My machine learning research revolves around risk assessment, nonlinear forecasting and forecast combinations for policy modeling and evaluation in macroeconomic and financial management. My machine learning publications include:
Risk-aversion in multi-armed bandits, with Alessandro Lazaric and Rémi Munos, NIPS 2012
Exploiting easy data in online optimization, with Gergely Neu and Alessandro Lazaric, NIPS 2014
The Replacement Bootstrap for Dependent Data, with Alessandro Lazaric and Daniil Ryabko, ISIT 2015
I am a postdoctoral researcher working with Antoine Mandel at the Maison des Sciences Économiques, Université Paris 1, Panthéon-Sorbonne, Paris School of Economics. I completed my PhD, Machine Learning for Decision Making Under Uncertainty, under the supervision of Rémi Munos and Alessandro Lazaric at INRIA-Lille Nord Europe as part of the SequeL team. My research is part of the Distributed Global Financial Systems for Society (DOLFINS) Horizons 2020 project, which addresses the global challenge of making
the financial system better serve society.
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