- MS in Probabilities and Finance (ex DEA El Karoui) from UPMC
- BSc in Mathematics from École Normale Supérieure of Rennes
Modelling of multiple time series with learning of the structure across series.
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.