About Me
First-year Ph.D. student at the Operations Research & Financial Engineering (ORFE) department. I am very grateful for the support of the Gordon Wu Fellowship.
- Quantitative Finance
- Random Matrix Theory
- Machine Learning
Ph.D. Student
Princeton University
MS in Probability and Finance
Université Paris-Cité
MS and BS in Applied Mathematics
CentraleSupélec - Université Paris-Saclay
July 2025. Gave my first talk (on Kendall correlations) at SIAM FM25 in Miami.
June 2025. Find attached my Master’s project on multivariate time series factorization based on non-Gaussianity, supervised by Rudy Morel.
March 2025. Poster presentation on Kendall correlations and portfolio construction at the Louis Bachelier 18th Financial Risks International Forum in Paris.
December 2024. Another Kendall poster at the RMT Brunel Bielefeld Workshop in London!
October 2024. I presented a poster on Kendall correlation matrices at Random Tensors and Related Topics in Paris.