Gilles Bertrand
Applied Mathematics PhD student at CORE.
Address: Voie du Roman Pays 34, B-1348 Louvain-la-Neuve, Belgium. Office: b.201
Contact: gilles (dot) bertrand (at) uclouvain (dot) be
Phone: +32 (0)10 479426
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I am a phd student in operations research at the Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Belgium.
I work under the supervision of professor Anthony Papavasiliou; our research focus is to develop and analyse trading strategies for the continuous intraday market. My research interests include energy market modelling, Markov Decision Processes and reinforcement learning.
Formerly, I received my bachelor and master degree in applied mathematics at the Ecole Polytechnique de Louvain (UCL). My master thesis was focused on trading strategies for a wind farm park in Belgium under the supervision of Professor Anthony Papavasiliou.
I have done an internship at ENGIE and worked on the development of pricing models for forward contracts and day-ahead market.
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