Short bio
- MS in Probabilities and Finance (ex DEA El Karoui) from UPMC
- BSc in Mathematics from École Normale Supérieure of Rennes
Thesis title
Modelling of multiple time series with learning of the structure across series.
Short abstract
Many phenomena observed in nature can be described as a collection of time series (component of an audio recording, pixels of a video over time, economic agents of a complex system). The goal of this PhD is to model multiple time series and to learn the structure across series.