Romain AIT ABDELMALEK - LOMENECH

PhD candidate - Mathematics & Computer Science

L2S, CentraleSupélec
Bât. Breguet A3.22
3 rue Joliot Curie
91190 Gif-sur-Yvette, France

Presentation

Thesis

Title: « Gaussian processes and sequential planning of numerical experiments for optimization and inversion in presence of uncertainties ».

Advisors: Emmanuel Vazquez and Julien Bect

Funding: National Research Agency – SAMOURAI project.

Scientific interests

Probability theory, statistics, optimization. Applications to machine learning, quantitative finance, various industrial problems.

Resume