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.
- 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.
- 2001 - 2004 Diploma of Statistician-Economist (ENSAE).
Post doctoral position (Lavoisier's grant) at the Laboratory of Actuarial Mathematics with Thomas Mikosch, Copenhagen, Danemark.
Teaching assistant at the Ecole Polytechnique, Palaiseau.
Master degree in "Statistics and random modelling in economics and finance", University Paris 7, Paris.