PGMODAYS 2024: PGMODAYS 2024
Ange Valli
Affiliation: Université Paris-Saclay, CNRS, CentraleSupélec, Laboratoire des Signaux et Systèmes
Web page: https://angevalli.github.io/
Pages in this Program
Program
Program for Tuesday, November 19th
Bio

Ange Valli received the Dipl. Ing. "Diplôme d’Ingénieur" from ENSTA Bretagne (École nationale supérieure de techniques avancées Bretagne) with a specialisation in artificial intelligence from ENSTA Paris (École nationale supérieure de techniques avancées) 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. He is also a part-time teaching assistant at Université Paris-Saclay in operations research, game theory and probability. His research interests include stochastic optimisation, optimal control, chance constraints, stochastic control, quantitative finance and neural networks.