Amir Sani, PhD

Chief Technical Officer at Element Ventures London. Expert in complex systems calibration and validation with deep experience modelling and optimising decision-making workflows in sales, trading, trade execution, financial market regulation, investment structuring and monetary policy.

Completed my PhD, Machine Learning for Decision Making Under Uncertainty, under the supervision of Rémi Munos and Alessandro Lazaric as part of the SequeL team at INRIA-Lille Nord Europe. Held research fellowships with Rama Cont at the University of Oxford, Mathematical Institute, and the CFM-Imperial Institute of Quantitative Finance in the Department of Mathematics at Imperial College London; with Andrea Roventinit at the Institute of Economics at Scuola Superiore Sant'Anna Pisa, as a member of the EU Horizons 2020 Future and Emerging Technologies ISIGrowth project; with Antoine Mandel at the Centre d'Économie de la Sorbonne in Université Paris 1, Panthéon-Sorbonne, as a member of the EU Horizons 2020 Future and Emerging Technologies DOLFINS project.

Publications

Talks

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

Events

  • April 2018, ISCEF Special Session, Validating Agent-Based Models
  • February 10th, 2016, Collaborative Hackathon for Macroeconomic Agent-Based Model Surrogates
  • February 9th, 2016, Macroeconomic Surrogates for Agent-Based Models Workshop
  • November 2015 through February 2016, Data Driven Economics and Complexity Seminar Series

Visits

Teaching