Biography

I am a postdoctoral researcher at the Institute 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 and generating stochastic systems from dependent data. I am particularly interested in the interaction between generative modelling, optimal transport, stochastic control, probability, mathematical statistics, and partial differential equations.

Before joining the Institute 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 work combines finite-sample statistical guarantees, transport and control formulations for stochastic generative models, and analytical and computational methods for reliable scientific machine learning.

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
• PDE analysis and computational methods
• Scientific machine learning

Appointments and education

Contact