My CV

    Long vitae (pdf).
  • 2023 -
  • CNRS Researcher at the LRI Institut CNRS Pauli, university of Vienna
  • 2013 -
  • Professor at the LPSM, SU
  • 2020 -
  • Head of the ISUP Data-Science Master program
  • 2017 - 2020
  • Head of the ISUP1.
  • 2014-2016
  • Guest professor at the mathematical institute of the university of Copenhagen
  • 2012
  • Habilitation thesis on "Contributions to time series analysis: estimation, prediction and extremes" (pdf).
  • 2011 - 2013
  • Affiliated researcher, LFA-CREST.
  • 2010 - 2013
  • Head of the actuarial sciences Master of the University Paris-Dauphine (with R. Elie)
  • 2008 - 2013
  • Assistant professor at the Université Paris Dauphine, Paris.
  • 2007 - 2008
  • Demi ATER, University Paris 1 Panthéon-Sorbonne, Paris.
    Post doctoral position (Lavoisier's grant) at the Laboratory of Actuarial Mathematics with Thomas Mikosch, Copenhagen, Danemark.
  • 2004 - 2007
  • Phd supervised by J.-M. Bardet et P. Doukhan entitled "Use of weak dependence notions in statistics" (pdf format), at the University Paris 1 Panthéon-Sorbonne, Paris.
    Teaching assistant at the Ecole Polytechnique, Palaiseau.
  • 2001 - 2004
  • Diploma of Statistician-Economist (ENSAE).
    Master degree in "Statistics and random modelling in economics and finance", University Paris 7, Paris.