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