I am currently a 3rd year PhD student in Applied Mathematics at Université Paris-Saclay, under the supervision of Prof. Etienne Chevalier and Prof. Vathana Ly Vath. My doctoral research focuses on stochastic control, stochastic filtering, and mean field approaches in financial markets, with particular emphasis on liquidity modeling and market microstructure.
In October 2025, I will be joining the Centre de Mathématiques Appliquées (CMAP) at École Polytechnique as a postdoctoral researcher under the supervision of Prof. Huyên Pham, where my work will focus on the mathematical foundations of large language models and generative modeling for financial time series.
Google Scholar: https://scholar.google.com/citations?user=r-_Ph0QAAAAJ&hl=en