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Activities

• Professor at Sorbonne Université, LPSM member.
• Wolfgang Pauli Institute fellows, co-organisator of the thematic program
  "Stochastics, Statistics and Applications in Energy, Finance, Economy".
• Associate Editor of Bernoulli, Extremes and Stochastic Models journals.
• Responsible of Master program ISUP - ISDS

News

• 3-6 April 2023 Workshop VALPRED 4, CNRS CAES, Aussois.

Past Events

• Extremes, risk, climate and environment
  seminars on a monthly basis, hybrid on zoom.
  
• 7-17 March 2022 doctoral courses of Daniela CASTRO-CAMILO, Valérie CHAVEZ-DEMOULIN and Anja JANSSEN at the IHP,
• 4-7 October 2021 Workshop VALPRED 3, CNRS CAES, Aussois.
• 9-12 March 2020 Workshop VALPRED 2, CNRS CAES, Aussois.
• 18-21 March 2019 Workshop VALPRED 1, CNRS CAES, Aussois.

Research interests

Extreme Value Analysis, Online Learning, Time series.