I am associate professor (PAST) in the Laboratoire de Probabilités, Statistique et Modélisation (LPSM) at Sorbonne Université and a research engineer at EDF Lab Paris Saclay in the Optimization SImulation RIsks and Statistics (OSIRIS) department.

I am interested in mathematical and applied aspects of statistical and machine learning. My current research focuses on time series forecasting, especially for power consumption forecasting, renewable energy production and in relation with energy markets. I am also very interested in reinforcement learning for demand response.

I am thrilled to be co-supervising the PhD theses of:

  • Bianca Marin Moreno - Mean field control and reinforcement learning for demand side management
  • Nina Drobac - Online signatures for multivariate time series forecasting

A big well done to my former student Julie Keisler who defended her thesis Automated Deep Learning: algorithms and software for energy sustainability on 24 January 2025.