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About me

I am a PhD student in the Industrial Engineering and Operations Research (IEOR) department at Columbia University since September 2017, and since September 2020 a Cheung-Kong Innovation Doctoral Fellow. Before joining the department, I did my B.S./M.S. at Ecole Polytechnique (Ingénieur Polytechnicien program), with a major in Applied Mathematics. My thesis adviser is Daniel Lacker, and I am currently working on mean field games and more general stochastic dynamic games on large networks. More broadly my interests include applied probability, stochastic control and financial mathematics.

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Research

My Research

Publications and Preprints

  • A case study on stochastic games on large graphs in mean field and sparse regimes with Daniel Lacker, Preprint , [arXiv]
  • A generalized Markov chain model to capture dynamic preferences and choice overload with Vineet Goyal and Kumar Goutam, Preprint , [arXiv]
  • Many-player games of optimal consumption and investment under relative performance criteria with Daniel Lacker, Mathematics and Financial Economics , [arXiv, DOI]



Recent talks

  • SIAM Conference on Analysis of Partial Differential Equations (PD19), December 11-14, 2019, La Quinta, CA, Many-player games of optimal consumption and investment under relative performance criteria
  • INFORMS Annual Meeting 2019, Seattle, WA, Many-player games of optimal consumption and investment under relative performance criteria
  • INFORMS Annual Meeting 2019, Seattle, WA, A generalized Markov chain model to capture dynamic preferences and choice overload



Awards and Fellowships

  • Recipient of the Cheung-Kong Innovation Doctoral Fellowship (CKGSB) since 2020
  • A generalized Markov chain model to capture dynamic preferences and choice overload
    First Place in INFORMS Undergraduate OR Student Paper Competition in 2017
    Ecole Polytechnique Applied Mathematics Research Prize in 2017



Education

Education

Sept. 2017 - Present Master of Science / Ph.D. track in the Industrial Engineering and Operations Research Department (IEOR) at Columbia University

  • Ph.D. level courses: Stochastic, Optimization, Analysis & Probability, Probability Theory, Applied Probability
  • Master level courses in Computer Science : Machine Learning, Analysis of Algorithms
  • Ph.D. Specialization in Data Science

Aug. 2014 - Aug 2018

Ecole Polytechnique, one of France's finest school in mathematics and engineering, has a four year "Ingénieur Polytechnicien" program.
  • First year: army officer basic training, leadership and team-building skills
  • Second year: broad based program consisting of multiple courses in Mathematics, Applied Mathematics, Computer Science, Economics and the Humanities
  • Third year: specialization, I chose Applied Mathematics and took master level courses such as Stochastic Calculus for Finance, Operations Research, R for Statistics
  • Fourth year: Master's program abroad: I decided to join Columbia University M.S./Ph.D. program

Sept. 2012- July 2014 To prepare for the engineering schools' entrance exam in France, one has to follow a two-year preparatory program. Mine was in Mathematics, Physics and Computer Science (MP Info).

Sept. 2009 - June 2012 French Baccalauréat scientific certificate (specialty Mathematics) awarded with highest honors.

Experience

Experience

Columbia University | Teaching Assistant 2017-2019

Worked as a teaching assistant for the following Master level courses
  • Stochastic Models for Financial Engineering, taught by Prof. D. Lacker
  • Introduction to Financial Engineering, taught by Prof. E. Derman

Société Générale SGCIB | Operations Intern June 2016 - Aug. 2016

Worked closely with Sales, Trading and Client Services teams to analyze the bank's portfolio swap wrapper for marketing and created a video to promote the product.

Interests

My Interests also include

Sports

Fencing

I have been practicing fencing for more or less 17 years now.

Kitesurfing

I started kitesurfing a year ago, and I look forward to discovering new kite spots!

Cooking

I was VP of a cooking association at Polytechnique. This picture is the dish I cooked during a class at the International Culinary Center, NY.

Traveling

I always like to discover new places and new cultures. When I was 19 years old, I went backpacking for 6 weeks with a friend all around China. It was an amazing experience!

Get in Touch

Contact

acs2298 [at] columbia.edu



IEOR, Columbia University
500 West 120th Street
New York, NY, 10025

+1 347 280 5291