About me

I am a Postdoctoral researcher at NYU Shanghai, working with Prof. Mathieu Laurière. I obtained my Ph.D. in Applied Mathematics from Université Paris-Dauphine and Master's Degree in Mathematics from Sorbonne Université.

My research lies in the intersection of systemic risk, stochastic control, weakly interacting particle systems and mean field game theory. I also has broad interests in financial mathematics, probability theory and machine (deep) learning. recently, I am focusing on the study of graphon mean field games and controls.

Please see below my

Preprints and Publications

News

I am looking for academic positions in applied mathematics or operations research. Feel free to contact me if you are interested in me or in my research.

Education

  1. Université Paris-Dauphine----INRIA Paris

    2020 — 2023

    PhD in applied Mathematics specializing in random models for systemic risk and weakly interacting systems.

  2. Sorbonne University

    2018 — 2020

    Master in Mathematics specializing in probability and random models.

  3. Jilin University

    2013 — 2017

    Bachalor in Statistics (including financial mathematics).