|
I am a PhD student at McGill University, where I am being advised by Adam Oberman. In my research, I work on the mathematical model behind reinforcement learning and deep reinforcement learning. I aim to apply those methods to industry problems particularly quantitative finance problems such as asset pricing in high dimension or portfolio and risk management. My work is funded by a Dean fellowship and MILA fellowship. Prior to joining McGill I worked as a quantitative analyst at Société Général. I did my undergraduate and part of my graduate training in France where I attended Lycée Sainte-Croix Sainte-Euverte and ENSIIE-France's Grandes Ecoles system. I hold an engineering degree in applied mathematics and computer science from ENSIIE and spent the third year of ENSIIE's curriculum at Paris Saclay University where I earned a Master in quantitative finance with first class honors. |
|
|
I'm interested in machine learning, deep learning, reinforcement learning, stochastic control problems, stochastic differential equations and partial differential equations. I am currently working on finding a suitable mathematical model that could be use for deep reinforcement learning in rder to solve problem for which the state space is continuous or infinite, |
|
During my undergraduate and graduate studies degree I had the chance to work on some research projects alone or with my classmates |