I’m a Research Fellow in the Center for Computational Mathematics in New York. I’m working in AI for Science, building AI models – such as Transformers – for solving problems across Physics and Mathematics. I’m also working on application of AI to domains with limited data, such as Finance.
In 2023, I completed my PhD from École Normale Supérieure focusing on compact models of multi-scale processes. I’m deeply grateful to my PhD advisor, Prof. Stéphane Mallat for this incredible journey, as well as Prof. Jean-Philippe Bouchaud for his exceptional guidance.
From 2019 to 2023, I had the privilege of being a member of the EconophysiX chair hosted by CFM and Polytechnique. In 2022, I was delighted to be a visiting PhD student at Rice University in Prof. Maarten de Hoop’s team.
Email: rmorel [at] flatironinstitute [dot] org
Interests
- pretrained models
- multi-scale data
- transformer models
- path shadowing
Education
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PhD in Mathematics, 2020-2023
École Normale Supérieure
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MS in Probability and Finance, 2018-2019
Sorbonne Université
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BSc in Mathematics, 2015-2018
École Normale Supérieure of Rennes
