Amir Sani, PhD

My research interests are in budgeted active learning, dynamic resource allocation and complex systems calibration.


I am a research associate working with Rama Cont on machine learning for quantitative finance and financial regulation at the CFM-Imperial Institute of Quantitative Finance within the Department of Mathematics, Imperial College London, and a Turing Fellow at the Alan Turing Institute. I am also an affiliate of the School of Advanced Studies Pisa.

Previously, I was a postdoctoral research fellow with Antoine Mandel at the Centre d'Économie de la Sorbonne, Université Paris 1, Panthéon-Sorbonne, Paris School of Economics. My research was part of the European Union Horizons 2020 Future and Emerging Technologies Distributed Global Financial Systems for Society (DOLFINS) project, which addresses the global challenge of making the financial system better serve society.

I completed my PhD, Machine Learning for Risk Averse Decision Making Under Uncertainty, under the supervision of Rémi Munos and Alessandro Lazaric at INRIA-Lille Nord Europe as part of the SequeL team.

Working Papers


Workshop Papers/Posters

  • Inferring Complex Networks of Influence: Understanding Green Investment Tipping Points, with Antoine Mandel, NIPS Workshop on Inference and Learning of Hypothetical and Counterfactual Interventions in Complex Systems, 2016
  • Macroeconomic Agent Based Model Calibration using Iterated Surrogates, with Francesco Lamperti, Antoine Mandel and Andrea Roventini, NIPS Workshop on Inference and Learning of Hypothetical and Counterfactual Interventions in Complex Systems, 2016
  • Information Theoretic Bootstrapping for Dependent Time Series, with Alessandro Lazaric and Daniil Ryabko, NIPS Workshop on Modern Nonparametric Methods in Machine Learning, 2013
  • The Universal Bootstrap for Dependent Data, with Alessandro Lazaric and Daniil Ryabko, Statistical modeling, financial data analysis and applications, 2013
  • Risk Averse Multi-Arm Bandits, with Alessandro Lazaric and Rémi Munos, NIPS Workshop on Markets, Mechanism and Multi-Agent Models, 2012





Conferences: NIPS 2016, 2017; ICML 2016, 2017; AI-Stats 2016, 2017; COLT 2013
Journals: Quantitative Finance 2016, Journal of Evolutionary Economics 2016, Computational Economics 2017


  • November 2015 through February 2016, Data Driven Economics and Complexity Seminar Series
  • February 10th, 2016, Collaborative Hackathon for Macroeconomic Agent-Based Model Surrogates
  • February 9th, 2016, Macroeconomic Surrogates for Agent-Based Models Workshop