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Emmanuel Gobet

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I am a Professor of Applied Mathematics at Ecole Polytechnique

Laboratory: CMAP

Research team: SIMPAS

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

Associate Editor for

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