I was a PhD student at LPSM (Laboratoire de Probabilités, Statistique et Modélisation), at Université Paris-Diderot in Paris, France, from 2018 to 2021. My advisors were Huyên Pham and René Aïd. I am now quantitative researcher at QRT.

Research interests

During my PhD, my research interest lied at the boundary between stochastic control, infinite dimensional structures and non-markovian settings (delay, Volterra, fractional noise,…). My work focuses on exhibiting the nice structures behind some classes of non-markovian problems and designing efficient algorithms to solve them. On a more applied side, I developed neural network based algorithms for stochastic control of high dimensional objects for a company named Qovoltis.

Other activities

I had the opportunity to help Qovoltis build smart charging stations for electric vehicules. I suggest you check their website, it’s a really cool growing company with a strong determination to be on the technological forefront !