I am a Professor of Applied Mathematics at Sorbonne University

Laboratory: LPSM

Research teams:

• Mathématiques financières et actuarielles, probabilités numériques
• Statistique, données, algorithmes

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

Main research topics:

• Machine learning, data science, extremes
• Monte Carlo simulations, stochastic approximations
• Risk modeling, risk management
• Stochastic control, stochastic modelling
• Applications: Climate change, Energy, Finance, Insurance, Blockchain

Principal Investigator of the ANR project BLOCKFI (Blockchain et Finance Décentralisée) (2024-2029)

emmanuel[dot]gobet[at]lpsm[dot]paris

LPSM Bureau 15-25 203

Sorbonne Université
4, place Jussieu
75005 Paris
France

Personal website