Biography

I am a postdoctoral researcher at the Institut Louis Bachelier, hosted within Fondation du Risque, where I work in the Chair in Artificial Intelligence and Quantitative Methods for Finance. My scientific supervisor for this postdoctoral appointment is Nizar Touzi.

My research develops mathematical and statistical foundations for learning, generating, and controlling stochastic systems from dependent data. I work at the intersection of finite-sample statistics, optimal transport, stochastic control, path-space probability, and computational PDE methods.

Before joining the Institut Louis Bachelier, I was a postdoctoral researcher at the Laboratoire de Probabilités, Statistique et Modélisation, Sorbonne University and Université Paris Cité, under the scientific supervision of Huyên Pham . I completed my PhD at KTH Royal Institute of Technology under the supervision of Boualem Djehiche .

My current programme studies Schrödinger–Bass transport and synthetic financial time series, direct estimation of stochastic bridge dynamics, and quantitative stability of generated path laws. I also study Gaussian convexification and learning-based corrections for numerical PDE solvers.

Research interests

• Statistical foundations of generative stochastic models
• Optimal transport and stochastic control
• Schrödinger bridges and diffusion-based generative modelling
• Learning from dependent and time-series data
• Path-space probability and transport–information inequalities
• PDE analysis and computational methods
• Scientific machine learning

Appointments and education

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