Ange Valli
Laboratoire
L2S
Mots cles
Probability, Optimization, Optimal Control, Physics-Informed Neural Networks
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 and University Paris-East Créteil in 2022. He worked as a Quantitative Analyst at BNP Paribas, within the Equity Derivatives Quantitative Research department. He holds a PhD in Applied Mathematics from the University of Paris-Saclay, completed at the host institution Laboratoire des Signaux et Systèmes (L2S), 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, and physics-informed neural networks.