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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 NLP and training neural networks, and hold a PhD in Economics from Université Paris-Saclay, prepared at CREST/ENSAE Paris.
I currently work as a quant researcher in the volatility arbitrage team at Capital Fund Management (CFM) and I am an affiliated researcher in the Economics department of CREST.
News :
📕 "Machine Learning pour l'économétrie" (in French) has been released on October 23, 2023 through Economica 🥳. You can order it online.
An English and expanded version of the book is in preparation for 2024.
Contact information :
jeremy [dot] l [dot] hour [at] ensae [dot] fr