation.
