# People

PI & Head of the Chair

He is a CNRS Research Scientist at LadHyX, Ecole polytechnique, and visiting scholar with Capital Fund Management. He founded and currently holds the CFM Econophysics & Complex Systems Chair. He teaches Financial Markets and Statistical Physics of Social Systems at ENSAE ParisTech.

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

He 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

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

## Iacopo Mastromatteo

Research Manager at CFM

He 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

I am a postdoctoral fellow at Ecole polytechnique and CFM, working on market microstructure. I hold a PhD in Quantum Physics from Sorbonne Universités.

## Armine Karami

Postdoctoral Fellow

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

## Valerio Volpati

Postdoctoral Fellow

I am a postdoctoral fellow at CFM, interested in the dynamics of herding in financial markets and quantitative urbanism. I hold a PhD in Statistical Physics and Econophysics from SISSA.

## Christian Schmidt

Postdoctoral Fellow

I am a postdoctoral fellow at CFM, interested in the statistical physics of optimization, inference problems and the application of machine learning techniques to portfolio construction. I hold a PhD in theoretical physics from CEA Saclay.

## Antoine Fosset

PhD Student

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

## Mehdi Tomas

PhD Student

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

## Federico Morelli

PhD Student

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

## Dhruv Sharma

PhD student

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

## Pierre Lecointre

PhD Student

I am a 3rd year PhD student at Ecole polytechnique, interested in the physics of wetting and the statstical physics of socio-economic systems. I was trained at Ecole Polytechnique.

## José Moran

PhD Student

I am a 3rd year PhD student at EHESS interested in network models for large macroeconomic fluctuations. I was trained at Ecole Polytechnique.

## Théo Dessertaine

PhD Student

I am 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

I am a 1st year PhD student at Ecole Polytechnique. I currently focus on universal behaviors exhibited by financial markets due to their endogenous microstructure. My background is in theoretical physics, which I studied at the University of Milan.

## Pierre Mergny

PhD student

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

## Davide Luzzati

Research Intern

I am a Master student of Statistics at ETH Zurich working on Stochastic General Equilibrium Models. I hold a BSc in Mathematics and Economics from the University of Leeds.

## Claire Alais

Research Intern

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

## Samy Lakhal

Research Intern

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

## Hugo Ninou

Research Intern

I am 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

I am a Master student in physics at UPMC, working on the links between spin glass theory and long-only portfolio optimization. I 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.

## Linus Bleistein

Research Intern

I am a Master Student in Mathematics with a background in Economics at Ecole Normale Supérieure and UPMC. I am working on endogenous liquidity crises.

## Matthieu Blanke

Research Intern

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

## Alumni

### Postdocs

- Luis Garcia del Molino

### PhD students

- Frédéric Bucci

### Research interns

- Siyao Zhuo

- Lorenzo Dall'Amico

- Bastien Legay

- Giovanni Cherchi

- Karim Tit

- Rémi Mourgues

- Louis Boucherie