Ange Valli
Laboratoire
L2S
Mots cles
Probability, Optimization, Optimal Control, Physics-Informed Neural Networks, Quantitative Finance, Optimal Transport
Résumé
Ange Valli received the "Diplôme d’Ingénieur" from ENSTA (École Nationale Supérieure de Techniques Avancées) with a specialization in artificial intelligence in 2021. He received the M.Sc. in Mathematics for Finance and Data from the University Gustave Eiffel in 2022. He worked as a Quantitative Analyst at BNP Paribas, within the Equity Derivatives Quantitative Research department. He is currently a PhD candidate in Applied Mathematics at University Paris-Saclay within the host institutions Laboratoire des Signaux et Systèmes (L2S) and Fédération de Mathématiques de CentraleSupélec, under the supervision of Prof. Abdel Lisser and Prof. Sihem Tebbani. He worked as a part-time teaching assistant at the University of Paris-Saclay, where he taught courses on operations research, game theory, C++ programming, an introduction to artificial intelligence, and SQL language for databases. His research interests include stochastic optimization, geometric optimization, optimal control, optimal transport, neural networks, and quantitative finance.