Ange Valli

Laboratoire
Laboratoire Signaux et Systèmes
Mots cles
Stochastic Optimisation, Optimal Control, Chance constraints, Machine Learning, Neural Networks, Quantitative Finance

Résumé

Ange Valli received the Dipl. Ing. "Diplôme d’Ingénieur" from ENSTA (École nationale supérieure de techniques avancées) with a specialisation in artificial intelligence in 2021. He received the M.Sc. in Mathematics for Finance and Data from Université Gustave Eiffel and Université Paris-Est Créteil (UPEC) in 2022. He worked as a Quantitative Analyst at BNP Paribas, within the Equity Derivatives Quantitative Research department. He is currently a PhD candidate in Applied Mathematics at Université Paris-Saclay within the host institution Laboratoire des Signaux et Systèmes (L2S) at CentraleSupélec, under the supervision of Prof. Abdel Lisser and Prof. Sihem Tebbani. He is also a part-time teaching assistant at Université Paris-Saclay in operations research, game theory and C++ programming. His research interests include optimal control, machine learning, chance constraints, neural networks and quantitative finance.

Publications (2)