**About the Special Issue Editor**

**Fr ´ed ´eric Vrins** was awarded his PhD from the Ecole Polytechnique de Louvain (UCLouvain) in 2007 in the field of machine learning and adaptive signal processing, where he worked on signal separation techniques with a focus on biomedical applications. His contributions of both theoretical and empirical nature have been published in top journals in the field, such as IEEE Trans. Neural Networks, IEEE Trans. Signal Processing, and IEEE Trans. Information Theory. After his PhD, F. Vrins moved to the banking sector, where he spent 7 years as a front office quant, working in the trading room of a major European Bank. He was in charge of developing pricing and hedging models related to credit-sensitive derivatives products. He has served as a full time tenured professor of quantitative finance at the Louvain School of Management (UCLouvain) since his appointment in 2014. He is member of the Louvain Institute for Data Analysis and Modelling in statistics and economics (LIDAM) and chairman of the Louvain Finance research center (LFIN). He publishes his research in both practitioner and academic journals (Risk Magazine, Journal of Credit Risk, European Journal of Operations Research, Mathematical Finance, or Journal of Banking Finance, to name but a few).
