Math finance
Temporary head of the team : Stefano De Marco
Permanent members
- Eduardo Abi Jaber, Assistant Professor
- Charles Bertucci, Chargé de recherche CNRS
- Stefano De Marco, Professor
- Fabrice Djete, Assistant Professor
- Emmanuel Gobet, Professor
Associate researchers
- Sergio Pulido (ENSIIE)
- Mathieu Rosenbaum (Jump Trading)
Research assistants and developers
Phd students
- Baouan Ali (supervisors: M. Rosenbaum et S. Pulido)
- Chevallier Marius (supervisor: S. De Marco)
- De Carvalho Nathan (supervisors: E. Abi Jaber et H. Pham)
- Delemotte Jules (supervisor: S. De Marco)
- Gérard Louis-Amand (supervisors: E. Abi Jaber et O. Guéant)
- Meynard Charles (supervisor: C. Bertucci)
- Rakotomalala Matthias (supervisor: C. Bertucci)
- Li Shaun (supervisors: E. Abi Jaber et B. de Meyer)
- Sfendourakis Emmanouil (supervisors: M. Rosenbaum et S. Pulido)
- Szymanski Grégoire (supervisors: M. Rosenbaum et M. Hoffmann)
Funded research projects associated with the Math finance team:
- Chaire Deep Learning in Finance (Ecole Polytechnique et Qube R&T)
- Chaire Finance et Développement Durable (CA-CIB, EDF, Institut Europlace de Finance, Ecole Polytechnique, Univ. Paris-Dauphine)
- Chaire Machine Learning and Systematic Methods in Finance (Ecole Polytechnique et Exodus)
- Chaire Risques Financiers (Fondation du Risque, Ecole Polytechnique, Ecole des Ponts ParisTech, Sorbonne Université et Société Générale)
- Chaire Stress Test (Ecole Polytechnique, Fondation de l'Ecole Polytechnique et BNP Paribas)
- FiME (EDF, Université Paris-Dauphine, ENSAE, Ecole Polytechnique)