Ange Valli

Paris-SaclayCNRS

ange.valli [at] centralesupelec.fr

Résumé :

  • Ange Valli received the Dipl. Ing. Diplôme d'Ingénieur from ENSTA Bretagne (École nationale supérieure de techniques avancées Bretagne) with a specialisation in Artificial Intelligence from ENSTA Paris (École nationale supérieure de techniques avancées) in 2021. He received the M.Sc. in Mathematics for Finance and Data from Université Gustave Eiffel and Université Paris-Est Créteil (UPEC) in 2022. He worked as a Quantitative Analyst at BNP Paribas, within the Equity Derivatives Quantitative Research department. He is currently a PhD candidate in Applied Mathematics at Université Paris-Saclay within the host institution Laboratoire des Signaux et Systèmes (L2S) at CentraleSupélec, under the supervision of Prof. Abdel Lisser. He is also a part-time teaching assistant at Université Paris-Saclay in optimisation, operational research and probability. His research interests include stochastic optimisation, optimal control, neural networks, quantitative finance and machine learning.

Mots clés :

  • Stochastic Optimisation, Optimal Control, Chance constraints, Machine Learning, Neural Networks, Quantitative Finance

Publications :

  • Pré-publication, Document de travail - 1 document
    • Ange Valli, Shangyuan Zhang, Abdel Lisser. Continuous-time optimal control for trajectory planning under uncertainty, 2024-03-14. (https://hal.science/hal-04621787)