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
