Emmanuel Gobet

Emmanuel Gobet


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

Main research topics:

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



CMAP Bureau 3003

CMAP - Ecole Polytechnique
Route de Saclay
91128 Palaiseau cedex