I am a postdoctoral researcher at the Centre de Mathématiques Appliquées (CMAP) at École Polytechnique, working under the supervision of Prof. Huyên Pham. My current research focuses on the mathematical foundations of generative modeling and robust optimization for financial time series.
I obtained my PhD in Applied Mathematics from Université Paris-Saclay, under the supervision of Prof. Etienne Chevalier and Prof. Vathana Ly Vath. My doctoral work centered on stochastic control, stochastic filtering, and disorder detection approaches in financial markets, with particular emphasis on liquidity modeling and market microstructure.