I am a first-year PhD student in mathematics, working under the supervision of Fabrice Rossi and Arthur Thomas. I am currently working on combining machine learning with noncausal econometric methods to forecast locally explosive time series.

If you think this gif is as cool as I do, you might enjoy our working paper with Elena Dumitrescu and Arthur Thomas.

Density forecast animation

Also desperately waiting for Olympique Lyonnais to lift a title, for Pierre Sage to make a comeback, and for Cherki to win the Ballon d’Or.