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Resume (English only)
Academic Achievements
Published multiple papers and involved in several research projects, including discussions on overfitting and spurious correlations with Professor Allan Timmermann from UCSD.
Research Experience
Organized a lecture on data mining and pitfalls in forecasting with Professor Allan Timmermann from UCSD; hosted Luc Julia as a speaker for the AI for Business seminar; published an article in Monde Des Grandes Ecoles on the new way of teaching analytics courses in business schools.
Background
Full Professor at ESSEC Business School and Director of Strategic Business Analytics Chair, expert consultant in financial econometrics, statistics, and macro-economic forecasting.
Miscellany
Areas of interest include big data analytics, forecasting, statistics, time series analysis, financial econometrics, quantitative risk management, option pricing, and Bayesian inference.