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I work on econometric methods and  applications of machine learning to causal inference.  More specifically, I have worked on the synthetic control method and high-dimensonal statistics applied to policy evaluation. I also have practical experience in natural language processing and training neural networks, and hold a PhD in Economics from Université Paris-Saclay, prepared at CREST/ENSAE Paris.

I currently head the volatility arbitrage alpha research team at Capital Fund Management (CFM) and I am an affiliated researcher in the Economics department of CREST.

News :

📝 Why should economists learn machine learning?

📕 "Machine Learning for Econometrics", the English and expanded version of the book is now out! You can order it online. Go to "Book (ENG)" for a discount code.

📕 "Machine Learning pour l'économétrie" (in French) now has an e-book version, you can order it from amazon.

🎙️ I was recently invited on Scott Cunningham's podcast, The Mixtape with Scott, you can listen to the episode here

Contact information :

github page

linkedin profile