Associate professor in Applied Mathematics
CNRS Senior Research Fellow
Some Research interests : Point processes, Large dimensions, Big data, Statistical signal processing, Machine learning, Multifractal, Statistical finance, High frequency finance modeling, ...
The new opus of the Data Science Summer School at Polytechnique will take place June 25-29th 2018 !
(Program will be available soon)
The machine learning open source library tick has been released ! It is able to deal with time-dependent modeling (includinh Hawkes processes) and is supported by Intel !