Dr. ir. Tony Van Gestel obtained his PhD on mathematical modeling in 2002 at the Department of Electrical Engineering, Leuven Catholic University. His academic research focused on linear and nonlinear modeling techniques in time series and classification with applications in marketing, energy consumption and banking. After his PhD, he focused further on the banking applications when joining a large European bank to develop credit risk models on wholesale and retail portfolios. Next, more models were developed for stress-testing, credit valuation models, risk monitoring and portfolio risk modeling. He currently combines the management role of the Risk Models, Quantification and Default team with the CEO role of an subsidiary. In his free time, his research interests
focus on big data and machine learning. He co-authored 2 books and 40+ journal articles.