I am currently a master student at ENS Paris-Saclay (M2 MVA "Mathématiques, Vision, Apprentissage"), ENSAE Paris (National School of Statistics and Economic Administration, specialized in statistics and machine learning) and at HEC Paris.
I am strongly interested in theoretical statistics and machine learning, and also in their various applications.
- Improving my skills in Machine Learning (mainly PyTorch, here are my personal notes).
- Working on a package that finds the optimal routes for electric cars in France
- "Portfolio Construction and Realized Covariance Forecasting with Clustering" under the supervision of Prof.Cucuringu at the University of Oxford
- Working on a package alongside my applied statistics project at Oxford
- python (PyTorch)
- R
- C++
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"Portfolio Construction and Realized Covariance Forecasting with Clustering" under the supervision of Prof.Cucuringu at the University of Oxford (here)
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"Portfolio Optimization with Clustering" under the supervision of Prof. Zagst at the Technical University of Munich
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Electric Vehicle Route Optimization – Python Project at ENSAE (here)
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PyFolioC: a portfolio construction/optimisation package using clustering and realized covariance forecasting (here)
- Finishing my current research project :)