PhD Student

L’Ecole normale supérieure - PSL

rudy.morel [at]

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.