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 »
Claude Le Bris will be a MATH+ Distinguished Visiting Scholar for the academic year 2022/2023. He will be hosted by Ralf Kornhuber of Freie Universität Berlin. The title “Distinguished Visiting Scholar” is given by the Berlin Mathematics Research Center to outstanding scientists and scholars from around the world with high international visibility. Read more here.
Julien Guyon joined the Applied Probability team at CERMICS on September 1, 2022, after working as a quantitative researcher in the financial industry for 16 years at Societe Generale (Paris, 2006-2012) and Bloomberg L.P. (New York, 2012-2022). Julien was also an adjunct professor in the Department of Mathematics at Columbia University and at the Courant Institute of Mathematical Sciences, NYU, from 2015… Read more »
Fondation des Ponts awards the Pasquet prize to the “best” student who has graduated from an engineering program. It was awarded in 2022 to Régis Santet. See here for further elements. Régis Santet is currently preparing his thesis in the Modeling, Analysis and Simulation team, on the development of efficient numerical methods for molecular dynamics.
CERMICS supports the mathematics Subscribe-to-Open programme led by EDP Sciences and the French Société de Mathématiques Industrielles et Appliquées (SMAI). See the full list of sponsors.