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Chairs in Finance

Chairs

Analytics and Models for financial Regulation
Mathieu Rosenbaum, Friends of Ecole Polytechnique, Inc.

Business analytics for future banking
Julie Josse & Karim Lounici, Natixis

Finance and sustainable development
Pierre-Louis Lions & Nizar Touzi, EDF et le Crédit Agricole

Financial risks
Nicole El Karoui & Nizar Touzi, Société Générale

Stress Test
Emmanuel Gobet, BNP Paribas

Sponsorship programmes

Deep Finance & Statistics
Mathieu Rosenbaum, Qube-rt

Machine Learning & systematic methods in finance
Mathieu Rosenbaum, EXODUS

Chairs and sponsorship programmes close to this theme:
Blockchain and B2B
Econophysics & complex systems
Sustainable finance and responsible investment

 

Find out more:

Chairs

Analytics and models for financials regulation
high frequence trading, market regulation, statistical models

The Chair « Analytics and models for financial regulation » studies the impact of several regulations applied to financial markets on price variation. Supported since 2016 by Friends of École Polytechnique and held by Mathieu Rosenbaum, the Chair’s research focus mainly on both the high frequency trader and quoted market price’s role in the stability of financial markets and in price variation mechanisms.

Holder: Mathieu Rosenbaum, researcher at the Centre de mathématiques appliquées (CMAP – joint research unit CNRS – École polytechnique) and professor at the École polytechnique of the Institut Polytechnique de Paris
Sponsorship type: chair
Creation date: 01/09/2016

 

 

Business analytics for future banking
data science, deep learning, machine learning

The chair « Business Analytics for Future Banking » jointly held by Karim Lounici, Jean-Edouard Colliard and Vincent Fraitot is structured around several research areas: from mass treatment (deep learning, machine learning, AI, incomplete or heterogenous data) to product and service innovation consecutive to data mining. Supported by Natixis, it has two main challenges: on the one hand it prepares students to data management on client relationship and risk management, and on the other hand it contributes through research to the development of theories and good practices of data.

Holders: Karim Lounici, researchers at the Centre de mathématiques appliquées (CMAP – joint research unit CNRS – École polytechnique) and professors at the Ecole polytechnique,
Jean-Edouard Colliard and Vincent Fraitot, associate teachers at HEC Paris
Sponsorship type: chair
Creation date: 17/12/2018

 

Finance and sustainable developemnt
economy, long term risks, large scale modelisation

With sustainable development’s integration into the economy at its core, the Chair « Finance et développement durable » is held by Pierre-Louis Lions and Nizar Touzi. Supported since 2006 by Crédit Agricole CIB and EDF, the Chair studies projects and long term risks in the scope of sustainable development. The Chair notably participated in the uprising of the mean field theory, an innovative social sciences modelisation at the scale of entire populations.

Holders: Pierre-Louis Lions, professor at the Collège de France, member of the Institut Europlace de Finance, professor at the École Polytechnique until 2016
Nizar Touzi, researcher at the Centre de mathématiques appliquées (CMAP – joint research unit CNRS – École polytechnique) and professor at the École polytechnique of the Institut Polytechnique de Paris
Sponsorship type: chair
Creation date: 2006

 

Financial risks
risk management, market functioning, decision-making tools

Since its creation in 2007, the Chair « Risques financiers » aims to improve numerical calculation methods and risk management for financial institutions. Held by Nicole El Karoui and Nizar Touzi and supported by Société Générale, the Chair’s research pivot around large scale market modelisation, and the development of new statistical arbitrage tools in order to highlight strong impact factors on markets.

Holders: Nicole El-Karoui, professor at the École Polytechnique (1997 2007), distinguished professor at the Sorbonne Université
Nizar Touzi, researcher at the Centre de mathématiques appliquées (CMAP – joint research unit CNRS – École polytechnique) and professor at the École polytechnique of the Institut Polytechnique de Paris
Sponsorship type: chair
Creation date: 01/01/2018

 

Stress Test
banking, data science, dependency modelisation, risk quantification

Founded in 2018 and held by Emmanuel Gobet, the research chair « Stress Test, Risk Management & Financial Steering » studies the resilience of banking activities to varied disruptions (credit, market, climate, cyber security, reputation…). Thanks to the support of BNP Paribas, this chair has access to their banking expertise and experience in regulations to better grasp the issues of of the banking system. Thus, the applied mathematics research coordinated by Emmanuel Gobet defines pioneer approaches for risk modelling, and statistical simulation and assessment.

Holder: Emmanuel Gobet, researcher at the Centre de mathématiques appliquées (CMAP – a joint research unit CNRS – École polytechnique) at the École Polytechnique of the Institut Polytechnique de Paris
Sponsorship type: chair
Creation date: 03/09/2018

Sponsorship programmes

Deep finance and statistics
coming soon

coming soon

Holder: Mathieu Rosenbaum, researcher at the Centre de mathématiques appliquées (CMAP – joint research unit CNRS – École polytechnique) and professor at the École polytechnique of the Institut Polytechnique de Paris
Sponsorship type: research initiative
Creation date:

Machine Learning & systematic methods in finance
coming soon

coming soon

Holder: Mathieu Rosenbaum, researcher at the Centre de mathématiques appliquées (CMAP – joint research unit CNRS – École polytechnique) and professor at the École polytechnique of the Institut Polytechnique de Paris
Sponsorship type: research initiative
Creation date: