Amir Sani, PhD

I am a postdoctoral researcher with Antoine Mandel at the Centre d'Économie de la Sorbonne, Université Paris 1, Panthéon-Sorbonne, Paris School of Economics. My research is 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 Decision Making Under Uncertainty, under the supervision of Rémi Munos and Alessandro Lazaric at INRIA-Lille Nord Europe as part of the SequeL team.

I am an affiliate of the CFM Imperial Institute of Quantitative Finance and RiskLab Finland.

Research Interests

  • Online Learning and Optimization Algorithms
  • Surrogate Modeling  
  • Active Online Semi-Supervised Sampling
  • Network Inference
  • Dependent Data Bootstrapping

Applied Research

  • Forecast Combinations for Output and Inflation
  • Parameter Space Exploration and Calibration for Agent-Based Models
  • Real-Time Forensic Order-Book Analysis
  • Identification of tipping points and actor centrality in financial markets
  • Networks of Influence in Financial Markets


Working Papers







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