CV
Work experience
- Postdoctoral Researcher, University of Southern Denmark, 2022-
- AI Research Scientist, Advestis, 2019-2020
- Quantitative Analyst, Nordea Asset Management, 2016-2019
- Teaching Assistent, University of Copenhagen, 2015-2016
Education
- Ph.D. in Statistics, Sorbonne Université, 2019-2022
- M.S. in Mathematics-Economics, University of Copenhagen, 2014-2016
- B.S. in Mathematics-Economics, University of Copenhagen, 2011-2014
Grants/Funding
- Research Grant, Région Île-de-France, France (100.000 euro, Grant No. 19006497)
- Topic: Convergence properties of online mini-batch stochastic algorithms for non-convex optimization
Research management
- Reviewer, International Journal of Forecasting (IJF), 2024-
- Reviewer, Artificial Intelligence and Statistics (AISTATS), 2023
- Reviewer, Transactions on Machine Learning Research (TMLR), 2022-
- Reviewer, Econometrics and Statistics (ECOSTA), 2021-
Teaching
- Guest Lecturer, Reinforcement Learning, University of Southern Denmark, 2024-
- Teaching Assistent, Introduction to Numerical Analysis, University of Copenhagen, 2015-2016
- Teaching Assistent, Probability Theory and Statistics, University of Copenhagen, 2015-2016
Supervision
- Kasper Veje Jakobsen, Financial analysis with deep reinforcement learning, 2025
- Bi Yun Chen, Model selection as a multi-armed bandit problem in continual learning, 2023
Talks and presentations
- Poster at 17th European Workshop on Reinforcement Learning, 2024
- Talk at D3A 2.0, Danish Digitalization, Data Science and AI, 2024 (invited talk)
- Talk at ATP about ML/AI in finance, 2024 (invited talk)
- Talk at DSS, Data Science and Statistics group seminar, 2022
- Talk at JDS’22, 53èmes Journées de Statistique de la Société Française de Statistique (SFdS), 2022
- Poster at VieCo, Vienna–Copenhagen Conference on Financial Econometrics, 2022
- Talk at DeLTA Lab, Denmark Learning Theory and Applications, 2021
- Talk at VALPRED, 3 Workshop on “Prediction and Validation”, 2021
- Talk at CIRM, Conference on “New Results on Time Series and their Statistical Applications”, 2020
Miscellaneous
- “Sometimes I’ll start a sentence and I don’t even know where it’s going. I just hope I find it along the way.” Michael Scott, The Office (US).