Othmane Mazhar

Postdoctoral Researcher Institute Louis Bachelier
Hosted within Fondation du Risque
Chair in Artificial Intelligence and Quantitative Methods for Finance
Paris, France

Previously, I was a postdoctoral researcher at the Laboratoire de Probabilités, Statistique et Modélisation, Sorbonne University and Université Paris Cité, from 2023 to 2026.

Research interests

I develop mathematical and statistical foundations for learning and generating stochastic systems from dependent data, with particular emphasis on generative modelling, optimal transport, stochastic control, and PDE methods.

My work combines finite-sample statistical guarantees, transport and control formulations for stochastic generative models, and analytical methods for reliable scientific machine learning.

News

2026. I joined the Institute Louis Bachelier as a postdoctoral researcher, hosted within Fondation du Risque.
2026. I was recognized as a Gold Technical Reviewer for the International Conference on Machine Learning.
May 2026. New preprint with Huyên Pham: Direct Estimation of Schrödinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees .
April 2026. New preprint with Alexandre Alouadi, Grégoire Loeper, Célian Marsala, and Huyên Pham: SBBTS: A Unified Schrödinger–Bass Framework for Synthetic Financial Time Series .
March 2026. New preprint with Pierre Henry-Labordère, Grégoire Loeper, Huyên Pham, and Nizar Touzi: Bridging Schrödinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control .

Recent publications

O. Mazhar and H. Pham. Direct Estimation of Schrödinger Bridge Time-Series Drifts: Finite-Sample, Asymptotic, and Adaptive Guarantees. Preprint, May 2026. arXiv · code
A. Alouadi, G. Loeper, C. Marsala, O. Mazhar, and H. Pham. SBBTS: A Unified Schrödinger–Bass Framework for Synthetic Financial Time Series. Preprint, April 2026. arXiv · code
P. Henry-Labordère, G. Loeper, O. Mazhar, H. Pham, and N. Touzi. Bridging Schrödinger and Bass: A Semimartingale Optimal Transport Problem with Diffusion Control. Preprint, March 2026. arXiv
A. Alouadi, P. Henry-Labordère, G. Loeper, O. Mazhar, H. Pham, and N. Touzi. LightSBB-M: Bridging Schrödinger and Bass for Generative Diffusion Modeling. Preprint, January 2026. arXiv · code