Herbet Boeckl, Portrait of M. B.


Hélène Halconruy

Assistant Professor - Télécom SudParis

Address : Télécom SudParis, 19 place Marguerie Perey, Palaiseau, France

Email : helene.halconruy@telecom-sudparis.eu  

Curriculum Vitae 

Since September 2023, I have been an Assistant Professor at Télécom SudParis. Before this, from 2022 to 2023, I was Lecturer in the Finance department at ESILV, and from 2020 to 2022, I worked as a Postdoctoral Researcher at the University of Luxembourg under the guidance of Prof. Yannick Baraud. Between 2013 and 2020, I served as a Pedagogical Manager in the preparatory cycle and as a Lecturer at ESME Sudria. During that time, I began my Ph.D. studies under the mentorship of Prof. Laurent Decreusefond (Télécom Paris). Balancing this endeavor with my responsibilities at ESME Sudria, I successfully completed my Ph.D. in 2020.

My research interests are centered on probability and statistics. 
In probability, I'm looking for developing stochastic analysis and Malliavin calculus tools for discrete-time processes. Theses formalisms can be applied to derive convergence rates for distributional limit theorems via Stein's method, to state functional inequalities and to solve questions in financial market models (computations of Greeks, portfolio management, insider's problem).
In statistics, I'm interested in estimation and model selection questions in the frame of non-parametric regression or density estimation.  This includes in particular the density estimation under a shape contraint, the estimation in stochastic differential equations, and the development of robust methods for statistical inference.