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 »
The upcoming Jon-Shmuel Halfway to Twelfty conference will be held July 4-7 at Ecole des Ponts et Chaussées to celebrate the 60th birthdays of Jon Lee and Shmuel Onn and will bring together a diverse group of researchers interested in continuous and integer optimization, computational and discrete geometry, theory and applications. Renown experts from leading institutions will gather at Ecole des Ponts… Read more »
Claude Le Bris has been appointed as a senior Zuse Fellow at the Zuse Institute Berlin (ZIB). The ZIB is an interdisciplinary research institute for applied mathematics and data-intensive high-performance computing. Its research focuses on modeling, simulation and optimization with scientific cooperation partners from academia and industry. Claude Le Bris would like to take the opportunity of this fellowship to also… Read more »
Julien Guyon set up a new chair named “Futures of Quantitative Finance” together with BNP Paribas and Université Paris Cité, for an initial period of three years (2023-2025). The successful kickoff event, which was very well attended, took place on March 8 at the BNP Paribas offices in Paris in the presence of Anthony Briant, director of École des Ponts… Read more »
Bernard Lapeyre was distinguished as “chevalier dans l’ordre des Palmes Académiques”. He retired in December 2022. Bernard Lapeyre has devoted most of his career to the development of applied mathematics at the Ecole des Ponts. Since his arrival at the School in 1985 at CERMA (the very young laboratory of applied mathematics created 3 years earlier by Nicolas Bouleau), Bernard… Read more »
The chair “Risques Financiers” of the Fondation du Risque has been renewed for the period 2023-2027. The researchers involved at CERMICS are Benjamin Jourdain (Principal Investigator) and Aurélien Alfonsi. The chair is headed by Nicole El Karoui and jointly conducted with Sorbonne Université (PI: Gilles Pagès) and Ecole Polytechnique (PI: Nizar Touzi). Since its creation in 2007, this chair fosters… Read more »
With his teammates from the Technishe Universität München, Leo Baty won the competition organized jointly by NeurIPS (one of the 3 most selective machine learning conferences) and EURO (the European Society for Operations Research) on a dynamic vehicle routing problem. 54 teams of researchers from all over the world participated in this competition. Léo Baty is an alumni from Ecole… Read more »
Between November 14 and 18, two CERMICS researchers participated in the world’s largest collaborative autonomous vehicle experiment on the highway during rush hour. A hundred connected autonomous vehicles were deployed on the highway between 6am and 10am with control algorithms aiming to reduce traffic jams and in particular stop-and-go waves. The goal is to reduce fuel consumption and CO2 emissions of… Read more »
In November 2022, Julien Guyon published an article in Le Monde and was interviewed in L’Equipe. He explained how to compute the draw probabilities of the round of 16 of the UEFA Champions League, a neat math problem which passionates football fans and is not as easy to solve as it looks! His calculations were also presented in the popular French TV… Read more »
