The 7th edition of KIRO was organized at Ecole des Ponts on Thursday 9th November. KIRO is a hackathon centering on techniques and applications of operations research. This unique event among the French Grandes Ecoles is organized each year by the operation research group at CERMICS (Axel Parmentier and his PhD students) together with the Club Informatique de l’École des Ponts,… Read more »
With the increase of renewables energies on one hand, and local production on the other, the landscape of energy is changing, requiring more and more to take uncertainty into account. That is why a new SESO workshop is organized at CERMICS from October 9th to October 13th, with a mix of PhD students, researchers and industrial participants. The workshop is… Read more »
Tony Lelièvre (CERMICS) and David Picard (IMAGINE) have been invited to coordinate the third volume of the journal “Transitions” on “Models and data for the environment”. This volume includes many contributions from researchers working at CERMICS and IMAGINE, and more generally from scientists and engineers who use numerical methods in their everyday life to nourish their research on the ecological… Read more »
Meta AI just released Code Llama, a large language model dedicated to coding. This software is based on Llama 2, and is one of the most performant open source options currently available. It is in particular a direct competitor to ChatGPT and Bing AI to generate new codes, and/or explain or comment lines of code. Fabian Glöckle, PhD student at… Read more »
Amaury Hayat gave a TedX lecture at Ecole des Ponts on the future of mathematics at the AI era. The belief was that mathematicians could never be replaced by machines. What if this was wrong? Check out the video and see also the LinkedIn post.
Pierre Lissy joined the Modeling, Analysis and Simulation team at CERMICS on September 1st, 2023. His research focus is on control and stabilization of linear or nonlinear Partial Differential Equations, with a special emphasis on coupled systems. He obtained his PhD in 2013 at Sorbonne Université under the supervision of Jean-Michel Coron. From 2014 to 2023, He was associate professor… Read more »
Sampling high dimensional probability measures is a key issue in various scientific fields, including molecular dynamics and computational statistical physics (with applications in physics, chemistry, materials science and computational biology), as well as statistics (in particular Bayesian statistics) and more recently machine learning. In order to train a new generation of scientists to these questions, a summer school is organized… Read more »
Julien Guyon gave a one-hour interview to Risk magazine in August 2023. In this edition of Quantcast, Risk’s quantitative podcast, Julien discusses volatility modeling and option pricing as well as World Cup draws and formats. You can listen here to the podcast.
Benjamin Jourdain and Tony Lelièvre are two of the co-organizers of the 14th international conference on Monte Carlo Methods and applications (MCM 2023), together with Stéphanie Allassonnière, Jean-François Chassagneux, Florence Forbes, Emmanuel Gobet and Gilles Pagès. This biennial event is one of the most prominent conference series devoted to research on the mathematical aspects of stochastic simulation and Monte Carlo… Read more »
Hervé Andrès, a PhD student at CERMICS, was awarded the Best Risk Management Paper prize at the International Congress of Actuaries, held in Sydney from May 28th to June 1st. His article “Signature-based validation of real-world economic scenarios” presents a novel approach for validating economic scenarios using advanced tools of non-parametric statistics and stochastic analysis. A graduate of École des… Read more »