I’m a PhD student in the DATA team at ENS, under the supervision of Stéphane Mallat, in collaboration with Jean-Philippe Bouchaud.
I’m interested in modelling multiple time series, especially in designing model that capture structure accross time series.
Email: rudy.morel [at] ens [dot] fr
PhD in Mathematics, Machine learning, 2020-now
École Normale Supérieure
MS in Probabilities and Finance (ex DEA El Karoui), 2019
BSc in Mathematics, 2015-2018
École Normale Supérieure of Rennes