People

 

PI & Head of EconophysiX

Michael is a CNRS Research Scientist at Ecole polytechnique. He founded and currently holds the CFM Econophysics & Complex Systems Chair. He teaches Financial Markets and Statistical Physics of Social Systems at Ecole polytechnique and ENSAE ParisTech.

Chairman & Head of Research at Capital Fund Management (CFM)

Jean-Philippe co-founded and currently runs CFM, a leading investment management firm whose strategy is based on a quantitative and scientific approach to financial markets. He is a member of the French Academy of Science, and teaches Econophysics at Ecole Normale Supérieure.

Delphine Lhuillier

Chair Coordinator

Delphine has worked at Ecole polytechnique for over 8 years, with several experiences as executive assistant, laboratory manager, human resources and project coordinator.

Iacopo Mastromatteo

Executive Director at CFM

Iacopo is in charge of developing execution strategies and analyzing trading costs. He holds a PhD in Statistical Physics from the International School for Advanced Studies of Trieste. His main interests involve market microstructure and statistical learning.

Pierre-Philippe Crépin

Postdoctoral Fellow

Pierre-Philippe is a postdoctoral fellow at Ecole polytechnique and CFM, working on market microstructure. He holds a PhD in Quantum Physics from Sorbonne Universités.

Armine Karami

Postdoctoral Fellow

Armine is a postdoctoral fellow at Ecole polytechnique and CFM, working on machine learning to predict correlations between financial assets. He holds a PhD in Electrical and Computer Engineering from Sorbonne Université.

Antoine Fosset

PhD Student

Antoine is a 3rd year PhD Student at Ecole polytechnique, interested in endogenous liquidity crises. He was trained at Ecole Normale Supérieure.

Mehdi Tomas

PhD Student

Mehdi is a 2nd year PhD Student at Ecole polytechnique, interested in cross-impact. He was trained at Ecole Centrale Paris and Imperial College London.

Federico Morelli

PhD Student

Federico is a 2nd year PhD student at Ecole polytechnique and UPMC, interested in Dynamic Stochastic General Equilibrium Models. He was trained at EPFL and Ecole Normale Supérieure.

Dhruv Sharma

PhD student

Dhruv is a 3rd year PhD Student at ENS-Paris working on macroeconomic agent-based models. His training is in theoretical physics and he is an alumnus of Ecole polytechnique, ENS-Paris and St. Stephen’s College (New Delhi)

José  Moran

PhD Student

Jose is a 3rd year PhD student at EHESS interested in network models for large macroeconomic fluctuations. He was trained at Ecole polytechnique.

Théo Dessertaine

PhD Student

Théo is a first year PhD student at Ecole polytechnique working on interacting networks of firms with tools and ideas from statistical physics.

Michele Vodret

PhD Student

Michele is a 1st year PhD student at Ecole Polytechnique. He currently focuses on universal behaviors exhibited by financial markets due to their endogenous microstructure. His background is in theoretical physics, which he studied at the University of Milan.

Pierre Mergny

PhD student

Pierre is a first year PhD student, interested in random matrix theory. He was trained at PSL University, ESPCI Paris and UPMC.

Rudy Morel

PhD Student

Rudy is a 1st year PhD student at École Normale Supérieure interested in modelling multiple time series using ML techniques. He is a former student of École Normale Supérieure of Rennes.

Claire Alais

Research Intern

Claire is a Master student in physics in École Normale Supérieure, working on market mediated Schelling Dynamics.

Prachi Srivastava

Research Intern

Prachi studies Policy Economics at Paris School of Economics. She holds BCs in Economics from Delhi University and Masters in Financial Economics from Madras School of Economics, India.  She is interested in studying Behavioral macro Finance and network economics.

Camille Boissel

Research Intern

Camille is a Master student in macroeconomics and applied mathematics at ENSAE Paris. She is interested in social and economic networks and macroeconomic policy analysis.

Samy Lakhal

Research Intern

Samy is a Master student at Ecole Normale Supérieure Paris-Saclay, interested in statistical physics and renormalization theory applied to quantitative aesthetics.

Hugo Ninou

Research Intern

Hugo is a Master student in physics at Ecole Normale Supérieure, working on
the price patterns that emerged in the moscow kiosks during the 90's.

Jérôme Garnier-Brun

Research Intern

Jérôme is a Master student in physics at UPMC, working on the links between spin glass theory and long-only portfolio optimization. He previously studied engineering at Imperial College London.

Yotam Segal

Research Intern

Yotam is working on the optimization of index fund rebalancing. He studies Financial Economics at Columbia University in the City of New York.

Matthieu Blanke

Research Intern

Matthieu is a Master's student in Applied Mathematics from École polytechnique. He is working on modelling and simulating latent order books.

Eugenio Mauri

Research Intern

Eugenio is a Master student in Theoretical Physics at Ecole Normale Supérieure, working on the physics of trend and value in financial market. He holds a BSc in Physics at the University of Pavia.

Benoît de Courson

Research Intern

Benoît studies the imitation/exploration trade-off. He studies mathematics and social sciences at the Ecole Normale Supérieure.

Théophile Dullin

Research Intern

Théophile is a Master 2 student in Theoretical Physics at École Normale Supérieur, working on the cross-impact of Linear Latent Order Books.

Karl Naumann

Research Intern

Karl is a Master student in Financial Economics at Oxford, and is working on an interactions-based macroeconomic model. He holds BSc from Erasmus University Rotterdam

Jean Herskovits

Research Intern


Emanuele Troiani

Research Intern

Emanuele is a M1 student in Physics at Ecole Normale Supérieure, working on Independent Component Analysis for Equity factors identification.

Alumni

 

Luis Garcia del Molino

Postdoctoral Fellow

Valerio Volpati

Postdoctoral Fellow

Christian Schmidt

Postdoctoral Fellow

Pierre Lecointre

PhD Student

Frederic Bucci

PhD Student

Davide Luzzati

Research Intern

Rémi Mourgues

Research Intern

Lorenzo Dall'Amico

Research Intern

Giovanni Cherchi

Research Intern

Karim Tit

Research Intern

Louis Boucherie

Research Intern

Bastien Legay

Research Intern

Siyao Zhuo

Research Intern

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