# 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.

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.

PhD Candidate

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

PhD Candidate

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

PhD Candidate

Jerome is a first year PhD candidate at Ecole Polytechnique interested in the application of spin-glasses and out-of-equilibrium statistical physics to economics. He was trained at Imperial College London and UPMC.

PhD Candidate

Karl is a first year PhD candidate focused on the empirical validation and comparison of agent based models for the macroeconomy. He holds a BSc in Econometrics and BSc in Economics from Erasmus University Rotterdam, and a MSc in Financial Economics from Oxford.

Research Intern

Sayah is a second-year master student (ICFP - Theoretical Physics) at ENS Ulm, interested in statistical physics and complex systems. He is working on the influence of asymmetric interactions in the dynamics of low dimensional complex systems.

Research Intern

Etienne is a second year master student (ICFP - Soft Matter) at ENS Ulm, interested in statistical physics and machine learning. He is working on quantitative aesthetics.

Research Intern

Virgile is a master student in Physics at ETH Zurich. He is interested in market microstructure and in the application of ML techniques to portfolio management.

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.

Postdoctoral Fellow

Johannes holds a PhD in Quantum Gravity from the University of Heidelberg. His research focuses on understanding the origin of business cycles using ideas and techniques from statistical physics applied to networks of firms.

PhD Candidate

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

PhD Candidate

Michele is a second year PhD candidate 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.

PhD Candidate

Samy is a PhD candidate interested in quantitative aesthetics and fracture surfaces. He was trained at the Ecole normale supérieure Paris-Saclay.

Visiting PhD Candidate

Leonard is a first year PhD candidate at the Paris School of Economics (PSE), working on network models in macroeconomics. He was trained at the Ecole Normale Supérieure.

Research Intern

Arnold holds a MSc in applied mathematics in finance and data, He is interested in quantitative trading, and is working on market impact of share buybacks.

Research Intern

Felipe Moret is a second year master student at Mines de Paris, interested in market microstructure and quantitative trading. He holds a BSc in Computer Engineering from the University of Campinas.

Research Intern

Yat-Chun is a first year master student at Ecole Polytechnique, interested in market microstructure and machine learning in finance. He holds a BSc in Quantitative Finance from the University of Hong Kong.

Chair Coordinator

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

Postdoctoral Fellow

Riccardo holds a PhD from UCL. His research interests are around developing and applying statistically grounded techniques to complex interacting systems.

PhD Candidate

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

PhD Candidate

Cecilia is a first year PhD candidate at Ecole Polytechnique. She currently focuses on endogenous liquidity crises. She was trained at Ecole Centrale Lyon and Imperial College London in Mathematics-Finance.

PhD Candidate

Rudy is a first year PhD candidate at École Normale Supérieure interested in modelling multiple time series using Machine Learning techniques. He is a former student of École Normale Supérieure of Rennes.

Research Intern

Noé is a second year master student (ICFP - Non linear physics) at ENS Ulm and Paris Dauphine, interested in out-of-equilibrium phenomena. He is working on decision theory leading to spatial segregation in Schelling's model.

Research Intern

Lamia is a master student in mathematical finance and actuarial science at ENSTA Paris and a double-degree student at HEC Paris. She is interested in random matrix theory and its applications in economics and finance.

Research Intern

Davide is a student of the international master "Physics of Complex system", held by Politecnico di Torino, Sissa, ICTP and Sorbonne Université. He is working on maximally informative representations to financial time series data.

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