Artur Sepp is a quantitative strategist with 13 years of experience in the financial industry. His focus is on quantitative data-driven models for asset allocation and systematic investment strategies. Artur has a PhD in Statistics, an MSc in Industrial Engineering from Northwestern University in Chicago, and a BA in Mathematical Economics. Artur works for Julius Baer in Zurich developing algorithmic solutions for the wealth-management and the portfolio advisory. Prior to that, Artur worked as a front office quant strategist in equity and credit at Merrill Lynch and Bank of America Merrill Lynch in New York and London with emphasis on volatility modelling, trading and risk-managing of multi-asset derivatives. Artur’s research area and expertise are on econometric data analysis, machine learning, and computational methods with their applications for quantitative trading strategies and asset allocation. Artur has published several research articles on quantitative finance in leading journals and he is known for his contributions to stochastic volatility and credit risk modelling. He is a member of the editorial board of the Journal of Computational Finance. Artur keeps a regular blog on quant finance and trading at www.artursepp.com.