Scholar
Olivier Guéant
Google Scholar ID: _LKL9SkAAAAJ
Full Professor of Applied Mathematics at Université Paris Cité
Citations & Impact
Citations
1,892
H-index
22
i10-index
30
Publications
20
Co-authors
14
list available
Publications
Resume (English only)
Academic Achievements
- 2023: Best Young Researcher in Finance and Insurance – IEF / Fondation SCOR pour la Science Award.
- 2016: EIF-FBF Best Paper Award in Finance (shared with Charles-Albert Lehalle).
- 2010: Rosemont-Demassieux Prize – best PhD thesis in Sciences awarded by the Chancellerie des Universités de Paris.
- 2007: AAENSAE Prize (shared with David Zerbib).
- Supervised several PhD students who pursued careers in academia, finance, AI, and technology.
Research Experience
- 2025–present: Full Professor of Applied Mathematics at Université Paris Cité (Co-director of M2MO programme); member of LPSM.
- 2016–present: Adjunct Professor of Quantitative Finance at ENSAE – Institut Polytechnique de Paris.
- 2016–2025: Full Professor of Applied Mathematics at Université Paris 1 Panthéon-Sorbonne (Director of M2 MMMEF programme for 4 years); member of Centre d'Économie de la Sorbonne.
- 2015–2016: Professor at ENSAE ParisTech.
- 2010–2015: Tenured Assistant/Associate Professor (Maître de Conférences) at Université Paris-Diderot; member of Laboratoire Jacques-Louis Lions.
- Co-founded MFG Labs in 2010, acquired by Havas Media in 2013.
- Involved in founding and leading multiple Chairs and Research Initiatives at the Louis Bachelier Institute.
Education
- Habilitation (HDR) at Université Paris Diderot: 'Some problems in optimization and optimal control: from mean field games to execution models in finance', supervised by Huyên Pham.
- PhD in Applied Mathematics at Université Paris Dauphine: 'Mean field games and applications to economics' (secondary topic: Discount rates and sustainable development), supervised by Pierre-Louis Lions (unofficial co-supervisor: Jean-Michel Lasry).
- Special Student at Harvard University.
- Graduated from ENSAE ParisTech.
- Holder of the Agrégation de Mathématiques.
- École Normale Supérieure (rue d'Ulm), class of 2003, majoring in Mathematics and Economics.
- Admitted to ENS Ulm, ENS Lyon, ENS Cachan, and École Polytechnique.
Background
- Full Professor of Applied Mathematics at Université Paris Cité, member of the Laboratoire de Probabilités, Statistique et Modélisation (LPSM).
- Adjunct Professor of Quantitative Finance at ENSAE – Institut Polytechnique de Paris.
- Research interests span economics, finance, energy markets, and more recently blockchain technologies and decentralized finance (DeFi).
- Interdisciplinary academic background in mathematics, physics, computer science, economics, and finance, with strong expertise in mathematical modeling across domains.
- Research methodology encompasses modeling, analysis, and simulation, employing tools from optimization, stochastic control, game theory, probability, stochastic calculus, risk measures, filtering, operations research, and machine learning.
