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PhD student at Polytechnique School (CMAP) and ESILV (DVRC) in mathematics for finance and data sciences, Pôle Léonard de Vinci

I am currently a PhD candidate in Mathematics for Finance and Machine Learning at CMAP (Centre de Mathématiques Appliquées) at IPP (Institut Polytechnique de Paris) and at DVRC (Devinci Research Center) at Pôle Léonard De Vinci Paris La Defense under the supervision of Emmanuel Gobet and Stefano De Marco at CMAP and Laurence Carassus and Matthieu Garcin at DVRC.
I am currently working on the prediction of risk measures and on the backtesting of these measures.

Experience

  • –present
    PhD student at Polytechnique School (CMAP) and ESILV (DVRC) in mathematics for finance and data sciences, Pôle Léonard de Vinci – UGEI