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PhD students
Ortensia Forni
2025–
Entropy, relevance and complexity in color harmony
Lucas Selva
2025–
Financial bubbles: Empirical investigation and modeling
Thomas Valade
2024–
Impact of inequalities on the Brown to Green transition
Pierre Bousseyroux
2024–
Stabilizing cooperation in Heterogeneous Public Good Games
Esteban Valdecasa
2024–
Spiral instability and unsteady flight dynamics in paragliding
Anastasia Bugaenko
2024–
High frequency price jumps in financial markets
Elia Moretti
2023–
A global systems perspective on agricultural structure, land use, and biodiversity loss
Jutta Kurth
2023–
Trend and value in financial markets
Antoine Becharat
2022–2025
The diffusive nature of french housing prices
Guillaume Maitrier
2022 –2025
Price formation and self-organised criticality in financial markets
Natascha Hey
2022–2025
Multivariate impact at different scales in financial markets
Max Knicker
2022–2025
From macroeconomic Agent-Based Models to labor market bottlenecks
Victor Lecoz
2021–2024
Microscopic modeling of the yield curve
Salma El Omari
2021–2024
Generative models for the limit order book
Cécilia Aubrun
2020–2024
Unraveling financial market quakes and endogenous cross-asset volatility
Karl Naumann
2021–2024
Sloppiness and scenario discovery in a complex economy
Jérôme Garnier-Brun
2020–2023
Navigating radical complexity and aggregate coordination
Samy Lakhal
2020–2023
Human preferences and the structural complexity of natural images
Théo Dessertaine
2019–2022
Large fluctuations and self-organized criticality in firm networks
Michele Vodret
2019 –2022
Micro-founded theories of price formation
Mehdi Tomas
2019–2022
Multivariate price formation processes and cross-impact
Federico Morelli
2018–2021
Crises propagation in multi-agents self-reflexive real business cycle models
Antoine Fosset
2017–2020
Endogenous liquity crises in financial markets
Kevin Lippera
2017–2020
Collective dynamics and interactions of self-propelled phoretic particles
Jean-Philippe Boucher
2015–2018
Optimization at the water surface: From ship hulls to rowing oars
Postdocs
Elizabeth Gregorio
2026–
Unsteady flight dynamics of ram-air wings
Cesar Hernandez-Aguayo
2025–2026
Analyzing climate variability: From weather to markets
Fabian Aguirre Lopez
2022–2025
Generalized Lotka-Volterra models: Spatial interactions and networks
Ruben Zakine
2022–2025
Statistical field theory for social dynamics
Anirudh Pammi
2021–2022
Maximally informative representations for time series
Johannes Lumma
2021–2022
Dynamical mean-field theory for firm networks
Riccardo Marcaccioli
2020–2021
Endogenous activity in financial markets
Pierre-Philippe Crépin
2019–2020
TRS-breaking in financial time series
Armine Karami
2019–2020
Machine learning for better risk estimates
Valerio Volpati
2018–2019
Crowding of factors in financial markets
Luis Garcia del Molino
2018–2019
Multi-asset impact in financial markets
Graham Benham
2018–2019
Wave-drag and hull-shape optimisation
Clotilde Nové-Josserand
2018–2019
Shear currents and wind waves
Stéphane Perrard
2017–2018
Turbulence imprints and wind waves
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