I am a Professor of Applied Mathematics at École Polytechnique

Laboratory: CMAP

Research team: SIMPAS

Scientific leader of the chaire Stress Test: RISK Management and Financial Steering

Associate Editor for

• Applied Mathematics and Optimization
• Annals of Applied Probability
• Bernoulli
• ESAIM Proc and Surveys
• SIAM Journal on Financial Mathematics

Main research topics:

• Monte Carlo simulations and stochastic approximations
• Machine learning, statistics for stochastic processes
• Financial mathematics
• Stochastic control and stochastic analysis

+33.(0)1.69.33.45.60

emmanuel[dot]gobet[at]polytechnique[dot]edu

CMAP Bureau 3003

CMAP - Ecole Polytechnique
Route de Saclay
91128 Palaiseau cedex
France

Personal website