Chair Launched
March 2023
coordinators
- Julien GUYON, Professor at École nationale des ponts et chaussées, and researcher at CERMICS
- Huyên PHAM, Professor at Université Paris Cité, and researcher at Laboratoire de Probabilités, Statistique et Modélisation (LPSM, UMR 8001)
Themes
The Futures of quantitative finance chair investigates several domains:
- Machine learning in finance (deep learning, reinforcement learning, generative models, etc.)
- Volatility modeling, model calibration and model risk
- XVA modeling and computing
- Numerical methods for high dimensional problems