Development at LPSM

• Web application for didactic and research results of the LPSM at Simulations@LPSM.
• R package for robust model-based clustering.
• R package for graph clustering of multiple networks. [graphclust].
• R package for individual based models of populations simulation. [IBMPopSim].
• R package for clustering in longitudinal networks [ppsbm].
• Multilevel Monte Carlo Richardson Romberg estimator [ML2R].

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Optimal Control Solver

Bocop, an open-source toolbox for solving optimal control problems, with collaborations with industrial and academic partners

INRIA team COMMANDS

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Proximities

Principal Component Analysis and Seasonal adjustment of curves for proximities

GDF Suez Trading, Risk Methodolgies

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Basis spread market

Tools of curves construction and Bermudean options pricer

HSBC, Quantitative Risk Valuation Group

• Article Efficient simulation of individual-based population models: the R Package IBMPopSim, published on Computo (2024).
• Article Weak error for nested Multilevel Monte Carlo, published on Methodology and Computing in Applied Probability (2020).
• Article Limit theorems for weighted and regular Multilevel estimators, published on MCMA (March 2017).
• PhD Thesis, Théorèmes limites pour estimateurs Multilevel avec et sans poids. Comparaisons et applications. June 2017, at Sorbonne Université (old UPMC) at the LPSM (old LPMA) laboratory.

• Cours Master Ingénierie Mathématique, Approfondissement C++
• TP Cours MU4MA056, Programmation en C++
• TP Cours MU4MA074, Probabilités numériques et Machine Learning
• TP L3 Probabilités en Python
• TP Cours LU3MAOI1, Orientation et insertion professionelle
  
  
• ANF R pour le calcul haute performance - Introduction au HPC ; Rcpp
• CNRS Formation - Introduction au machine learning et au deep learning avec Python

• Research Engineer since October 2014, at Sorbonne Université at the LPSM laboratory, CNRS.
• PhD Applied Mathematics June 2017, at Sorbonne Université at the LPMA laboratory.
• Inria Engineer September 2012 - September 2014, at CMAP (Ecole Polytechnique), in the team Commands (Inria Saclay).
• GDF Suez Trading Internship, Risk Methodologies, 2011.
• HSBC Internship, Quantitative Risk Valuation Group, 2010.
• Master 2 IFMA (Ingénierie Financière et Modèles Aléatoires, Université Pierre et Marie Curie, Paris 6), 2010.
• Master 2 Fundamental Mathematics (Laurea Specialistica Matematica, Università degli Studi di Firenze), 2009.

FULL CV