Image by Robynne Hu

PEOPLE

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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.

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JEAN-PHILIPPE BOUCHAUD

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.

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DELPHINE LHUILLIER

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.

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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.

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RICCARDO MARCACCIOLI

Postdoctoral Fellow

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

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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.

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MEHDI TOMAS

PhD Student

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

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FEDERICO MORELLI

PhD Student

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

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THÉO DESSERTAINE

PhD Student

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

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MICHELE VODRET

PhD Student

Michele is a second 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.

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PIERRE MERGNY

PhD student

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

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PhD Student

Rudy is a first year PhD student 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.

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SAMY LAKHAL

PhD Student

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

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JÉRÔME GARNIER-BRUN

PhD Student

Jerome is a first year PhD student 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.

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CÉCILIA AUBRUN

PhD Student

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

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PhD Student

Karl is a first year PhD, 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.

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LÉONARD BOCQUET

Visiting PhD Student

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

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VIRGILE TROUDE

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.

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DAVIDE STRAZIOTA

Research Intern

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

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LAMIA LAMRANI

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.

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YAT-CHUN WONG

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.

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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.

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ALUMNI

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PIERRE-PHILIPPE CREPIN

Postdoctoral Fellow

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ARMINE KARAMI

Postdoctoral Fellow

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LUIS GARCIA DEL MOLINO

Postdoctoral Fellow

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VALERIO VOLPATI

Postdoctoral Fellow

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CHRISTIAN SCHMIDT

Postdoctoral Fellow

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DHRUV SHARMA

PhD student

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JOSÉ  MORAN

PhD Student

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ANTOINE FOSSET

PhD Student

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PIERRE LECOINTRE

PhD Student

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FREDERIC BUCCI

PhD Student

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CLAIRE ALAIS

Research Intern

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HUGO NINOU

Research Intern

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YOTAM SEGAL

Research Intern

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MATTHIEU BLANKE

Research Intern

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EUGENIO MAURI

Research Intern

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BENOÎT DE COURSON

Research Intern

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JEAN HERSKOVITS

Research Intern

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THÉOPHILE DULLIN

Research Intern

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PRACHI SRIVASTAVA

Research Intern

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CAMILLE BOISSEL

Research Intern

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DAVIDE LUZZATI

Research Intern

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RÉMI MOURGUES

Research Intern

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LORENZO DALL'AMICO

Research Intern

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GIOVANNI CHERCHI

Research Intern

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KARIM TIT

Research Intern

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LOUIS BOUCHERIE

Research Intern

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BASTIEN LEGAY

Research Intern

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SIYAO ZHUO

Research Intern

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EMANUELE TORIANI

Research Intern

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LOUIS LACASSE

Research Intern