Portrait image of Mathieu Rosenbaum

Mathieu Rosenbaum is a full professor at École Polytechnique, where he holds the chair “Analytics and Models for Regulation”
and is co-head of the quantitative finance (El Karoui) master program. His research mainly focuses on statistical finance problems, regulatory issues and risk management of derivatives, with several longstanding collaborations with practitioners. He published more than 70 articles on these subjects in the best international journals. He is notably an expert on the quantitative analysis of market microstructure and high frequency trading. He is also at the origin (with Jim Gatheral and Thibault Jaisson) of the development of rough volatility models. He received the Louis Bachelier prize in 2020 and the Quant of the Year award in 2021.

AMLD EPFL 2022 / Speakers

Michael Bronstein

Oxford / Twitter / IDSIA

Max Welling

Distinguished Scientist, Microsoft Research

Samy Bengio

Senior Director, AI and Machine Learning Research, Apple

Regina Barzilay

Professor of Electrical Engineering and Computer Science, MIT

Melanie Mitchell

Davis Professor, Santa Fe Institute

Thomas Wolf

Co-founder and Chief Science Officer, Hugging Face

AMLD / Global partners