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 currently co-supervisor of the PhD theses of:

  • Julie Keisler - Automated deep learning for temporal and spatio-temporal forecasting
  • Bianca Marin Moreno - Mean field control and reinforcement learning for demande side management
  • Nina Drobac - Online signatures for multivariate time series forecasting

In October 2020, I finished my PhD in applied mathematics at the University of Paris Saclay (more specifically at Laboratoire de Mathématiques d’Orsay, EDF R&D and Inria Paris) under the supervision of Gilles Stoltz, Yannig Goude and Pierre Gaillard. For this work, I won one of the ThinkSmartGrids 2022 awards and was finalist of the AMIES 2021 award.

This has little to do with machine learning, but if you like the drawings on this website, you can take a look at my instagram account.

Here is my resume in french and in english.